The following are texts required for the class:
Implementing Derivative Models
The following books have no bearing coursework. They are books that are relevant to finance, relevant to math, or just books that I think are worth reading.
Fooled by Randomness - Nassim Nicholas Taleb
Option Volatility and Pricing - Sheldon Natenberg
The Treasury Bond Basis - Galen Burghardt and Terry Belton
The Eurodollar Futures and Options Handbook - Galen Burghardt
Dynamic Hedging: Managing Vanilla and Exotic Options - Nassim Nicholas Taleb
The Black Swan - Nassim Nicholas Taleb
The Fractal Geometry of Nature - Benoit Mandelbrot
Godel, Escher, Bach - Douglas Hofstadter