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QuantNet Best-selling Quant Books of 2016

Discussion in 'Books' started by Andy Nguyen, 2/3/17.

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  1. Andy Nguyen

    Andy Nguyen Member

    QuantNet has been compiling the annual list of best-selling quant books our members purchase every year since 2010 (see the best-selling book lists of 2015, 2014, 2013, 2012, 2011, 2010). The following list is 20 best-selling quant books of 2016 (both hard-copy and ebooks), compiled from aggregate, anonymously collected data, provided by Amazon with QuantNet tags.

    quantbooks.jpg
    1. 150 Most Frequently Asked Questions on Quant Interviews - Dan Stefanica, Rados Radoicic, Tai-Ho Wang
    2. A Primer For The Mathematics Of Financial Engineering, Second Edition - Dan Stefanica
    3. Fifty Challenging Problems in Probability with Solutions - Frederick Mosteller
    4. A Practical Guide To Quantitative Finance Interviews - Xinfeng Zhou
    5. How I Became a Quant: Insights from 25 of Wall Street's Elite - Richard R. Lindsey, Barry Schachter
    6. Solutions Manual - A Primer For The Mathematics Of Financial Engineering, Second Edition - Dan Stefanica
    7. The Complete Guide to Capital Markets for Quantitative Professionals - Alex Kuznetsov
    8. A Linear Algebra Primer for Financial Engineering: Covariance Matrices, Eigenvectors, OLS, and more - Dan Stefanica
    9. Quant Job Interview Questions and Answers (Second edition) - Mark Joshi
    10. My Life as a Quant: Reflections on Physics and Finance - Emanuel Derman
    11. C++ Primer Plus (6th Edition) (Developer's Library) - Stephen Prata
    12. When Genius Failed: The Rise and Fall of Long-Term Capital Management - Roger Lowenstein
    13. Elementary Stochastic Calculus With Finance in View - Thomas Mikosch
    14. Cracking the Coding Interview, 6th Edition: 189 Programming Questions and Solutions - Gayle Laakmann McDowell
    15. Frequently Asked Questions in Quantitative Finance - Paul Wilmott
    16. Principles of Financial Engineering, Second Edition - Salih Neftci
    17. Solutions Manual - A Linear Algebra Primer for Financial Engineering - Dan Stefanica
    18. Stochastic Calculus for Finance I: The Binomial Asset Pricing Model - Steven Shreve
    19. Heard on the Street: Quantitative Questions from Wall Street Job Interviews - Timothy Crack
    20. Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance) - Steven Shreve
     
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  2. Derrick Mo

    Derrick Mo New Member

    Like to purchase some books from this list for this year's Christmas read. I would like to start with A Primer For The Mathematics Of Financial Engineering by Dan Stefanica and I noticed the first version was published in 2011. I am wondering whether Professor Stefanica has any plan to introduce third edition in the near future? Any suggestions for the reading order?
     
  3. dstefan

    dstefan Baruch MFE Director

    Derrick - there are no plans on a third edition for the next three years. Work is being done on interview questions books on probability and stochastic calculus and on brainteasers, to appear in the next two years.

    As for the reading order, and only referring to the books I authored, I would suggest reading

    A Primer For The Mathematics Of Financial Engineering + Solutions Manual

    followed by

    A Linear Algebra Primer for Financial Engineering + Solutions Manua

    All interview questions books, including 150 Most Frequently Asked Questions on Quant Interviews can be browsed in parallel with reading the books above.

    Good luck!
     
  4. Derrick Mo

    Derrick Mo New Member

    Thanks for the prompt reply. This is exactly what I am looking for. I will definitely follow the suggested order and I forward to read these two books. Wish you and your family has a wonderful holiday season.
     
  5. Convoxity

    Convoxity Member

    Update this book list?
     
    Andy Nguyen likes this.
  6. Andy Nguyen

    Andy Nguyen Member

    Will do soon.
     
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  7. Convoxity

    Convoxity Member

    Great! Looking forward to it :)... thanks, Andy.