[wengzilla]

The gold standard for quant books: Hull's Options, Futures, and Derivatives.

http://www.amazon.com/Options-Futures-Derivatives-DerivaGem-...

[throwaway13qf85]

This is very much a beginner's book. When I interviewed for internships in the summer of 2008, the interviewers expected that I would already be familiar with a large portion of the content of this book.