Can you please tell me some good books to learn in detail about all financial instruments available in the market today ?
It depends on your knowledge and skills. Any book that attempts to cover a wide range of financial product is most likely not very technical. You should choose a book that suits your purpose. For example, if you're interested in interest rates modelling, you should consider something like Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit.
I'll briefly describe some of the books that covers a wide range of financial products.
- Hull's book
Simple and easy to read. But probably not enough details for quantitative finance.
- Paul Wilmott's book
Simple mathematics, easy but not enough details. Ideal for someone who just wants to learn about the topics.
I think this is the book you are looking for. It covers essentially all the common financial products. The book also gives application and pricing model for every product. The book focus on financial products and risk management. Highly recommended.