The Mathematics of Derivatives

Robert L. Navin, "The Mathematics of Derivatives, tools for designing numerical algorithms", Wiley, December 2006.

Originally a set of lecture notes for a course given to Real Time Risk             Systems programmers in Quantitative Analysis, this book provides a crash     course (in less than 200 pages including exercises!) in the basics of              Quantitative Analysis with a view to coding finite difference grid models and     communicating with Quants on any topic. The well educated (and highly         motivated!) student could even practice after this introduction. It is written     with the focus of the Real Time Risk System Product in mind: Amoeba.