Questions tagged [books]

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

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4 votes
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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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3 votes
0 answers
210 views

What are good resources on Operating Systems and Networking as they relate to high frequency trading?

I am submitting applications to entry level Quantitative Developer positions. I come from the mathematical finance side but can code in C++ with simple concurrency. Many of the job postings I see ...
3 votes
0 answers
94 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
0 answers
159 views

How to find interesting open math problems in quantitative finance that I could publish articles about?

Which books on financial mathematics would you recommend for people with good background in probability, statistics and stochastic processes but without any background in financial mathematics? The ...
2 votes
0 answers
82 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 ...
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1 vote
0 answers
179 views

Quantum Field Theory for Economics and Finance

Amazon suggested me this book with a very catchy title, especially to the ones, like me, who have a background in physics. Do you think it's worth reading? I haven't found any reviews yet, which makes ...
1 vote
0 answers
45 views

Best bibliography on the classic Merton portfolio problem

I am writing a small section on my thesis about the classic Merton portfolio problem. I was wondering what are the best books on the subject. I am looking for something from the beginner to the ...
1 vote
0 answers
163 views

What should I learn/know before reading Investments by Bodie Kane Marcus?

I hope this is the appropriate place to post this. If not, I would really appreciate if someone could redirect me to the right site. I've been seeing a lot of recommendations for the book, ...
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0 votes
0 answers
175 views

Writing an HFT (and not only HFT) options trading book

After finishing my PhD I came to work at one of the top market-maker in options world wide. Reason is: my master program was a lot of options pricing, but zero info on options trading, and I wondered ...
0 votes
0 answers
45 views

Fama Foundations of Finance today

Which could be a recent equivalent of Fama's book Foundations of Finance? By "equivalent" I mean a book which is rigorous, but without being a book on stochastic calculus; which is focused on stock ...
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56 views

What is a good follow up book to Anatoly Schmidt's "Quantitative Finance for Physicists: An Introduction"?

Title pretty much says all. I read the titular book, and found it lacking. I think it is nothing more than the notes that Schmidt took while learning the subject. Is there a list of follow up books ...