This is the informal name for the book A Course of Modern Analysis by E.T. Whittaker and G.N. Watson, published in 1902.
It was a standard reference text for a generation of mathematicians, such as John Edensor Littlewood, G.H. Hardy and Jean Delsarte. Today it is still a useful reference for modern mathematicians, and represents a high point for the Mathematical Tripos at Cambridge University.