Title pretty much says all.

I read the titular book, and found it lacking. I think it is nothing more than the notes that Schmidt took while learning the subject. Is there a list of follow up books for a scientist who want to get into quantitative finance?

  • $\begingroup$ The authors of this book are physicists. It's a pretty nice book IMHO. amazon.com/Theory-Financial-Risk-Derivative-Pricing/dp/… $\endgroup$
    – mark leeds
    Commented Mar 28, 2020 at 4:16
  • $\begingroup$ Personal opinion: as a physicist you have a very good background for learning quant finance, you can learn it from standard sources, no need for special physicist oriented texts. $\endgroup$
    – nbbo2
    Commented Mar 28, 2020 at 13:57
  • $\begingroup$ @noob2: Interesting point but it's not a specialized physics oriented text. These people are physicists who became what they call "econo-physicists" but it's totally quant finance. They are very mathematical and really analyze the data. Not sure exactly why but they sort of got annoyed at lack of empirical focus of economists and for whatever reason, call themselves econo-physicists. Well known names are Farmer, Bouchaud, Potters, Gueant and Lehalle . There are many others whose names escape me but they seem to be mostly from Europe. Check it out because you may find the field interesting. $\endgroup$
    – mark leeds
    Commented Mar 29, 2020 at 14:50
  • $\begingroup$ @markleeds I am not really hung up on physics-oriented manuscripts. In fact, I want introductions that are as close to real-world applications as possible. I would like to stay away from opinionated theories for obvious reasons. :)) $\endgroup$
    – user44970
    Commented Mar 29, 2020 at 23:57
  • $\begingroup$ Okay. But, given noob2's comment and yours, I think that I didn't describe it correctly. It's a book about mathematical finance that it is written by physicists. If you take a look at it ( not sure if it has a "look inside on amazon: ), you might change your mind. Also, note that quantitative finance, to me. has two branches: the derivatives pricing branch and the econometric branch. The two branches are pretty different so the books you would want to read probably depend on which branch you're interested in. $\endgroup$
    – mark leeds
    Commented Mar 31, 2020 at 1:46


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