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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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:...
Alex C's user avatar
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3 votes
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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 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 ...
Maeu's user avatar
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1 vote
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Books on Finite Differences by Duffy

There is a well-known book from 2006 by Daniel Duffy, which is Finite Difference Methods in Financial Engineering: A Partial Differential Equation Approach. You may find it here on Wiley's: https://...
KT8's user avatar
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1 vote
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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 ...
Matteo Campagnoli's user avatar
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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 ...
Paulo Rocha's user avatar
1 vote
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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, ...
Hugh N.'s user avatar
  • 11
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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 ...
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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 ...
antonio's user avatar
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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 ...
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