Most questions about books are off topic. Please see past questions and read the FAQ before posting with this tag.
-1
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0answers
58 views
Literature in Quantitative Finance [duplicate]
I'm now reading a book by B. Mandelbrot about fractals and finance. It's very interesting to see a different approach from BS—the different step made by the author and how he dealt with usual ...
1
vote
1answer
89 views
Good Model Calibration Books/Papers for Common Option Pricing Models
I am trying to find a good book which focuses on the model calibration. I just want to know generally, what are the most common methods of model calibration(such as Black-Scholes Model, Stochastic ...
3
votes
0answers
40 views
Looking for a recommendation for a Fund Transfer Pricing modelling book
Recently I started working in a bank as a modeler, one of the possible topic is FTP - Fund Transfer Pricing.
After I studied that subject a little on wiki and read a website or two in that field I ...
15
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5answers
2k views
Recommendations for books to understand the math in quantitative finance papers?
Can anyone recommend books that explain the math used in quantitative finance academic papers?
4
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2answers
451 views
Code for Evidence Based Technical Analysis
I recently purchased http://www.amazon.com/Evidence-Based-Technical-Analysis-Scientific-Statistical/dp/0470008741
Is there an open source repository that contains (or contains as close as possible):
...
-1
votes
1answer
341 views
What statistical tools does a analyst (financial) require? [closed]
I just graduated in engineering where I have a very strong background in pure maths, but unfortunately I didnt study any statistics in my course. I know calculus, probability theory, measure theory, ...
10
votes
7answers
933 views
Looking for a recommendation for a real life volatily trading book.
Recently I started working in an algotrading company as a programmer.
After I studied that subject a little in the university and read a book or two in that field I gained a little knowledge in that ...
10
votes
1answer
397 views
Any recommendations for textbooks for an undergraduate course in mathematical finance? [closed]
I'll teach an introductory course on mathematical finance in the near future. The course is intended to entertain and broaden some well-prepared advanced undergrad mathematics majors, some physics ...
1
vote
1answer
186 views
Reading recommendation on using statistical analysis in online fraud prevention [closed]
Can you please recommend good reads on statistical analysis related to online fraud detection and prevention of account abuse?
4
votes
1answer
254 views
Did farmers really buy options on the CBOE? [closed]
I recently become interested in finance. Many books discuss options as simple examples of derivatives. I also read some "popular books". I read in "The Poker Face of Wall Street" that almost no ...
7
votes
8answers
1k views
What are some good technical and non-technical books for a math lover to get in to quantitative analysis? [closed]
To get the ball rolling... I will answer this question this evening
For people aware & unaware I think it would be a great way to introduce the group, resources for fundamental knowledge & ...
