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Quant Job Interview Questions and Answers 1 review
Mark Joshi, Nick Denson, ...
CreateSpace, 2008
Great Practice
This is a great book if you need to prepare for quantitative interviews of any kind, and not just quantitative finance interviews. The book has a nice collection of logic and probability puzzles which get asked at a variety of interviews. Then there are lots of Black-Scholes, option pricing ...
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The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk) 18 reviews
Mark S. Joshi
Cambridge University Press, 2004
It's all about the mathematical finance!
+ A Unique Take on the Fundamentals - > Great Start and a Great Addition
+ A wonderful introductory book
+ A great text for an introduction to mathematical finance
+ Some comments regarding the review below
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Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability)20 reviews
Paul Glasserman
Springer, 2003
Very well written
+ Advanced analysis
+ Review for Monte Carlo Methods... by P. Glasserman
+ Best financial engineering book on MC
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C++ How to Program (5th Edition) (How to Program)31 reviews
Harvey & Paul) Deitel & Deitel
Prentice Hall, 2005
Deitle's How To Program C++
+ Great book!
+ Most reliable C++ book I have seen
This whole series is great for beginner to intermediate programmers. C++ is a great language to learn some of the more advanced concepts in programming anyway (though a tough one to start out on). I recommend Java to start with and then C++ for topics such as namespaces, pointer manipulation, ...
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Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)26 reviews
Steven E. Shreve
Springer, 2008
Pre-digested chicken soup for the "aspiring quant"
+ Good and rigourous intro to financial maths
+ excellent book on quantitative finance
+ The definitive word
+ Great, easy to understand introduction to mathematical finance
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Applied Linear Algebra and Matrix Analysis (Undergraduate Texts in Mathematics) 1 review
Thomas S. Shores
Springer, 2007
Stimulating introduction to Linear Algebra
This is a very well written book. The author brings the 'topic to life' by showing how the linear algebra can be used in an applied setting. Also the graphics enable the reader to understand the material from a geometric perspective, as opposed to merely looking at terse algebraic equations.
...
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Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond5 reviews
Riccardo Rebonato
Princeton University Press, 2002
rebonato does it again
+ this is not a book for beginner
+ why bother
+ Such pearls of wisdom
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Financial Calculus : An Introduction to Derivative Pricing31 reviews
Martin Baxter, Andrew Rennie
Cambridge University Press, 1996
One of the best written books on the foundational mathematics, weaker on implementation and applied techniques
+ Modern And Up-To-Date
+ Excellent introduction
+ Second edition please !!!
+ Stochastic Calculus
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A First Course in Differential Equations (Undergraduate Texts in Mathematics)
Springer, 2005
While the standard sophomore course on elementary differential equations is typically one semester in length, most of the texts currently being used for these courses have evolved into calculus-like presentations that include a large collection of methods and applications, packaged with state-of-the-art color graphics, student solution manuals, the latest fonts, marginal notes, and web-based ...
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Introduction to Real Analysis, 3rd Edition26 reviews
Robert G. Bartle, Donald R. Sherbert
Wiley, 1999
Its a Solid Introduction
+ Really hard, but Really good
+ One of the best books in the subject.
+ Decent Book
+ Great Book
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Complex Analysis (Springer Undergraduate Mathematics Series)
John M. Howie
Springer, 2007
Complex analysis is one of the most attractive of all the core topics in an undergraduate mathematics course. Its importance to applications means that it can be studied both from a very pure perspective and a very applied perspective. This book takes account of these varying needs and backgrounds and provides a self-study text for students in mathematics, science and engineering. Beginning with ...
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Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)6 reviews
Damiano Brigo, Fabio Mercurio
Springer, 2007
New stuff and nice overview: hard to beat!
+ Best book on interest rate models
+ The best book I have read on the subject
+ Nicely written overview of interest rate models
+ Well written and useful book
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C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk)10 reviews
M. S. Joshi
Cambridge University Press, 2008
An excellent short course in OOP
+ A must-buy for learning how to implement financial applications in C++ in an OO way
+ Nice Concise Book
+ A great book
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Interest Rate Models: An Introduction3 reviews
Andrew J. G. Cairns
Princeton University Press, 2004
An excellent book!!!
+ Good intro on short-rate models and forward/LIBOR-rate models
+ very nice and clear, but no solutions to exercises
This book provides an excellent reference and point of view of old and new topics in the interest rate modelling field. From short rate models, HJM model, multifactor models, positive interest models and market models, it gives you a very well explanation all without forget the calibration of ...
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Probability with Martingales (Cambridge mathematical textbooks)15 reviews
David Williams
Cambridge University Press, 1991
excellent probability text
+ Interesting book, but needs complementary material
+ A Pedagogical Masterpiece
+ A nice treatment of Discreet Time Martingales
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The Volatility Surface: A Practitioner's Guide (Wiley Finance)8 reviews
Jim Gatheral
Wiley, 2006
thank you Jim Gatheral, excellent job, very helpful and well worth the money
+ Traders Enlightment
+ Simply the best!
+ a MUST read!
+ Applying models to the real world
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Applied Linear Algebra and Matrix Analysis (Undergraduate Texts in Mathematics)1 review
Thomas S. Shores
Springer, 2007
Stimulating introduction to Linear Algebra
This is a very well written book. The author brings the 'topic to life' by showing how the linear algebra can be used in an applied setting. Also the graphics enable the reader to understand the material from a geometric perspective, as opposed to merely looking at terse algebraic equations.
...
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A First Course in Differential Equations (Undergraduate Texts in Mathematics)
Springer, 2005
While the standard sophomore course on elementary differential equations is typically one semester in length, most of the texts currently being used for these courses have evolved into calculus-like presentations that include a large collection of methods and applications, packaged with state-of-the-art color graphics, student solution manuals, the latest fonts, marginal notes, and web-based ...
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The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk)18 reviews
Mark S. Joshi
Cambridge University Press, 2004
It's all about the mathematical finance!
+ A Unique Take on the Fundamentals - > Great Start and a Great Addition
+ A wonderful introductory book
+ A great text for an introduction to mathematical finance
+ Some comments regarding the review below
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Introduction to Real Analysis, 3rd Edition26 reviews
Robert G. Bartle, Donald R. Sherbert
Wiley, 1999
Its a Solid Introduction
+ Really hard, but Really good
+ One of the best books in the subject.
+ Decent Book
+ Great Book
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