The Mathematics of Arbitrage

From the reviews:

"As a learning device, I think this works really well. The second half of the book allows readers to ‘put to use’ the mathematics they learn in the first half. I really like the authors’ writing style.

"The aim of the book, as the authors state … is to give the reader a guided tour through the mathematics of arbitrage. … The book will be of invaluable help to new researchers in the area of incomplete markets. A new graduate student wishing to do such research would start by reading the papers in the book. She or he now has a very good book to assist this study." (Angelos Dassios, Mathematical Reviews, Issue 2007 a)