Master reading list for Quants, MFE (Financial Engineering) students

[tikam]

Does anyone know whether "Applied C# in Financial Markets" by Martin Worner is worth reading?

I couldn't find much info on the book, in terms of reviews and such - I suppose that's one indication.

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As always it depends on what you are looking for...

I have bought this book one year ago.

The audience aimed by this book, is people with no previous knowlege of C#.
If you are already a guru, you may loose your time/money.

But if you have no previous knowledge of c# the book is well structured -a lot of coding are available on line which keeps the book short, around 160p-


Tikam

 

[alain]

Andy,

I'm reading this book now.

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you should add it to the list.

 

[Andy Nguyen]

Added to the general books section. Looks like a fun book.

 

[alain]

Yes. You can get a glimpse here.

http://nerdsonwallstreet.com/

 

[Shlomi]

Someone recommended me this book, just started and it looks promising

Amazon.com: How to Solve It: A New Aspect of Mathematical Method (Princeton Science Library): G. Polya: Books

 

[Andy Nguyen]

Thanks, I added it under the General section on the first post of this thread.
A good, inexpensive book is always welcome.

 

[bigbadwolf]

Someone recommended me this book, just started and it looks promising

Amazon.com: How to Solve It: A New Aspect of Mathematical Method (Princeton Science Library): G. Polya: Books

It's a one-volume abridgement of Polya's two-volume book, "Mathematics and Plausible Reasoning." It's not that great and maybe best for high-school libraries. Maybe the best thing by Polya (and Szego) is the two-volume "Problems and Theorems in Analysis."

 

[alain]

I agree with the BBW. I have that book and I didn't like it as much as this one

http://www.amazon.com/gp/product/35...&pf_rd_t=101&pf_rd_p=470938631&pf_rd_i=507846

 

[Bastian Gross]

Robust Static Super-Replication of Barrier Options (J. Maruhn)

This is an outstanding new book about barrier options by J. Maruhn. Very recommend to read!

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[atreides]

Wondering if anyone has read this book yet

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[Alejandro Canete]

I read it.

good intro. High level.

Wondering if anyone has read this book yet

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[Andy Nguyen]

The second version of this book is coming out soon. By Wilmott, this book includes the popular Dominic Guide

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[GeorgeE]

has anyone seen this website?? there's a massive list of quant finance textbooks

http://finmath.com/

 

[Andy Nguyen]

I've seen it countless times and each time, it gets more disorganized. It reminds the internet in its early days where someone tried to make his homepage for the first time.

 

[Andy Nguyen]

A great tip, courtesy of Mr Doe

A great book: Elements of Statistical Learning (2 edition), by Trevor Hastie, Robert Tibshirani, Jerome Friedman; is available for free download at: http://www-stat.stanford.edu/~tibs/ElemStatLearn/

 

[Mr Doe]

The following great book is also available for free download: Information Theory, Inference and Learning Algorithms, by David MacKay; at http://www.inference.phy.cam.ac.uk/mackay/itila/book.html .

 

[victormora]

link #3 under free guides is not working

 

[Andy Nguyen]

Thanks,
Fixed the link. I host the latest version 2009-10 on Quantnet at QuantNetwork - Financial Engineering Forum - Download Research Papers - Careers in Financial Market 2009-10

Added a few more interesting papers to the first post under the free guides.

 

[Daniel Duffy]

I'm working on a way to move this list over to our wiki so people can edit/add books. That would improve the quantity and quality of our reading list significantly.

 

[Andy Nguyen]

Peter Carr's A practitioner guide to Math Finance
QuantNetwork - Financial Engineering Forum - Download Research Papers - A Practitioners Guide to Mathematical Finance