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Random Walks and Random Environments: Volume 1: Random Walks 1 review
Barry D. Hughes
Oxford University Press, USA, 1995
excellent overview
This is a great, concise introduction to random walks. Nothing is spared in terms of full mathematical development, making this book an excellent reference text in this field.
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Applied Computational Economics and Finance 6 reviews
Mario J. Miranda, Paul L. Fackler
The MIT Press, 2002
Excellent for economists and financial analysts
+ Excellent introduction to computational economics
+ Applied Computation Economics and Finance
+ Good but ...
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Asset Pricing: (Revised) 31 reviews
John H. Cochrane
Princeton University Press, 2005
Amazingly intuitive approach to write a text book
+ Excellent for Economists
+ The best
+ Very good
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Stochastic Calculus: Applications in Science and Engineering1 review
Mircea Grigoriu
Birkhäuser Boston, 2002
Very dense. Proof-oriented. Excellent use of measure theory.
This book is a lot denser than the pretty picture on the cover and the presence of occasional graphs would lead you to expect. It's like 2-3 difficult graduate courses and a bunch of more advanced material for reference all crammed into one place.
The exercises are mostly proof-oriented and ...
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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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Principles of Corporate Finance + Student CD + Ethics in Finance PowerWeb + Standard and Poor's ... 18 reviews
Richard A Brealey, Stewart C Myers, ...
McGraw-Hill/Irwin, 2005
The seller not yet delivered this book
The seller did not deliver the book even though he charged my Credit card a week ago. Sent mails to Amazon and seller and there is no response. Will not buy in future witht the seller as he did not replying my mails.
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Risk and Asset Allocation (Springer Finance)1 review
Attilio Meucci
Springer, 2008
Not for the faint-hearted
A great book if you have a strong mathematical background. But the question of asset allocation is bedevilled by mathematics which is too strong to support the weak data supplied by the markets in which we invest.
Unless this weak data is properly integrated into the asset allocation process, ...
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The Paradox of Asset Pricing (Frontiers of Economic Research)1 review
Peter Bossaerts
Princeton University Press, 2002
Serious Finance
This book and John Cochrane's "asset pricing" complement each other very well. Bossaerts discuss extremely important and overlooked issues in asset pricing theory and empirics in a very compelling way.
As a practitioner with an advanced degree, i found it a valuable read, and recomend "the ...
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Investments35 reviews
Zvi Bodie, Alex Kane, ...
McGraw-Hill/Irwin, 2004
Resourceful: Do You Like Intellectual Pain?
+ Highly recommended textbook
This is the tome used in top MBA programs across the US.
It's comprehensive and filled with "extras" like website recs and sample CFA questons.
Everything you need to know is here.
2 thumbs up.
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Judgment under Uncertainty: Heuristics and Biases5 reviews
Cambridge University Press, 1982
This is the best book I've ever seen about probability.
+ heuristics!
+ Our biases over-ride our rational appraisal. An important volume from Kahneman and Tversky.
+ Prospect theory is a subset of Keynes's theory of probability
+ my humble opinion
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Choices, Values, and Frames13 reviews
Cambridge University Press, 2000
A relatively new but useful paradigm for risk management
+ Shipped Quickly. Book was like new. Great seller.
+ If you can digest it, this book is like a vaccine against flawed thinking...
+ Risk decisions finally explained
+ Kahneman & Tversky and some excellent company explain why we're not so 'rational' as we think.
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Online Investing Hacks: 100 Industrial-Strength Tips & Tools (Hacks)9 reviews
Bonnie Biafore
O'Reilly Media, Inc., 2004
This book can pay for itself very quickly...
+ good information sources
+ Good book, useful tools, beginner thru expert
+ Excellent Reference/Resource
+ Excellent resource for all investors
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Inefficient Markets: An Introduction to Behavioral Finance (Clarendon Lectures in Economics)10 reviews
Andrei Shleifer
Oxford University Press, USA, 2000
Arguments Against the Efficient Market Hypothesis
+ Best introductory book on behavioral finance
+ A good intro to Behavioral Finance
Inefficient Markets by Harvard economist Andrei Shleifer provides a strong argument against the Efficient Market Hypothesis (EMH) in its various forms and an introduction to Behavioral Finance. Shleifer's main points are summarized below.
1. The EMH comes in three forms. The Weak Form states ...
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When Genius Failed: The Rise and Fall of Long-Term Capital Management209 reviews
Roger Lowenstein
Random House Trade Paperbacks, 2001
When Genius Failed: The Rise and Fall of Long-Term Capital Management
+ Fun for everyone...
+ A must read for all market participants
+ Brilliant
+ One of the best books I've read
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An Elementary Introduction to Mathematical Finance: Options and other Topics7 reviews
Sheldon M. Ross
Cambridge University Press, 2002
Its easy to read!
+ financial engineering
This is a pretty good book for whom doesn't have strong background in financial engeering. It begins from probability and I think this is a very good point to start. On the other hand, you also can know the where the formula comes from because the author use a small space to explain it. It is ...
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Mathematical Statistics and Data Analysis (Statistics) 38 reviews
John A. Rice
Duxbury Press, 1994
excellent book!
This book is truly excellent. Don't believe the bad reviews. This book provides, by far, the fastest way to obtain a solid foundation in elementary statistics. It is well-written and very clear. It is written for those who need to know enough about statistics to be able to use it for simple data ...
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Principles of Mathematical Analysis, Third Edition91 reviews
Walter Rudin
McGraw-Hill Science/Engineering/Math, 1976
HOLY CRAP
+ Great, but not for self-study
+ A Great Analysis Book of Rigor
+ Fundamental
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The Elements of Statistical Learning27 reviews
T. Hastie, R. Tibshirani, ...
Springer, 2003
data mining from the viewpoint of statisticians
+ Good Book!
+ Excellent technical and conceptual overview
+ elements of statistical learning
+ Great statistics book.
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An Introduction to Optimization, 2nd Edition6 reviews
Edwin K. P. Chong, Stanislaw H. Zak
Wiley-Interscience, 2001
took the class, liked the book
Drs. Chong and Zak are Professors of Electrical Engineering at Purdue, and Dr. Chong was the instructor for the ECE grad level optimization class when I took it spring '97. The book alone is good, detailed and rigorous enough for a graduate course without sacrificing readability or in-chapter ...
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Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management8 reviews
Jean-Philippe Bouchaud, Marc Potters
Cambridge University Press, 2004
Reply to the previous reviewer
+ Longs and Shorts of the Theory of Financial Risk
Unfortunately, but not surprisingly, the previous reviewer prefered to remain anonymous. Otherwise, we would happily have argued with him privately. But his review contains so many erroneous and obnoxious statements that we feel we have to reply publicly, at least on the most important points. a) ...
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