Questions tagged [books]

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

Filter by
Sorted by
Tagged with
93 votes
4 answers
78k 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 ...
26 votes
8 answers
6k views

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 & ...
45 votes
8 answers
16k 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?
28 votes
7 answers
16k 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 ...
Cory Walker's user avatar
20 votes
7 answers
7k 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 ...
Bick's user avatar
  • 613
4 votes
1 answer
2k views

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-...
TryingHardToBecomeAGoodPrSlvr's user avatar
14 votes
2 answers
970 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 ...
james42's user avatar
  • 676
2 votes
1 answer
336 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?
notorckstar's user avatar