Linked Questions
28 questions linked to/from What are the quantitative finance books that we should all have in our shelves?
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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?
4
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6
answers
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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 ...
12
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4
answers
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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 ...
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9
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3
answers
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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.
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3
votes
3
answers
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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 ...
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37
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2
answers
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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?
17
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2
answers
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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 ...
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3
votes
2
answers
2k
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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 ...
user29945
1
vote
2
answers
310
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Starting Point for understanding Financial Theory for a Statistician
I am a Master’s student in Statistics who is interested in the field of Financial Modelling. I have very little experience or knowledge of Finance and have mostly worked on introductory projects in ...
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2
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Best introductory books to get a feel for the theory of quantitative finance (with exercises)
I am currently a physics & math undergraduate interested in quantitative finance. I have taken computational math up to PDEs, proofs-based math up to linear algebra, and am currently taking ...
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2
answers
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Book Recommendations on Options Derivatives [duplicate]
I want to learn about Options Derivatives and am looking for an introductory (as much as possible) book to start with. Any recommendations?
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-3
votes
2
answers
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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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4
votes
1
answer
382
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Expected Shortfall monotonicity
I have to show monotonicity for a more general case than the expected shortfall.
I have to show that
$E(X|X \geq a) \geq E(X|X \geq b), \forall a,b \in \mathbb{R}$ so that $a\geq b$ and $F_X(a-)<1$....
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4
votes
1
answer
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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-...
4
votes
1
answer
1k
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stochastic programming book recommendations
Hi: Can anyone recommend an introductory book on stochastic programming ? There are obviously so many books on Amazon but I can't tell easily which ones could be useful. It would be good if it had ...
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1
vote
1
answer
693
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Expected stock price range using implied volatility calculated by Black-Scholes
What's the correct way to calculate the expected stock price range using implied volatility, without the simplifying assumption that the stock price follows a normal distribution?
0
votes
1
answer
111
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book for (investment banking) market risk overview [duplicate]
what is a good intro book / course / source of knowledge on the topic of Market Risk for investment banking? I'm IT person cooperating with quants market risk team, and found myself either missing ...
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-1
votes
1
answer
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What book/resources would you recommend for beginners in IRD? [duplicate]
I recently graduated with a MS degree in Quantitative Finance and will presumably have some work to do with Interest Rate Derivatives (IRD) in the future. Since my experience lies more in the equity ...
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4
votes
0
answers
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Books on banking by Moorad Choudry
What do you think about books on banking written by Moorad Choudhry?
Someone recently recommended them to me as a good general introduction to modern banking, for example:
An Introduction to Banking:...
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2
votes
0
answers
94
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What are some good books to get started with option theory? [duplicate]
Recently graduated in econometrics but starting to realize my knowledge is limited. Any and all tips are welcome!
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2
votes
0
answers
138
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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 ...
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2
votes
0
answers
218
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Reading Recommendations - Quantitative Investment Strategies from a "genuine" quant viewpoint
I recently stumbled the lecture notes of Prof. Avellaneda on Quantitative Investment Strategies (near the bottom of this page).
The exposition is highly structured and rigorous, but I am missing in ...
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2
votes
0
answers
342
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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 ...
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1
vote
0
answers
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Resource recommendations: Levy process estimation using programming languages
Perhaps this type of question is not very suitable for this forum, but I'll try to make my question a little useful.
I'm studying stochastic processes, more precisely, Levy processes. A Levy process $...
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0
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0
answers
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Can someone please suggest good books for Rates Structuring? [duplicate]
I am interviewing for with a bank for their Rates Structurer. Can someone please suggest literature I can go through.
0
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0
answers
61
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Practical examples of pricing Mid-Curve Swaptions [duplicate]
Are there any books or papers that run through practical examples of Mid-Curve Swaption pricing, and their liquidity in the market? So I can match the theory to the practical. Thanks.
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0
votes
0
answers
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Option's Delta Investopedia Question
New to this. In this Investopedia article on Delta the following looks like a typo -
How Do Options Traders Use Delta?
Delta is used by options traders in several ways. First, it tells them their ...
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0
votes
0
answers
128
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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, ...
