[jevgeni]

First of all, there's no "decent quant finance book" in existence.

But there are attempts at it. Most notable are:

- "An Introduction to the Mathematics of Financial Derivatives", by Neftci

- Wilmott books aren't bad.

- Brigo's "Interest Rate Models" is... flaky. It is a lot of material and seems to be quite rigorous, until some point most crucial for understanding, which gets skipped over. The interviews with traders at the end are good.

- Only buy Choudhry books, if you want to talk good about finance.