I’m going to take a couple of courses in mathematical finance at Uppsala University in Sweden which includes the following books: Salih N. Neftci – Mathematics of Financial Derivatives David G. Luenberger – Investment ScienceTomas Bjork – Arbitrage Theory in Continous TimeI would really appreciate your comments about these books and how advanced the course seems to be. I have a master degree in finance and a bachelor in statistics. Will this be enough to get a quant job or do you need that PhD in physics??Regards, Mike

Hi Toxicated....The books you have mentioned here are very good ones for getting a hang of the basics of quant finance.Bjork- Amazingly good book...concise and teaches you all the required math without sacrifing much rigour. The writing style is different from the American books and it's a joy to read.Luenberger---Again, the writing style is great and you can learn a lot about the basics of financial engineering from this book. The problems at the end of the chapters are a bit too easy. I am using this book for a self-study course and it was disappointing to have such easy problems to work on. Neftci---- Again a good book..slightly long worded compared to Bjork, but I am using this in conjunction with Bjork and it has been a bit of a help. If you are not very comfortable with math, then this the book for you. However if you have a knowledge of basic probability theory (some real analysis would be a plus point), then I strongly suggest you learn the basic math of finance from Bjork.You might also want to complement these books with Hull and Wilmott. They are excellent books. Then you might want to move on to Numerical methods...but then that's a different story altogether. As for the question about the job, I cannot help you much in that...but only mastering these books will definitely not land u a quant job...U need numerical methods, programming etc....These books (and the respective courses) are just basic books and they are probably the best ones around. Hope this helps.Cheers..Sri