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Best Quantitative Finance Books that Should be on Your Bookshelf

There are countless Quantitative Finance courses, tutorials, articles available online, but for some, having a book is still a necessity to learn. This is an up-to-date list of recommended books.

1. An Introduction to Quantitative Finance (2013)

Best Quantitative Finance Books that Should be on Your BookshelfThe 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. An Introduction to Quantitative Finance concerns financial derivatives a derivative being a contract between two entities whose value derives from the…
Author(s): Stephen Blyth

2. A Practical Guide To Quantitative Finance Interviews (2008)

Best Quantitative Finance Books that Should be on Your BookshelfThis book will prepare you for quantitative finance interviews by helping you zero in on the key concepts that are frequently tested in such interviews. In this book we analyze solutions to more than 200 real interview problems and provide valuable insights into how to ace quantitative interviews. The book covers a variety of topics that you are likely to encounter in quantitative interviews: brain teasers, calculus, linear algebra, probability, stochastic processes and stochastic calculus, finance and programming. #29,027 in Books (See Top 100 in Books) #259 in Finance (Books) Would you like to ?If you are a…
Author(s): Xinfeng Zhou

3. A First Course in Quantitative Finance (2018)

Best Quantitative Finance Books that Should be on Your BookshelfThis new and exciting book offers a fresh approach to quantitative finance and utilises novel features, including stereoscopic images which permit 3D visualisation of complex subjects without the need for additional tools. Offering an integrated approach to the subject, A First Course in Quantitative Finance introduces students to the architecture of complete financial markets before exploring the concepts and models of modern portfolio theory, derivative pricing and fixed income products in both complete and incomplete market settings. Subjects are organised throughout in a way that encourages a gradual and…
Author(s): Thomas Mazzoni

4. Paul Wilmott Introduces Quantitative Finance (2007)

Best Quantitative Finance Books that Should be on Your BookshelfPaul Wilmott Introduces Quantitative Finance, Second Edition is an accessible introduction to the classical side of quantitative finance specifically for university students. Adapted from the comprehensive, even epic, works Derivatives and Paul Wilmott on Quantitative Finance, Second Edition, it includes carefully selected chapters to give the student a thorough understanding of futures, options and numerical methods. Software is included to help visualize the most important ideas and to show how techniques are implemented in practice. There are comprehensive end-of-chapter exercises to test students on their…
Author(s): Paul Wilmott

5. Quantitative Investment Portfolio Analytics In R: An Introduction To R For Modeling Portfolio Risk and Return (2018)

Best Quantitative Finance Books that Should be on Your BookshelfR is a free, open source programming language that’s become a popular standard for financial and economic analysis. Quantitative Investment Portfolio Analytics In R is your guide to getting started with modeling portfolio risk and return in R. Even if you have no experience with the software, you’ll be fluent in R at a basic level after reading this short primer. The chapters provide step-by-step instructions for tapping into R’s powerful capabilities for portfolio analytics. #539,970 in Books (See Top 100 in Books) #130 in Investment Portfolio Management #2048 in Introduction to…
Author(s): James Picerno

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

Best Quantitative Finance Books that Should be on Your BookshelfThis 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. The statistical analysis framework of markets and institutions in the book meets the need for advanced undergraduates and graduate students in quantitative disciplines, who wish to apply their craft to the world of investments. In addition, entrepreneurs will find the volume to be especially useful. It also contains a clearly detailed explanation of many recent developments in portfolio and…
Author(s): Edward E Williams, John A Dobelman

7. Frequently Asked Questions in Quantitative Finance (2009)

Best Quantitative Finance Books that Should be on Your BookshelfGetting agreement between finance theory and finance practice is important like never before. In the last decade the derivatives business has grown to a staggering size, such that the outstanding notional of all contracts is now many multiples of the underlying world economy. No longer are derivatives for helping people control and manage their financial risks from other business and industries, no, it seems that the people are toiling away in the fields to keep the derivatives market afloat! (Apologies for the mixed metaphor!) If you work in derivatives, risk, development, trading, etc….
Author(s): Paul Wilmott

8. 150 Most Frequently Asked Questions on Quant Interviews (Pocket Book Guides for Quant Interviews) (2013)

Best Quantitative Finance Books that Should be on Your BookshelfTopics: • Mathematics, calculus, differential equations • Covariance and correlation matrices. Linear algebra • Financial instruments: options, bonds, swaps, forwards, futures • C++, algorithms, data structures • Monte Carlo simulations. Numerical methods • Probability. Stochastic calculus • Brainteasers The use of quantitative methods and programming skills in all areas of finance, from trading to risk management, has grown tremendously in recent years, and accelerated through the financial crisis and with the advent of the big data era. A core body of knowledge is…
Author(s): Dan Stefanica , Rados Radoicic, et al.

9. Reproducible Finance with R: Code Flows and Shiny Apps for Portfolio Analysis (Chapman & Hall/CRC The R Series) (2018)

Best Quantitative Finance Books that Should be on Your BookshelfReproducible Finance with R: Code Flows and Shiny Apps for Portfolio Analysis is a unique introduction to data science for investment management that explores the three major R/finance coding paradigms, emphasizes data visualization, and explains how to build a cohesive suite of functioning Shiny applications. The full source code, asset price data and live Shiny applications are available at reproduciblefinance.com. The ideal reader works in finance or wants to work in finance and has a desire to learn R code and Shiny through simple, yet practical real-world examples. The book…
Author(s): Regenstein Jr., Jonathan K.

