Questions tagged [big-list]
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Hybrid Derivatives Modelling
Could you please recommend any good books and papers that thoroughly describe the pricing and modelling of Hybrid derivatives? I.e. this question is a "big list" question, the more the ...
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Good Quant-Finance Interview Questions
I know there's the book by the late Mark Joshi and there is a lot of content on the internet. I thought it could be beneficial to additionally start a thread here where we could all share the most ...
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List: Behavioural characteristics of key Ito processes used in finance
My hope from this question is to become a repository of the behavioural characteristics, use-cases and interesting features of the key Ito processes used in quantitative finance - examples being GBM, ...
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Reading List (Advanced Alpha Design)
I am busy working on a getting started guide for advanced quantitative finance (for alpha design) and have been searching for the seminal books/literature for the field.
So far I have the following ...
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List of interesting Quantitative Finance podcasts
Which podcasts are interesting to listen to for quants?
If you recommend one, why?
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What are the quantitative finance books that we should all have in our shelves?
Which books/papers should we all have in our shelves?
There are a couple that I use regularly such as:
An Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation
Asset ...
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What are your list of concept or model in standard textbooks that are always reliable to used in working?
What are your list of concept or model in standard textbooks that are always reliable to used in working?
As opposed back to this: What concepts are the most dangerous ones in quantitative finance ...
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What quantitative strategies were successful through the 2008 crisis?
Obviously, strategies like "short everything" did well during this period, but getting the future right is one thing and having a robust strategy is another.
In particular, many quantitative ...
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Most successful investors using academic-based framework?
What are the most famous/best performing absolute-return funds employing approaches based on mainstream finance theory (i.e., theory presented in Journal of Finance, AER, Econometrica, using typically ...
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Video lectures and presentations on quantitative finance
What are your favourite video lectures, presentations and talks available online?
A few rules:
Must be related to quantitative finance. No Economics 101 courses, please.
Try to avoid DIY lectures ...
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What blogs or articles online should I read to get started with quantitative finance?
I want to start learning quantitative finance, what articles or blogs should I look at to start?
Also see the Related Question on Quantitative Finance Books
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What are some good technical and non-technical books for a math lover to get in to quantitative analysis?
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 & ...