Linked Questions

3
votes
3answers
417 views

Are there any books/articles on how to use options to be long volatility (implied or realized)? [duplicate]

Given the market turmoil of late I have become fixated with this idea of using options to be long volatility (realised and implied). However, I dont know where to start, what to read, who to follow ...
2
votes
0answers
177 views

Quantitative Finance books for Practitioners [duplicate]

Currently searching for some books on real options and option pricing. However, the vast majority of the books are quite theoretical, and if someone has been taught these subject in class, half of it ...
2
votes
0answers
72 views

Book recommendation on portfolio theory [duplicate]

I am searching for books to self-study on undergraduate level on introduction to portfolio theory that has more math rigor than Modern Portfolio Theory and Investment Analysis and exercise with ...
1
vote
0answers
68 views

Entry points to finance for Applied Mathematics (Numerical Analysis/High Performance Scientific Computing) PhD Student [duplicate]

I'm looking to go into quantitative finance after my phd in around 2 years. With a background in pdes/numerics/heterogenous and distributed computing, I think my skill set is applicable in this area, ...
0
votes
0answers
42 views

Reference request (Risk Management + Insurance Theory) [duplicate]

I have to study the following topics: Market and credit risk assessment models Technical risk assessment models: non-life and life Models for the valuation of bonds and for the determination of the ...
0
votes
0answers
17 views

Recommendations for a newbie to self-study quantitative finance? [duplicate]

I have been trying to find quality books to start learning the basics of quantitative finance, but I do not know which ones are of decent quality, and which ones I should stay away from. I am in high ...
306
votes
29answers
227k views

What data sources are available online?

What sources of financial and economic data are available online? Which ones are free or cheap? What has your experience been like with these data sources?
33
votes
2answers
7k views

What are the quantitative finance papers that we should all have in our shelves?

Which quantitative finance papers should we all know about? What are the seminal references in various quantitative finance areas such as empirical asset pricing and theoretical asset pricing?
13
votes
4answers
5k views

What are the canonical books for statistics applied to finance?

I have some decent knowledge of probability, stochastic processes and option theory, however I do not have a proper background in statistics. Now I am working quite a lot with data, and trying ...
4
votes
6answers
1k views

Book recommendation for time series analysis

I have been trying to wrap my head around Engel-Granger test and jcitest etc. I have failed thus far. If possible can someone guide me about which books to start with and possibly reach to ...
7
votes
3answers
1k views

Asset pricing textbooks

What are some asset pricing textbooks that give a solid introduction into the field? I suggest one textbook per answer with a list of its pros and cons.
16
votes
2answers
2k views

Best written quantitative finance papers

I have some writing experience, but I want to take my writing skills to the next level. I am particularly interested in writing quantitative finance papers for journals like Journal of Portfolio ...
5
votes
1answer
805 views

Pre-requisite math books, to the pre-requisite math needed to become a front desk quant

This question is about the pre-requisites to the pre-requisite math needed to become a front desk quant. I have done research online and I found that there are a lot of recommended books as a pre-...
3
votes
2answers
2k views

Quant Interview Course [closed]

I there any course on for quant that covers all the factors such as logical reasoning, puzzles, statistics, probability, time series analysis, portfolio management, options, machine learning, and ...
-3
votes
2answers
470 views

What are important statistical concepts used as a quant?

I'm interviewing for some quantitative researcher positions at some hedge funds, and I've been told that there will be one interview session focused on stats, and one focused on ML, among others. This ...

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