shreve

I'd say that Shreve and Musiela lack rigour and are too focused on trivia, name-dropping and anecdotes.

You could move on to Shreve for more hard core quantity material, or go to Tsay (Analysis of Financial Time Series) for a time series primer.

There are a few professors -- Karatzas at Columbia, Avellaneda at Courant, Cinlar at Princeton, Shreve at CMU, Merton at MIT, a few more.

Apparently they don't like Breiman at Berkeley, Cinlar at Princeton, Karr at UNC, Wierman at Hopkins, Dynkin at Cornell, McKean at Courant, Karatzas at Columbia, Shreve at CMU, etc.

Other experts in such math include Avellaneda at Courant, Bertsekas at MIT, Çinlar at Princeton, Dynkin at Cornell, Karatzas at Columbia, Karr at UNC, Shiryaev at Moscow, Shreve at CMU, Wierman at Johns Hopkins, among others.

Alternatively, if you want to fully dive into into the subject after Shreve, Musiela/Rutkowski: "Martingale Methods in Financial Modelling" is wonderful.

If you want a slower mathematical introduction, I recommend the Stochastic Calculus for Finance books by Steven Shreve.

In grad school, I used "Stochastic Calculus for Mathematical Finance II" by Shreve.

As to Shreve's question about pushing back if you sense a dodge, keep in mind that there are sharply diminishing returns for each new followup.

I would also suggest to forget about Hull and Wilmott and would suggest to start with the excellent book by Shreve: "Stochastic Calculus for Finance.

It’s been a long time since I was in the industry, and the sources you’re looking at (eg Shreve) are all great.

Someone with a strong math background should cut Wilmott and go directly to Shreve: Stochastic Calculus for Finance II (or Björk: Arbitrage Theory in Continuous Time).

Alternatively, if you want to fully dive into into the subject after Shreve, Musiela/Rutkowski: "Martingale Methods in Financial Modelling" is wonderful.

In grad school, I used "Stochastic Calculus for Mathematical Finance II" by Shreve.

I would also suggest to forget about Hull and Wilmott and would suggest to start with the excellent book by Shreve: "Stochastic Calculus for Finance.

If you want a slower mathematical introduction, I recommend the Stochastic Calculus for Finance books by Steven Shreve.

As to Shreve's question about pushing back if you sense a dodge, keep in mind that there are sharply diminishing returns for each new followup.

It’s been a long time since I was in the industry, and the sources you’re looking at (eg Shreve) are all great.