# General Finance Textbooks
 - _Options, Futures and Other Derivatives_, John Hull
 - _The Concepts and Practice of Mathematical Finance_, Mark Joshi
 - _Paul Wilmott on Quantitative Finance_, Paul Wilmott



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# Asset Pricing

 - _Asset Pricing (Revised Edition)_, Cochrane, John H. Princeton University Press, 2009.
 - _Financial Decisions and Markets: A Course in Asset Pricing_, Campbell, John Y. Princeton University Press, 2017.
 - _Asset pricing and portfolio choice theory_, Back, Kerry. Oxford University Press, 2010.
 - _Damodaran on Valuation_, Damodaran, Aswath, Wiley Finance, 2006

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# Asset Allocation
- _Introduction to Risk Parity and Budgeting_, Roncalli, Thierry, 2013
- _Asset Management: A Systematic Approach to Factor Investing_, Ang, Andrew, Financial Management Association, 2014
- _Expected Returns: An Investor's Guide to Harvesting Market Rewards_, Illmanen, Anti, The Wiley Finance Series, 2011



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# Option Pricing Theory and Stochastic Calculus
 - _Financial Calculus: An Introduction to Derivative Pricing_, Martin Baxter and Andrew Rennie
 - _Arbitrage Theory in Continuous Time_, Tomas Björk
 - _Stochastic Calculus for Finance I: The Binomial Asset Pricing Model_, Steven Shreve
 - _Stochastic Calculus for Finance II: Continuous-Time Models_, Steven Shreve
 - _Martingale Methods in Financial Modelling_, Marek Musiela and Marek Rutkowski
 - _Mathematical Methods for Financial Markets_, Monique Jeanblanc, Marc Yor, and Marc Chesney
 - _Financial Modelling With Jump Processes_, Rama Cont and Peter Tankov

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# Asset Classes

**Equity Derivatives:**

 - _Equity derivatives_, Marcus Overhaus et al.
 - _Equity Hybrid Derivatives_, Marcus Overhaus et al.
 - _The Volatility Surface_, Jim Gatheral
 - _Stochastic Volatility Modeling_, Lorenzo Bergomi
 - _Dynamic Hedging: Managing Vanilla and Exotic Options_, Nassim Nicholas Taleb
 - _Option Volatility & Pricing_, Sheldon Natenberg
 - _Option Valuation Under Stochastic Volatility: With Mathematica Code_, Alan L. Lewis

**FX Derivatives:**

 - _Foreign Exchange Option Pricing_, Iain J. Clark
 - _FX Options and Smile Risk_, Antonio Castagna
 - _FX Options and Structured Products_, Uwe Wystup

**Commodity Derivatives:**

 - _Commodity Option Pricing_, Iain J. Clark
 - _Commodities and Commodity Derivatives_, Helyette Geman
 - _Energy and Power Risk Management: New Developments in Modeling, Pricing, and Hedging_, Alexander Eydeland, Krzysztof Wolyniec

**Interest Rate Derivatives:**

 - _Interest Rate Option Models_, Rebonato
 - _Interest Rate Models – Theory and Practice (with Smile, Inflation and Credit)_, Damiano Brigo and Fabio Mercurio
 - _Interest Rate Modeling I, II & III_, Leif B. G. Andersen and Vladimir V. Piterbarg
 - _Pricing and Trading Interest Rate Derivatives_, J H M Darbyshire

**Inflation Derivatives:**

- _Interest Rate Models – Theory and Practice (with Smile, Inflation and Credit)_, Damiano Brigo and Fabio Mercurio

**Credit Derivatives:**

 - _Credit Risk - Modeling, Valuation & Hedging_, Tomasz R. Bielecki and Marek Rutkowski
 - _Modelling Single-name and Multi-name Credit Derivatives_, Dominic O’Kane
 - _Interest Rate Models – Theory and Practice (with Smile, Inflation and Credit)_, Damiano Brigo and Fabio Mercurio

**XVA:**

 - _XVA: Credit, Funding and Capital Valuation Adjustments_, Andrew Green
 - _Counterparty Credit Risk, Collateral and Funding_, Damiano Brigo, Massimo Morini, and Andrea Pallavicini


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# Quantitative Risk Management
 - _Quantitative Risk Management: Concepts, Techniques and Tools_, Alexander J. McNeil, Rudiger Frey, and Paul Embrechts


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# Mathematics

**Probability and Stochastic Processes:**

 - _Probability_, A.N. Shiryaev
 - _Probability_, Leo Breiman
 - _Stochastic Calculus and Applications_, Samuel N. Cohen and Robert J. Elliott
 - _Stochastic Differential Equations_, Bernt Oksendal
 - _Diffusions Markov Processes and Martingales_, L. C. G. Roger and D. Williams

**Statistics:** 

 - _Statistical Inference_, George Casella and Roger Berger
 - _Theoretical Statistics - Topics for a Core Course_, Robert W. Keener
 - _Time Series Analysis_, James Hamilton
 - _The econometrics of financial markets_, Campbell, John Y., Andrew Wen-Chuan Lo, and Archie Craig MacKinlay. Vol. 2. Princeton, NJ: Princeton University Press, 1997.
 - _The Elements of Statistical Learning_, Hastie, Tibshirani and Friedman

 - _Handbook of Markov Chain Monte Carlo_, Brooks, Steve, Gelman, Andrew, Jones, Galin , and Meng, Xiao-Li. 

**Machine Learning**:

 - _Machine Learning: A Probabilistic Perspective_, Kevin P Murphy

 - _Pattern Recognition and Machine Learning_, Christopher Bishop

 - _Reinforcement Learning: An introduction_, Richard S. Sutton and Andrew G. Barto

 - _Advances in Financial Machine Learning_, Marcos Lopez de Prado

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# Programming
 - _C++ Design Patterns and Derivatives Pricing_, Mark Joshi
 - _Python for Data Analysis_, Wes McKinney
 - _Applied Computational Economics and Finance_, Mario J. Miranda and Paul L. Fackler
 - _Modern Computational Finance_, Antoine Savine 

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# Interviews
 - _Quant Job Interview Questions and Answers_, Mark Joshi
 - _Heard on the Street: Quantitative Questions from Wall Street Job Interviews_,  Timothy Crack 
 - _150 Most Frequently Asked Questions on Quant Interviews_, Dan Stefanica, Radoš Radoičić, and Tai-ho Wang

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# Being a Quant
 - _My Life as a Quant: Reflections on Physics and Finance_, Emanuel Derman
 - _The Quants: How a New Breed of Math Whizzes Conquered Wall Street and Nearly Destroyed It_, Scott Patterson
 - _A Man for All Markets: From Las Vegas to Wall Street, How I Beat the Dealer and the Market_, Edward Thorpe
 - _The Man Who Solved the Market: How Jim Simons Launched the Quant Revolution_, Gregory Zuckerman


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# Cultural Classics
 - _Reminiscences of a Stock Operator_, Jesse Livermore
 - _Liar’s Poker_, Michael Lewis
 - _Against the Gods_, Peter Bernstein