What book should I start with in order to learn about the mathematics behind financial (derivatives I think!) trading that would be used in HF's & IB's (Not sure whether there would be a difference).
I have a strong background in mathematics particularly with regard to measure theory, probability theory and stochastic calculus having studied Rana, Kai-Lee Chung & Oksendals famous texts on these subjects. I also have a strong knowledge of partial differential equations. (Not sure what other areas of mathematics would be useful?)
I am looking for the most concise and quickest way to teach myself about the core mathematics and ideas behind quantative finance.