Hi, Buddies:I am a Master of physics, and have 1.5 year experience in doing scientific simulation. I am currently taking a part-time course in financial maths.I hope to find a quant role in banks.Can anybody suggest some books to read? Thanks.

A classic that everyone reads is Options Futuresand Other Derivatives by John Hull. Start readingthat one.

I chose Joshi to start. Joshi's text is really intuitive.

Hull is definitely something you should read, but probably not cover to cover. I has everything in it but no real theme that leads you through it. I would use it more as a reference book.A good introduction might be Baxter and Rennie: Financial Calculus - this book is very martingale-focussed, which is nice but hardly gives you all the tricks.Another good, extensive, but quite technical book is Shreve: Stochastic Calculus for Finance. It pretty much covers everything you need for a good solid introduction. I used to be a physicist too and found this quite nice for the transition.