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Best Financial Engineering Books Worth Your Attention

Our list of some of the best Financial Engineering books & series in recent years. Get inspired by one or more of the following books.

A Primer For The Mathematics Of Financial Engineering, Second Edition (Financial Engineering Advanced Background Series) (2011)

 Best Financial Engineering Books Worth Your Attentionfor “A Primer for the Mathematics of Financial Engineering”, First Edition: “One of the hottest degrees on today’s campus is a Masters in Financial Engineering.
Author(s): Dan Stefanica

Mathematics for Finance: An Introduction to Financial Engineering (Springer Undergraduate Mathematics Series) (2010)

 Best Financial Engineering Books Worth Your AttentionAs with the first edition, Mathematics for Finance: An Introduction to Financial Engineering combines financial motivation with mathematical style.
Author(s): Marek Capiński, Tomasz Zastawniak

A Linear Algebra Primer for Financial Engineering: Covariance Matrices, Eigenvectors, OLS, and more (Financial Engineering Advanced Background Series) (2014)

 Best Financial Engineering Books Worth Your AttentionThis book covers linear algebra methods for financial engineering applications from a numerical point of view. The book contains many such applications, as well as pseudocodes, numerical examples, and questions often asked in interviews for quantitative positions.
Author(s): Dan Stefanica

Practical Methods of Financial Engineering and Risk Management: Tools for Modern Financial Professionals (2014)

 Best Financial Engineering Books Worth Your AttentionRisk control, capital allocation, and realistic derivative pricing and hedging are critical concerns for major financial institutions and individual traders alike.
Author(s): Rupak Chatterjee

Solutions Manual – A Primer For The Mathematics Of Financial Engineering, Second Edition (2011)

 Best Financial Engineering Books Worth Your Attentionfor “A Primer for the Mathematics of Financial Engineering”, First Edition: “One of the hottest degrees on today’s campus is a Masters in Financial Engineering.
Author(s): Dan Stefanica

Solutions Manual – A Linear Algebra Primer for Financial Engineering (Financial Engineering Advanced Background Series) (Volume 4) (2016)

 Best Financial Engineering Books Worth Your AttentionEvery exercise from the book “A Linear Algebra Primer for Financial Engineering“ is solved in detail in the Solutions Manual. The addition of this Solutions Manual offers the reader the opportunity of rigorous self-study of the linear algebra concepts presented in the NLA Primer, and of achieving a deeper understanding of the financial engineering applications therein.
Author(s): Dan Stefanica

An Introduction to Quantitative Finance (2013)

 Best Financial Engineering Books Worth Your AttentionThe worlds of Wall Street and The City have always held a certain allure, but in recent years have left an indelible mark on the wider public consciousness and there has been a need to become more financially literate. The quantitative nature of complex financial transactions makes them a fascinating subject area for mathematicians of all types, whether for general interest or because of the enormous monetary rewards on offer.
Author(s): Stephen Blyth

Algorithmic Trading with Interactive Brokers (Python and C++) (2019)

 Best Financial Engineering Books Worth Your AttentionThrough Interactive Brokers, software developers can write applications that read financial data, scan for contracts, and submit orders automatically. Individuals can now take advantage of the same high-speed decision making and order placement that professional trading firms use.This book walks through the process of developing applications based on IB’s Trader Workstation (TWS) programming interface.
Author(s): Matthew Scarpino

Quantitative Financial Analytics: The Path To Investment Profits (2017)

 Best Financial Engineering Books Worth Your AttentionThis book provides a comprehensive treatment of the important aspects of investment theory, security analysis, and portfolio selection, with a quantitative emphasis not to be found in most other investment texts.
Author(s): Edward E Williams, John A Dobelman

Statistics and Data Analysis for Financial Engineering: with R examples (Springer Texts in Statistics) (2016)

 Best Financial Engineering Books Worth Your AttentionThe new edition of this influential textbook, geared towards graduate or advanced undergraduate students, teaches the statistics necessary for financial engineering. In doing so, it illustrates concepts using financial markets and economic data, R Labs with real-data exercises, and graphical and analytic methods for modeling and diagnosing modeling errors.
Author(s): David Ruppert, David S. Matteson

Clinical Engineering Financial Management and Benchmarking: Essential tools to manage finances and remain competitive for clinical engineering/healthcare technology management professionals (2018)

 Best Financial Engineering Books Worth Your AttentionThis book provides the fundamental concepts and tools needed by Clinical Engineering (CE), also known as Health Technology Management (HTM), managers to properly manage their financial resources, as well as to prove to their senior leaders that they are comparing (benchmarking) well against their peers.
Author(s): Wang ScD, Binseng

Financial Engineering: Derivatives and Risk Management (2001)

 Best Financial Engineering Books Worth Your AttentionThis text provides a thorough treatment of futures, ‘plain vanilla’ options and swaps as well as the use of exotic derivatives and interest rate options for speculation and hedging. Pricing of options using numerical methods such as lattices (BOPM), Mone Carlo simulation and finite difference methods, in additon to solutions using continuous time mathematics, are also covered.
Author(s): Keith Cuthbertson, Dirk Nitzsche

Machine Learning For Financial Engineering (2012)

 Best Financial Engineering Books Worth Your AttentionThis volume investigates algorithmic methods based on machine learning in order to design sequential investment strategies for financial markets.
Author(s): Laszlo Gyorfi, Gyorgy Ottucsak, et al.

Best Financial Engineering Books Worth Your Attention

We highly recommend you to buy all paper or e-books in a legal way, for example, on Amazon. But sometimes it might be a need to dig deeper beyond the shiny book cover. Before making a purchase, you can visit resources like Library Genesis and download some financial engineering books mentioned below at your own risk. Once again, we do not host any illegal or copyrighted files, but simply give our visitors a choice and hope they will make a wise decision.

Employee Stock Options: Exercise Timing, Hedging, and Valuation

Author(s): Tim Leung
ID: 3061283, Publisher: World Scientific Publishing Co, Year: 2021, Size: 12 Mb, Format: pdf

Quantitative Management of Bond Portfolios

Author(s): Lev Dynkin, Anthony Gould, Jay Hyman, Vadim Konstantinovsky, Bruce Phelps
ID: 2536330, Publisher: Princeton University Press, Year: 2020, Size: 6 Mb, Format: pdf

Univariate Stable Distributions: Models for Heavy Tailed Data

Author(s): John P. Nolan
ID: 2861601, Publisher: Springer, Year: 2020, Size: 10 Mb, Format: pdf

Please note that this booklist is not definite. Some books are truly best-sellers according to Washington Post, others are written by unknown authors. On top of that, you can always find additional tutorials and courses on Coursera, Udemy or edX, for example. Are there any other relevant books you could recommend? Leave a comment if you have any feedback on the list.

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