Ritchken's first book. I liked it but evidently not enough others did. Siegel, Daniel R. and Diane R. Siegel. Futures Markets . The late Dan Siegel did a great job with this book.
Someone needs to update it and get it back on the market.
Stoll, Hans R. and Robert E. Whaley. I like this book, but I liked the manuscript copy better. Fixed Income Markets and their Derivatives . Managing Vanilla and Exotic Options . Taleb is well-known as a critic of modern option pricing models and pulls out all the stops in showing its limitations.