There are some good free resources, like this one: http://www.classiccmp.org/transputer/finengineer/ http://www.classiccmp.org/transputer/finengineer/ But the

There are some good free resources, like this one: http://www.classiccmp.org/transputer/finengineer/ http://www.classiccmp.org/transputer/finengineer/ But there's probably also lots of information available on your intranet - there's bound to be a wiki with some good information. And if your company subscribes to the ISDA library (about £11k pa) you can get a userid & dig out stuff there. What I found most useful was to get a copy of trade confirms & read them until I understood - plus copy some modelling spreadsheets & tinker with the inputs to see what effect they have on the outputs. For really heavy financial maths subscribe (for free) to Willmott & search around there. Good luck.