Quantitative Finance


The Man Who Solved the Market: How Jim Simons Launched the Quant Revolution
Advances in Financial Machine Learning
Options, Futures and Other Derivatives
Stochastic Calculus Models for Finance II: Continuous Time Models (Springer Finance)
A Man for All Markets: From Las Vegas to Wall Street, How I Beat the Dealer and the Market
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)
My Life as a Quant: Reflections on Physics and Finance
Analysis of Financial Time Series (Wiley Series in Probability and Statistics)
Python for Finance: Analyze Big Financial Data
Algorithmic Trading: Winning Strategies and Their Rationale
Quantitative Trading: How to Build Your Own Algorithmic Trading Business
Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk (McGraw-Hill Library of Investment & Finance)
The Quants: How a New Breed of Math Whizzes Conquered Wall Street and Nearly Destroyed It
Introduction to Quantitative Finance: A Math Tool Kit (Mit Press)
Monte Carlo Methods in Finance
Reflections on Careers in Quantitative Finance Carnegie Mellon’s Steve Shreve is out with an interesting post on careers in quantitative finance, with his commentary on the changing landscape in quantitative research and the implications for financial education.
Paul Ellis

QUANTITATIVE RESEARCH AND TRADING - The latest theories, models and investment strategies in quantitative research and high frequency trading
Jonathan Kinlay

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Quant Finance A place for readers and authors of books and articles about mathematical and computational finan…more
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