Questions tagged [books]

Most questions about books are off topic. Please see past questions and read the FAQ before posting with this tag.

33
votes
4answers
10k 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 ...
42
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?
22
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 & ...
18
votes
7answers
4k 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 ...
18
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 ...
11
votes
2answers
789 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 ...
2
votes
1answer
318 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?