Financial Calculus by Martin Baxter

Quote from aphexcoil:

Is this book worth getting for a firm understanding of derivative pricing? How does this book compare to Hall's book?
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Brother Aphie,

I assume you mean Hull, not Hall...

Hull is OK for the basics, but if you want to go into the stochastic calculus, Hull is not sufficient... Baxter and Rennie's book does better than Hull, but is too brief and does not explain the math very deeply...

I would go for either Neftci or for one of Wilmott's books...

Love,
Candle
 
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