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- 2/7/08
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Hi Andy.
it is me again,
I have just ordered books
1. Principles of Financial Engineering, Second Edition (Academic Press Advanced Finance)
Neftci
2. Frequently Asked Questions in Quantitative Finance by Paul Wilmott
3. My Life as a Quant: Reflections on Physics and Finance by Emanuel Derman
Be careful in the buying of books. I have the three above but I wouldn't recommend them as a priority. Frankly at this stage I wouldn't buy any books but just concentrate on general mathematics -- calculus, linear algebra, probability, differential equations. When the time comes to study quant finance, you will find the literature has been added to, with better expositions or updated editions. Otherwise you can easily spend thousands of dollars on books that you later find you don't really need and won't use.