Most questions about books are off topic. Please see past questions and read the FAQ before posting with this tag.
15
votes
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?
10
votes
7answers
927 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
396 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 ...
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 & ...
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 ...
4
votes
2answers
450 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):
...
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 ...
1
vote
1answer
85 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 ...
1
vote
1answer
184 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?
-1
votes
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
votes
1answer
334 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, ...
