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

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

  1. tikam

    tikam New Member


    As always it depends on what you are looking for...

    I have bought this book one year ago.

    The audience aimed by this book, is people with no previous knowlege of C#.
    If you are already a guru, you may loose your time/money.

    But if you have no previous knowledge of c# the book is well structured -a lot of coding are available on line which keeps the book short, around 160p-


    Tikam
     
  2. alain

    alain Older and Wiser

    Andy,

    I'm reading this book now.

    <iframe src="http://rcm.amazon.com/e/cm?t=quantfinaneng-20&o=1&p=8&l=as1&asins=0471369462&fc1=000000&IS2=1&lt1=_blank&lc1=0000FF&bc1=FFFFFF&bg1=F7F7F7&f=ifr" style="width: 120px; height: 240px;" marginwidth="0" marginheight="0" scrolling="no" frameborder="0"></iframe>

    you should add it to the list.
     
  3. alain

    alain Older and Wiser

  4. Shlomi

    Shlomi SuperDerivatives

  5. Andy Nguyen

    Andy Nguyen Member

    Thanks, I added it under the General section on the first post of this thread.
    A good, inexpensive book is always welcome.
     
  6. bigbadwolf

    bigbadwolf Well-Known Member

  7. alain

    alain Older and Wiser

  8. Bastian Gross

    Bastian Gross German Mathquant

    Robust Static Super-Replication of Barrier Options (J. Maruhn)

    This is an outstanding new book about barrier options by J. Maruhn. Very recommend to read!

    <iframe src="http://rcm.amazon.com/e/cm?t=quantfinaneng-20&o=1&p=8&l=as1&asins=3110204681&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>
     
  9. atreides

    atreides Graduate Student

    Wondering if anyone has read this book yet

    <iframe src="http://rcm.amazon.com/e/cm?t=quantfinaneng-20&o=1&p=8&l=as1&asins=0470432063&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>
     
  10. I read it.

    good intro. High level.

     
  11. Andy Nguyen

    Andy Nguyen Member

    The second version of this book is coming out soon. By Wilmott, this book includes the popular Dominic Guide

    <iframe src="http://rcm.amazon.com/e/cm?t=quantfinaneng-20&o=1&p=8&l=as1&asins=0470748753&fc1=000000&IS2=1&lt1=_blank&m=amazon&lc1=0000FF&bc1=FFFFFF&bg1=F7F7F7&f=ifr" style="width:120px;height:240px;" scrolling="no" marginwidth="0" marginheight="0" frameborder="0"></iframe>
     
  12. GeorgeE

    GeorgeE New Member

    has anyone seen this website?? there's a massive list of quant finance textbooks

    http://finmath.com/
     
  13. Andy Nguyen

    Andy Nguyen Member

    I've seen it countless times and each time, it gets more disorganized. It reminds the internet in its early days where someone tried to make his homepage for the first time.
     
  14. Andy Nguyen

    Andy Nguyen Member

  15. Mr Doe

    Mr Doe Member

  16. victormora

    victormora New Member

    link #3 under free guides is not working
     
  17. Andy Nguyen

    Andy Nguyen Member

  18. Daniel Duffy

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

    I'm working on a way to move this list over to our wiki so people can edit/add books. That would improve the quantity and quality of our reading list significantly.