 | Arbitrage Theory in Continuous Time (Oxford Finance Series) by Tomas Bjork
Buy new: $91.30 / Used from: $39.97 The best text book in my opinion. This is the only book you will need to learn quantitative finance from martingale measure.
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 | Interest Rate Models by Damiano Brigo
Buy used from: $63.99 It is a recipe for all interest model. I don't like its typeset, which makes the easy book harder to read.
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 | Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond by Riccardo Rebonato
Buy new: $66.82 / Used from: $53.00 Read the preview on Amazon. Would like to have it. But it seems most of its content is also covered in Brigo's book.
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