As a textbook, I suggest Investment Science by Leunberger. It's concise and has great coverage, and you can just keep referencing it over time.
As an initial focus, I suggest understanding discrete time models well. If you've got some LA and calculus then I'd suggest just hoping into Introduction to Mathematical Finance by Pliska. It's concise, zero filler, but really clear.
As an initial focus, I suggest understanding discrete time models well. If you've got some LA and calculus then I'd suggest just hoping into Introduction to Mathematical Finance by Pliska. It's concise, zero filler, but really clear.