Which books on financial mathematics would you recommend for people with good background in probability, statistics and stochastic processes but without any background in financial mathematics?
The goal is the next one: to find interesting mathematical problems in financial mathematics, solve it (using methods of probability, statistics and stochastic processes) and publish an article about it. So the question is related to scientific work, not with industry. And the question is not about algorithms or something like that.
If my question is too general then which books on main branches of financial mathematics would you recommend?
The only books I've heard of is books of https://en.wikipedia.org/wiki/Mark_S._Joshi.