QuantNet Best-selling Quant Books of 2017

[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 2016, 2015, 2014, 2013, 2012, 2011, 2010). The following list is 20 best-selling quant books of 2017 (both hard-copy and ebooks). The first ever non finance related book that made our list is #20 Elon Musk: Tesla, SpaceX, and the Quest for a Fantastic Future by Ashlee Vance.

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

 

[BlackMamba]

You're the man, Andy!!

 

[satyag]

I highly recommend the new book Advances in Financial Machine Learning - Marcos Lopez de Prado

It is a treasure trove filled with ideas and real code from an eminent practitioner that manages several billions of dollars.

 

[Shankar Venkatraman]

I highly recommend the new book Advances in Financial Machine Learning - Marcos Lopez de Prado

It is a treasure trove filled with ideas and real code from an eminent practitioner that manages several billions of dollars.

I was actually thinking about getting this book. What kind of a background do you think is required to be able to grasp all the ideas effectively?

 

[Archidamus]

I've found a few of these cheap, <$10, at thriftbooks.com but I still need '150 most..' and 'A practical guide..." #1 and #3 on the list. Any suggestions on other online stores to find these cheap?

Tuition and a mortgage isn't cheap.

 

[Daniel Duffy]

I was actually thinking about getting this book. What kind of a background do you think is required to be able to grasp all the ideas effectively?

Advanced background, very. You have to walk before you can run.

 

[Daniel Duffy]

Update: My C++, C#, PDE/FDM, Boost C++ bookcase

Daniel J. Duffy

Follow Daniel J. Duffy and explore their bibliography from Amazon.com's Daniel J. Duffy Author Page.

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