Which books can be recommended for a beginner with a strong math background, who wishes to learn how markets work, what is a stock, what is a bond, how to trade e.t.c. and has a minimal knowledge of economics?
For introductory learning nearly any introductory economics textbook would do. For example, Mankiw's 7th edition has a section on "How Markets Work" and "Saving, Investment, and the Financial System". The latter discusses stock and bonds.