Turnbull & Jarrow maybe (I wonder what this is like?). Or some book by Kolb. Wilmott, as already suggested.However, for learning purposes I would not look for a one-stop reference. I tried and found that unproductive. I found it useful to go with Hull -- be patient if you don't get some of it, it may not be your fault aonly -- and the solution manual. Then, begin reading around. You could make Bjork'sArbitrage Theory in Cts Time your second read in parallel with Baxter&Rennie,maybe. If you are interviewing then both books by Crack are useful - they were to me anyway.