Questions tagged [books]
Most questions about books are off topic. Please see past questions and read the FAQ before posting with this tag.
2
votes
4answers
151 views
Basic book on stochastic calculus, Itô and jump processes and Brownian Motion
I was looking for a good book that explains at beginner-level the basic of stochastic calculus, probability and random variables, Itô and jump processes as well as Brownian Motion.
At university we ...
1
vote
2answers
135 views
Book recommendation on portfolio managment
I have a BSc degree in pure mathematics and i am graduate student in Operations research. I will have a course on "portfolio management". I am looking for some book/lecture notes/online course ...
1
vote
1answer
111 views
Free E-books for students on Volatility Models
Some e-books are free for students when they are on the university IP.
So can anyone provide a list of free e-books for students and free e-books in general about (stochastic) volatility modelling?
0
votes
2answers
81 views
Order books theoretical price
Suppose we have the following bid/ask spread for a particular stock:
What is the theoretical value of the stock?
Now suppose we have:
What is the theoretical value of the stock?
Now suppose a ...
6
votes
2answers
197 views
What are some good books to read to get an intuitive understanding of relevant financial topics?
Studying to become a quant involves lots of maths and lots of theoretical models. Sometimes I feel like I have zero intuition regarding the things I am studying and how/when/why they may be applied in ...
26
votes
3answers
6k views
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 ...
2
votes
0answers
47 views
What topics come after continuous finance a la Bjork?
Ok so I've understood stochastic calculus and continuous finance. Basically, all of Bjork's "Arbitrage Theory in Continuous Time".
What books/topics come next? I was thinking of taking a more ...
1
vote
2answers
138 views
Book recommendation for Prepayment model of Mortgage Backed Securities
Can you please suggest me some good reference for Prepayment model of Mortgage Backed Securities. I am looking for a basic book from more of mathematical point of view.
P.S.- I am new to finance.
2
votes
1answer
113 views
Interest rate risk. Books recommendation
Can anyone suggest me some good books for Interest Rate risk and Credit Spread, credit spread duration?
I am new to finance so a book focussed on basics will be more helpful.
Thanks
1
vote
3answers
243 views
Recommended readings for VaR
I am new to finance.I was trying to learn VaR.
Can someone please suggest me some good readings/book to know about VaR from the basics.
Thanks in advance.
1
vote
1answer
323 views
Books about Monte Carlo Simulation on derivatives with Python
I am looking for a good reference for Monte Carlo simulation applied to derivatives with Python. Most books I found until now deal with C++... I have found "Derivatives Analytics with Python" by Yves ...
1
vote
1answer
138 views
What are good risk management books or docs? [duplicate]
I have an unusual request/question. I was wondering if anyone here could recommend me some books about risk management and equity derivatives.
I am about to do an internship as a risk analyst on an ...
-3
votes
1answer
527 views
Which book would you recommend for beginners in Quantitative Finance? [closed]
I have a normal high school level of mathematics including some statistics and find the world of Quantitative Finance both alien and invigorating at the same time so, would like to learn more.
What ...
1
vote
1answer
358 views
Step by Step Guide to Learn Quantitative Finance [closed]
Can some one help in creating step by step guide to learn Quantitative Finance?
The suggestions should be in the lines of
1- Which Maths topics needs to be learn 1st
2- Which Maths Books or ...
7
votes
4answers
1k views
Self study references for a Mathematician
I just finished my undergraduate (BSc) degree in Pure Mathematics & Applied Mathematics. I am starting my postgraduate degree in Pure Mathematics in a month's time.
I am considering pursuing a ...
2
votes
3answers
293 views
What are the canonical books on optimization methods?
I am looking for some literature devoted to optimization methods in finance (portfolio optimization, asset pricing etc).
Could you please recommend some books (perhaps, essentially non elementary: I ...
11
votes
2answers
779 views
The greeks: where do they come from?
I’m studying the BSM model and having a look at the greeks. I was reading Derivatives, by Paul Wilmott, and he gives the closed form solutions without making the reader see where these solutions come ...
3
votes
0answers
67 views
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 ...
2
votes
2answers
1k views
Book recommendation for credit risk management for banking
What is a good beginner book on the topic of Credit Risk management for banking? I am a credit risk systems developer and most of my knowledge is in IT systems and programs that support the credit ...
4
votes
2answers
580 views
Book recommendation: math toolkit for quantitative finance and statistics
I am looking for a book which teaches mathematical topics which are relevant to master quantitative finance and statistics.
Please note, I do not mean a book which would explain how math is applied ...
2
votes
1answer
333 views
Book recommendation on robust optimization
I have a bachelors degree in economics and I took undergrad courses on mathematical optimization methods for economics and dynamic optimization in economics and econometrics. Now I'm taking an ...
1
vote
1answer
336 views
Information on books about mathematical finance
In the past at my school the subject of "Mathematics of Derivative securities" has been taught out of two books.
"Quantitative Finance" by T. Wake Epps and "Options, Futures and Other Derivatives" by ...
1
vote
2answers
126 views
Anybody knows the answer to this exercise found in PWIQF?
I got this question from the last exercise of chapter 2 from "paul wilmott introduces quantitative finance" book. Appreciate your help.
3
votes
1answer
2k views
Where can I find literature (books, articles, etc.) about basic HFT / arbitrage strategies? [closed]
I am not looking for your winning strategies. Just the basic stuff from where to start. Can anyone share their opinions about what should I read to hit the ground running?
3
votes
0answers
291 views
Reference for Algorithmic Trading [closed]
I have recently started to look up algorithmic trading but I am finding it hard to find references related to this field.I am math major with a sound knowledge in Statistics, various programming ...
6
votes
1answer
367 views
Background required for the book by Brigo and Mercurio
My aim is to be able to read and understand almost all of the book by Brigo and Mercurio including HJM, LMM and the Local Vol models. So that I am able to implement these models on my own. My ...
17
votes
6answers
8k views
Book on market microstructure
Can I get some recommendations for a book on market microstructure? I'm not looking for some author's questionable methods for trading, I'm just looking for a book that provides me with facts about ...
2
votes
1answer
626 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 ...
7
votes
2answers
2k 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 ...
5
votes
2answers
2k 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):
...
14
votes
1answer
1k 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 ...
39
votes
8answers
12k 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?
2
votes
1answer
316 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?
17
votes
7answers
3k 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 ...
6
votes
1answer
298 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 ...
21
votes
8answers
4k 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 & ...
