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Which books/lecture notes should a student with a background in pure mathematics (in my case it was geared towards algebraic geometry) read in order to do financial math? I have done one basic course in probability theory and statistics.

Edit: I changed the title from "Career advice" to "Reading advice" as my question has more to do with the question of what material to read.

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How far did you get as a pure mathematician? –  mixedmath Feb 24 '12 at 23:40
It sort of depends if you want to get a job or just learn the stuff. This book is good for interviews: amazon.com/gp/product/… I don't think a lot of companies expect you to know much prior to being hired, but you still probably want to know the basics –  ShawnD Feb 24 '12 at 23:52
mixedmath: 3 years at bachelor and 2 years of masters studies. Shawn: I want to get a job. Also, I know that in a few countries (USA, UK, Germany) they do hire pure mathematicians (especially those with PhD) and give them in work training. But you can assume that this is not my case and that I have to actually have read some stuff prior to getting the job. –  Dresa Feb 24 '12 at 23:58
this book is a pretty common/comprehensive reference that doesn't assume too high a level of math: amazon.com/Options-Futures-Derivatives-DerivaGem-Package/dp/… –  ShawnD Feb 25 '12 at 0:13
The above mentioned book (Hull) is widely used. You might want to contact MDCCXXIX here. Seems to be well-versed in finance: math.stackexchange.com/questions/112268/… –  Andrew Feb 25 '12 at 2:09

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