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Master reading list for Quants, MFE (Financial Engineering) students

Discussion in 'Books' started by Andy Nguyen, 7/1/07.

  1. vixiyu

    vixiyu Member
      C++ Certified

  2. Andy Nguyen

    Andy Nguyen Member

    That book is very old and many MBA students use it. There are more current books on that list by Wilmott, Joshi, Stefanica, etc that are more technical and useful for MFE audience.
     
  3. vixiyu

    vixiyu Member
      C++ Certified

    Thanks! I am glad that I asked :)
     
  4. Ma Chi

    Ma Chi New Member

    Andy, Is there any Books recommended in R?
     
  5. Andy Nguyen

    Andy Nguyen Member

    @alain may know
     
  6. Polter

    Polter Active Member

    Andy Nguyen likes this.
  7. Ma Chi

    Ma Chi New Member

  8. vixiyu

    vixiyu Member
      C++ Certified

    Hi, as I am reading through a MFE interview book, I become more nad more aware of my lack of knowledge in derivatives and pricing. Among all of these books listed that are related to derivatives, which one do you think will be a good start for me? Thanks so much.
     
  9. Manish Gupta

    Manish Gupta New Member

    Can anyone provide guidance on when to expect results from Courant. I applied for MS in Math Fin part time. Classes start on 2nd sep..
     
  10. Sahil Puri

    Sahil Puri New Member

    @Andy Nguyen , @bigbadwolf - Sorry if I'm asking a repeated question but, What books would you recommend for PDEs ? I saw books on FDM, are those good enough for pre-MFE ?
     
  11. miigaa

    miigaa New Member

    I'm complete beginner in programming. What books/sources should I start to learn C++ for preparing MSFE study?
     
    Pavankumar Surpaneni likes this.
  12. mjolewis

    mjolewis Member

    When you say the books are listed in order of difficulty, do you mean easiest to hardest or hardest to easiest? Also, do you know of any good books to read for FX trading?