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

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

  1. Andy Nguyen

    Andy Nguyen Member

    Agreed.
    I added the S/S-Plus books you suggested together with SAS

    I also removed the Python list. I don't think any of us will buy a Python book. It's too IT.

    We need more general, intro books, career guides.
     
  2. Yuriy

    Yuriy MFE Alum

  3. iosakwe

    iosakwe New Member

  4. Yuriy

    Yuriy MFE Alum

    Might be a good book to read. Here is a question for everybody. What do you think about books written by industry professionals (as opposed to people from academia)?
     
  5. iosakwe

    iosakwe New Member

    I think its all relative to what interests one has. Being a student of financial technology, I would certainly gravitate to literature that's written by industry professionals such as Alex Kuznetsov or Emanuel Derman solely because of their experience within the financial realm. Alex's purported reason for authoring this book is to provide practical finance/business awareness to new entrants in the industry, a common trait that most applicants in his opinion lacked, ( I will let you know how its once I am done reading it ).

    On the other hand, in my humble opinion, Academia published works I've read seemed to focus more on theory but suffered in practicality. Then again, I have probably only covered a fraction in comparison to folks on this forum, so i may be shooting in the dark. BUT that's my .02 cents
     
  6. Andy Nguyen

    Andy Nguyen Member

  7. Andy Nguyen

    Andy Nguyen Member

    This book seems to be a popular one now that everyone knows about Heard on the Street. I add this one to the first post in case you get ready for a job interview

    <iframe src="http://rcm.amazon.com/e/cm?t=quantfinaneng-20&o=1&p=8&l=as1&asins=0470058269&fc1=000000&IS2=1&lt1=_blank&lc1=0000FF&bc1=FFFFFF&bg1=F7F7F7&f=ifr" style="width:120px;height:240px;" scrolling="no" marginwidth="0" marginheight="0" frameborder="0"></iframe>​
     
  8. Andy Nguyen

    Andy Nguyen Member

  9. dstefan

    dstefan Baruch MFE Director
    • Adv C++ Level 1

    The GREAT news is that I expect to buy all the books listed here for the Baruch MFE Library. They should all be there by the end of October - I will need someone with a car to help me bring them in though :)

    Seriously.
     
  10. luso

    luso Member

    What a great news.
    Can't wait to see that happen.
    Thank you Dan.
     
  11. Daniel Duffy

    Daniel Duffy C++ author, trainer
      C++ Level 1

    Dan, i'll be happy to help
     
  12. Daniel Duffy

    Daniel Duffy C++ author, trainer
      C++ Level 1

    creditflux.


    Hi, Andy, I happen to have some printed copy of creditflux, do you want me to bring them to you at the seminar?
     
  13. Daniel Duffy

    Daniel Duffy C++ author, trainer
      C++ Level 1

    Added a new book to the list. A very light and enjoyable read.

    <center><iframe src="http://rcm.amazon.com/e/cm?t=quantfinaneng-20&o=1&p=8&l=as1&asins=0470050624&fc1=000000&IS2=1&lt1=_blank&lc1=0000FF&bc1=FFFFFF&bg1=F7F7F7&f=ifr" style="width:120px;height:240px;" scrolling="no" marginwidth="0" marginheight="0" frameborder="0"></iframe></center>
     
  14. Daniel Duffy

    Daniel Duffy C++ author, trainer
      C++ Level 1

    I assume you mean Timothy's talk this Friday. That would be tremendous. Thank you !
     
  15. dstefan

    dstefan Baruch MFE Director
    • Adv C++ Level 1

    We now have about 40 books in the library! Enjoy!
     
  16. Andy Nguyen

    Andy Nguyen Member

  17. Yuriy

    Yuriy MFE Alum

  18. Andy Nguyen

    Andy Nguyen Member

    Added Dominic Guide V2.0 and Fooled by Randomness to the list
     
  19. Andy Nguyen

    Andy Nguyen Member

    I got this book today and can't recommend this highly enough. It has lot of useful tips and I can use almost all of the tip/trick right away. Saves plenty of time if you work with Excel all day long.

    for $16, it's a bargain. I'm adding this and other SQL books to the master list.
    <iframe src="http://rcm.amazon.com/e/cm?t=quantfinaneng-20&o=1&p=8&l=as1&asins=0596528345&fc1=000000&IS2=1&lt1=_blank&lc1=0000FF&bc1=FFFFFF&bg1=F7F7F7&f=ifr" style="width: 120px; height: 240px;" marginwidth="0" marginheight="0" frameborder="0" scrolling="no"></iframe><iframe src="http://rcm.amazon.com/e/cm?t=quantfinaneng-20&o=1&p=8&l=as1&asins=0201615762&fc1=000000&IS2=1&lt1=_blank&lc1=0000FF&bc1=FFFFFF&bg1=F7F7F7&f=ifr" style="width:120px;height:240px;" scrolling="no" marginwidth="0" marginheight="0" frameborder="0"></iframe>