Which text(s) would you consider to be the "Bible" in Quantitative Finance?

i know once peter carr called steve shreve's book the bible.

M. Rutkowski, M. Musiela, "Martingale Methods in Financial Modelling", Springer-Verlag, Berlin, 1997.

There are many versions of the Bible (Good News, King James 1, etc) and so there are many Quant Bibles.For example, as well as the ones already mentioned:Hull for easy introduction and lots of practical informationBaxter and Rennie for easy introduction to theoryDuffie for theoreticiansBrigo and Mercurio for mostly interest-ratesRebonato for BGMOksendal, Rogers and Williams and Shreve for stochastic calculus, processes and martingalesPress at al. "Numerical Recipes in C" for numerical implementationPaul Glasserman for Monte CarloGeman for commoditiesand lots of papers for relatively recent innovations which are not yet covered in text-books.

In the bibles list (even if the plural in bibles is conflicting) I would add:P.J Hunt and J.E Kennedy Financial derivatives in theory and practice, Wiley 2005. (mainly IR)

for me, it's professa' wilmott's book of course !

Brigo & Mercurio.