QuantNet Best-selling Quant Books of 2014

[Andy Nguyen]

QuantNet has been compiling the annual list of best-selling quant books our members purchase every year since 2010 (see the best-selling book lists of 2010, 2011,2012, 2013. The following list is 20 best-selling quant books of 2014 (both hard-copy and ebooks), compiled from aggregate, anonymously collected data, provided by Amazon with QuantNet tags.

1. A Primer For The Mathematics Of Financial Engineering, Second Edition - Dan Stefanica
2. 150 Most Frequently Asked Questions on Quant Interviews - Dan Stefanica, Rados Radoicic, Tai-Ho Wang
3. Fifty Challenging Problems in Probability with Solutions - Frederick Mosteller
4. Solutions Manual - A Primer For The Mathematics Of Financial Engineering, Second Edition - Dan Stefanica
5. The Complete Guide to Capital Markets for Quantitative Professionals - Alex Kuznetsov
6. A Practical Guide To Quantitative Finance Interviews - Xinfeng Zhou
7. Quant Job Interview Questions and Answers (Second edition) - Mark Joshi
8. Liar's Poker: Rising Through the Wreckage on Wall Street - Michael Lewis
9. When Genius Failed: The Rise and Fall of Long-Term Capital Management - Roger Lowenstein
10. C++ Primer Plus (6th Edition) (Developer's Library) - Stephen Prata
11. My Life as a Quant: Reflections on Physics and Finance - Emanuel Derman
12. Heard on the Street: Quantitative Questions from Wall Street Job Interviews - Timothy Crack
13. Frequently Asked Questions in Quantitative Finance - Paul Wilmott
14. How I Became a Quant: Insights from 25 of Wall Street's Elite - Richard R. Lindsey, Barry Schachter
15. Cracking the Coding Interview: 150 Programming Questions and Solutions - Gayle Laakmann McDowell
16. Stochastic Calculus for Finance I: The Binomial Asset Pricing Model - Steven Shreve
17. Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance) - Steven Shreve
18. A Linear Algebra Primer for Financial Engineering: Covariance Matrices, Eigenvectors, OLS, and more - Dan Stefanica
19. Financial Options: From Theory to Practice - Stephen Figlewski, William Silber
20. Matlab, Third Edition: A Practical Introduction to Programming and Problem Solving - Stormy Attaway

 

[Dmitri]

provided by Amazon with QuantNet tags

what does this mean?

 

[Andy Nguyen]

what does this mean?

Click on any of the book on the list and see the unique tag assigned to QuantNet in the url.

 

[Dmitri]

Click on any of the book on the list and see the unique tag assigned to QuantNet in the url.

So the statistics above reflect books which were bought by someone following a book link from the QuantNet site?

 

[Andy Nguyen]

Correct.

 

[Kevin Ramlal]

Hey all, thanks for the input on my earlier question about R books. I was hoping to get some recommendations for the following as well;

Recently, I have done a few interviews for trader internship positions with some prop trading firms like Jane Street, and Optiver. However, unfortunately I haven't been very successful in passing their problem solving questions. Its been my first time interviewing for this type of internship, so while I spent alot of time reviewing my market terminology and what not, the brainteaser- math olympiad type questions caught me off guard. I was wondering what books you all recommend to practice for these brainteasers in math/probability/general logic. I'm going to take a look at #3 on this list, but any more recommendations would be great. I'll be practicing throughout the year so I'll be more competitive next year (because I assume you cant become great at brainteasers in two weeks)

Thank you all, any help is appreciated.

 

[Jason R. Stevens CFA]

Hey all, thanks for the input on my earlier question about R books. I was hoping to get some recommendations for the following as well;

Recently, I have done a few interviews for trader internship positions with some prop trading firms like Jane Street, and Optiver. However, unfortunately I haven't been very successful in passing their problem solving questions. Its been my first time interviewing for this type of internship, so while I spent alot of time reviewing my market terminology and what not, the brainteaser- math olympiad type questions caught me off guard. I was wondering what books you all recommend to practice for these brainteasers in math/probability/general logic. I'm going to take a look at #3 on this list, but any more recommendations would be great. I'll be practicing throughout the year so I'll be more competitive next year (because I assume you cant become great at brainteasers in two weeks)

Thank you all, any help is appreciated.

Kevin,

I realize you posted this in February but if you're still looking to practice the mathlete stuff for trading interviews, check out #12 Tim Crack's book. My first gig in finance was at one of these prop shops in Chi Town and I was asked at least 10-15 questions directly from this text. Another great problem solving book (though less relevant to finance/trading) is "The Art and Craft of Problem Solving" by Paul Zeitz--www.amazon.com/The-Art-Craft-Problem-Solving/dp/0471135712