7 ms·

Recommendations on the latter?

• jevgeni 12y ago
  First of all, there's no "decent quant finance book" in existence. But there are attempts at it. Most notable are: - "An Introduction to the Mathematics of Financial Derivatives", by Neftci - Wilmott books aren't bad. - Brigo's "Interest Rate Models" is... flaky. It is a lot of material and seems to be quite rigorous, until some point most crucial for understanding, which gets skipped over. The interviews with traders at the end are good. - Only buy Choudhry books, if you want to talk good about finance.
• aet 12y ago
  Investment Science by Luenberger
• wengzilla 12y ago
  The gold standard for quant books: Hull's Options, Futures, and Derivatives. http://www.amazon.com/Options-Futures-Derivatives-DerivaGem-Package/dp/0132777428/ref=sr_1_1?s=books&ie=UTF8&qid=1398977502&sr=1-1&keywords=options+futures+and+derivatives http://www.amazon.com/Options-Futures-Derivatives-DerivaGem-...
  • throwaway13qf85 12y ago
    This is very much a beginner's book. When I interviewed for internships in the summer of 2008, the interviewers expected that I would already be familiar with a large portion of the content of this book.
• throwaway13qf85 12y ago
  It really depends on what you're trying to achieve. The skills and knowledge necessary for long-term equity investment, short-term statistical arbitrage, derivative pricing and high-frequency trading are all quite different.