QuantNet Best-selling Quant Books of 2016

[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 2015, 2014, 2013, 2012, 2011, 2010). The following list is 20 best-selling quant books of 2016 (both hard-copy and ebooks), compiled from aggregate, anonymously collected data, provided by Amazon with QuantNet tags.

1. 150 Most Frequently Asked Questions on Quant Interviews - Dan Stefanica, Rados Radoicic, Tai-Ho Wang
2. A Primer For The Mathematics Of Financial Engineering, Second Edition - Dan Stefanica
   
3. Fifty Challenging Problems in Probability with Solutions - Frederick Mosteller
4. A Practical Guide To Quantitative Finance Interviews - Xinfeng Zhou
5. How I Became a Quant: Insights from 25 of Wall Street's Elite - Richard R. Lindsey, Barry Schachter
6. Solutions Manual - A Primer For The Mathematics Of Financial Engineering, Second Edition - Dan Stefanica
7. The Complete Guide to Capital Markets for Quantitative Professionals - Alex Kuznetsov
   
8. A Linear Algebra Primer for Financial Engineering: Covariance Matrices, Eigenvectors, OLS, and more - Dan Stefanica
   
9. Quant Job Interview Questions and Answers (Second edition) - Mark Joshi
   
10. My Life as a Quant: Reflections on Physics and Finance - Emanuel Derman
    
11. C++ Primer Plus (6th Edition) (Developer's Library) - Stephen Prata
    
12. When Genius Failed: The Rise and Fall of Long-Term Capital Management - Roger Lowenstein
13. Elementary Stochastic Calculus With Finance in View - Thomas Mikosch
14. Cracking the Coding Interview, 6th Edition: 189 Programming Questions and Solutions - Gayle Laakmann McDowell
15. Frequently Asked Questions in Quantitative Finance - Paul Wilmott
16. Principles of Financial Engineering, Second Edition - Salih Neftci
    
17. Solutions Manual - A Linear Algebra Primer for Financial Engineering - Dan Stefanica
    
18. Stochastic Calculus for Finance I: The Binomial Asset Pricing Model - Steven Shreve
19. Heard on the Street: Quantitative Questions from Wall Street Job Interviews - Timothy Crack
20. Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance) - Steven Shreve

 

[Derrick Mo]

Like to purchase some books from this list for this year's Christmas read. I would like to start with A Primer For The Mathematics Of Financial Engineering by Dan Stefanica and I noticed the first version was published in 2011. I am wondering whether Professor Stefanica has any plan to introduce third edition in the near future? Any suggestions for the reading order?

 

[dstefan]

Like to purchase some books from this list for this year's Christmas read. I would like to start with A Primer For The Mathematics Of Financial Engineering by Dan Stefanica and I noticed the first version was published in 2011. I am wondering whether Professor Stefanica has any plan to introduce third edition in the near future? Any suggestions for the reading order?

Derrick - there are no plans on a third edition for the next three years. Work is being done on interview questions books on probability and stochastic calculus and on brainteasers, to appear in the next two years.

As for the reading order, and only referring to the books I authored, I would suggest reading

A Primer For The Mathematics Of Financial Engineering + Solutions Manual

followed by

A Linear Algebra Primer for Financial Engineering + Solutions Manua

All interview questions books, including 150 Most Frequently Asked Questions on Quant Interviews can be browsed in parallel with reading the books above.

Good luck!

 

[Derrick Mo]

Thanks for the prompt reply. This is exactly what I am looking for. I will definitely follow the suggested order and I forward to read these two books. Wish you and your family has a wonderful holiday season.

 

[BlackMamba]

Update this book list?

 

[Andy Nguyen]

Update this book list?

Will do soon.

 

[BlackMamba]

Will do soon.

Great! Looking forward to it ... thanks, Andy.

 

[rohitr]

Like to purchase some books from this list for this year's Christmas read. I would like to start with A Primer For The Mathematics Of Financial Engineering by Dan Stefanica and I noticed the first version was published in 2011. I am wondering whether Professor Stefanica has any plan to introduce third edition in the near future? Any suggestions for the reading order?

Hi Derrik!
Will I require to brush up my calculus skills from any other book before reading this book by dan stefanica?

 

[rohitr]

Hi Derrik!
Will I require to brush up my calculus skills from any other book before reading this book by dan stefanica?

I've lost touch from calculus from around 10 years.

 

[Derrick Mo]

I've lost touch from calculus from around 10 years.

Absolutely, I would recommend doing some calculus reviews first at least this is what I am doing. Calculus refresher in the book is concise and offers limited explanations (Imagine a calculus textbook shorten into a 20 pages chapter). It is possible to digest the material if you have strong fundamental and follow step by step very carefully. I find some notations in the book are different than the notations I learned when I was in college so watch out for differences (Derivations in the book helps a lot so you do not really need to worry). Overall, I think it's a fantastic book and I have learned so much from it.

Free online resources I used:
ocw.mit.edu
Edx.org

Hope this helps.