What books are you currently reading?

[Daniel Duffy]

Introduction to Quantum Mechanics by Pauling and Wilson.

The derivation of the Lagrange equations of motion is a gem of Mathematical Physics.

 

[PhDWill]

"A universe from nothing" by Lawrence Krauss

 

[PhDWill]

"The Art of War" by Sun Tzu

I've heard this book might be interesting, as it is one of the fundaments of strategic thinking.

 

[PhDWill]

Fooled by Randomness: The Hidden Role of Chance in Life and in the Markets
by Nassim Nicholas Taleb

Bought it few weeks ago, went through 2 chapters for now. Very good book! What do u think?

 

[Daniel Duffy]

I've heard this book might be interesting, as it is one of the fundaments of strategic thinking.

Are you thinking of starting a war :D

 

[PhDWill]

Are you thinking of starting a war :D

Good one! Yeah, Adolf 2.0 :D

 

[tfors]

Bought it few weeks ago, went through 2 chapters for now. Very good book! What do u think?

It's good, but if you have been working in fin markets not much new in it. I preferred the Black Swan, more substantial, and after that Antifragile.

 

[Quasar Chunawala]

I'm always curious to hear what other fellow members are reading at the moment? Would be good to see your list. Link us to the books so we can check it out.

For the six months until December 2017, I am reading

• Numerical methods by Dahlquist (a comprehensive treatment on numerical methods). Thanks to @Daniel Duffy for recommmending me this awesome read.
  
  
• ODE by Tannenbaum.
  
  
• Trying to implement a few numerical methods in C++.
  
  
• Registered for NPTEL's MOOC on ODE & numerical methods. The written exams would be held in October.
  

 

[Daniel Duffy]

And this book is a classic! a good follow-up to Dahlquist.

https://www.amazon.com/Difference-S...heory+of+Difference+Schemes#reader_0444702334

 

[Daniel Duffy]

" financial instrument pricing using C++11" 2nd edition by Daniel J. Duffy

(manuscript form at the moment)

 

[Quasar Chunawala]

Introduction to Quantum Mechanics by Pauling and Wilson.

The derivation of the Lagrange equations of motion is a gem of Mathematical Physics.

I read a paper the other day, that derives the Black Scholes PDE from Schrodinger's wave equaion using the Hamiltonian. Sadly, I could not comprehend it, connect the dots, I just don't know the mathematics used by Physicists. But, I certainly want to take an online course at a future point - Mathematical methods for physicists.

 

[Daniel Duffy]

I read a paper the other day, that derives the Black Scholes PDE from Schrodinger's wave equaion using the Hamiltonian. Sadly, I could not comprehend it, connect the dots, I just don't know the mathematics used by Physicists. But, I certainly want to take an online course at a future point - Mathematical methods for physicists.

I would avoid physics for this and look to mathematical physics. It is more precise and relevant here.

IMO using Schroedinger to derive BS feels like a solution looking for a problem ...
BS is a convection diffusion reaction PDE.

The best way is to start with examples e.g. simple harmonic motion etc.

Schaum's Outline of Theory and Problems of Theoretical Mechanics: With an Introduction to Lagrange's Equations and Hamiltonian Theory: Murray R Spiegel: Amazon.com: Books

 

[Quasar Chunawala]

I would avoid physics for this and look to mathematical physics. It is more precise and relevant here.

IMO using Schroedinger to derive BS feels like a solution looking for a problem ...
BS is a convection diffusion reaction PDE.

The best way is to start with examples e.g. simple harmonic motion etc.

Schaum's Outline of Theory and Problems of Theoretical Mechanics: With an Introduction to Lagrange's Equations and Hamiltonian Theory: Murray R Spiegel: Amazon.com: Books

@Daniel Duffy , Thank you for the wise words and also sharing the paper. Incredibly helpful.

And yes, I felt that I needed a good solid foundation in ODE/PDE. Ordinary Differential Equations by Tannenbaum and Pollard is such intuitive, verbose book, the author literally talks to you! I am enjoying the self-study and the simple applications or examples in the book.

Having learnt PDEs and Fourier series, my first ambition is to derive the solution to the standard heat equation from first principles and derive the analytical european call and put expressions from the Black Scholes PDE.

I have enrolled at a local university for a BSc Maths course. I will be writing exams on ODEs, PDEs, Real Analysis & Complex analysis, Geometry, probability in the course of three years. It should be an enriching journey.

 

[bigbadwolf]

The Mandibles by Lionel Shriver. I read a review of the book in the Air France in-house magazine while flying from Minneapolis to Paris a couple of weeks back, and then I saw a copy of the book at Cologne's main train station yesterday afternoon and picked it up. A right riveting read and a fair bit of economics explained as well.

Some reviews:

The Mandibles: A Family, 2029-2047 by Lionel Shriver – review

The Mandibles: A Family, 2029-2047 by Lionel Shriver, book review

Lionel Shriver Imagines Imminent Economic Collapse, With Cabbage at $20 a Head

Lionel Shriver Imagines America’s Collapse

 

[Jakelaker]

A Man for All Markets: Beating the Odds, from Las Vegas to Wall Street by Edward O. Thorp

 

[BlackMamba]

A Man for All Markets: Beating the Odds, from Las Vegas to Wall Street by Edward O. Thorp

That's on my shelf. How is it?

 

[Jakelaker]

That's on my shelf. How is it?

I've only read the first 4 chapters. So far, it's exactly how he story tells during his interviews but more details on everything and personal life.

Will update when I have completed enough to form an opinion (and if you haven't started to read it yet).

 

[Ryo Eng Lian Hu]

I am reading https://englianhu.files.wordpress.com/2017/09/production-and-efficiency-analaysis-with-r.pdf as time being...

 

[Philip_Mitterrand]

This is one of the best networking books to read.

Never Eat Alone by Keith Ferrazzi

https://www.amazon.com/Never-Eat-Al...coding=UTF8&psc=1&refRID=DAQJ0T4M4KTFRQDSGA8G

 

[Daniel Duffy]

"The Hut Six Story" by Gordon Welchman

If you don't know who GW was, you should.