The mathematics of financial derivatives a student introduction by Wilmott, Paul

Derivatives guide.

Nonparametric pricing of interest rate derivative securities. by Ait-Sahalia, Yacine

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Complex derivatives understanding and managing the risks of exotic options, complex swaps, warrants and other synthetic derivatives by Banks, Erik

Swap & derivative financing the global reference to products, pricing, applications and markets by Das, Satyajit

The Financial derivatives reader

Options, futures, and other derivative securities by Hull, John 1946-

CFA readings in derivative securities

International evidence on financial derivatives usage. by Bartram, Sohnke

International evidence on financial derivatives usage. by Bartram, Sohnke