Pricing and Hedging of Derivative Securities - By Lars Tyge Nielsen. A textbook in continuous-time finance theory, Oxford University Press, 1999. Preface, introduction, table of contents, index. - http://www.derivativesmath.com/
Financial Calculus - By Martin Baxter and Andrew Rennie (CUP, 1996). Contents, preface, errata, supplementary text, reviews. - http://www.financialcalculus.co.uk/