10. Mastering R for Quantitative Finance (2015)

Best Quantitative Finance Books that Should be on Your BookshelfUse R to optimize your trading strategy and build up your own risk management system About This BookLearn to manipulate, visualize, and analyze a wide range of financial data with the help of built-in functions and programming in RUnderstand the concepts of financial engineering and create trading strategies for complex financial instrumentsExplore R for asset and liability management and capital adequacy modelingWho This Book Is ForThis book is intended for those who want to learn how to use R’s capabilities to build models in quantitative finance at a more advanced level. If you wish to perfectly take up the rhythm of the chapters, you…
Author(s): Edina Berlinger, Ferenc Illés

11. Python for Finance: Apply powerful finance models and quantitative analysis with Python, 2nd Edition (2017)

Best Quantitative Finance Books that Should be on Your BookshelfKey Features Book DescriptionThis book uses Python as its computational tool. Since Python is free, any school or organization can download and use it.This book is organized according to various finance subjects. In other words, the first edition focuses more on Python, while the second edition is truly trying to apply Python to finance.The book starts by explaining topics exclusively related to Python. Then we deal with critical parts of Python, explaining concepts such as time value of money stock and bond evaluations, capital asset pricing model, multi-factor models, time series…
Author(s): Yuxing Yan

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

Best Quantitative Finance Books that Should be on Your Bookshelffor “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. Whether you need to retrieve hallowed memories or just want to familiarize yourself with the mathematics underlying this degree, this unique book offers a terrific return on investment.” –Peter Carr, PhD Global Head of Modeling, Morgan Stanley; Director of the Masters Program in Mathematical Finance, Courant Institute, NYU “This is the book I always recommend to people who ask about their mathematics before doing an MFE, and a few…
Author(s): Dan Stefanica

13. Essential Quantitative Methods: For Business, Management and Finance (2016)

Best Quantitative Finance Books that Should be on Your BookshelfThis concise and accessible textbook covers all of the key quantitative methods needed to solve everyday business problems.  Les Oakshott’s clear and friendly writing style guides students from basic statistics, through to advanced topics, such as hypothesis testing and time series, as well as operational research techniques such as linear programming and inventory management.  Step-by-step instructions and accompanying activities will help students to practice and gain confidence in carrying out techniques. The book’s coverage is fully grounded within the…
Author(s): Les Oakshott

Best Quantitative Finance Books that Should be on Your Bookshelf

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 Genesis and download some quantitative finance 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.

Paul Wilmott on Quantitative Finance. / Volume 1

Author(s): Wilmott, Paul
Publisher: John Wiley & Sons, Year: 20uu, Size: 19 Mb, Download: pdf
ID: 2268249

Actuarial finance : derivatives, quantitative models and risk management

Author(s): Boudreault, Mathieu; Renaud, Jean-François
Publisher: John Wiley & Sons, Year: 2019, Size: 7 Mb, Download: epub
ID: 2404363

Actuarial Finance: Derivatives, Quantitative Models and Risk Management

Author(s): Boudreault, Mathieu; Renaud, Jean-François
Publisher: John Wiley & Sons, Year: 2019, Size: 10 Mb, Download: pdf
ID: 2404370

Modern SABR Analytics: Formulas and Insights for Quants, Former Physicists and Mathematicians

Author(s): Alexandre Antonov, Michael Konikov, Michael Spector
Publisher: Springer International Publishing, Year: 2019, Size: 3 Mb, Download: pdf
ID: 2406966

Multi-Market Antitrust Economics

Author(s): Scott Gilbert
Publisher: Palgrave Macmillan, Year: 2018, Size: 2 Mb, Download: pdf
ID: 2179780

Saddlepoint Approximation Methods in Financial Engineering

Author(s): Yue Kuen Kwok,Wendong Zheng
Publisher: Springer International Publishing, Year: 2018, Size: 2 Mb, Download: pdf
ID: 2204252

Calculated Values: Finance, Politics, and the Quantitative Age [Chapter 3 only]

Author(s): William Deringer
Publisher: Harvard University Press, Year: 2018, Size: 618 Kb, Download: pdf
ID: 2221588

Quantitative Financial Risk Management

Author(s): Michael B. Miller
Publisher: Wiley, Year: 2018, Size: 4 Mb, Download: pdf
ID: 2299592

Illustrating Finance Policy with Mathematica

Author(s): Nicholas L. Georgakopoulos
Publisher: Springer International Publishing;Palgrave Macmillan, Year: 2018, Size: 6 Mb, Download: pdf
ID: 2311346

Calculated Values: Finance, Politics, and the Quantitative Age

Author(s): William Deringer
Publisher: Harvard University Press, Year: 2018, Size: 16 Mb, Download: pdf
ID: 2399606

Please note that this booklist is not definite. Some books are absolutely chart-busters according to The New York Times, 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 resources you could recommend? Leave a comment if you have any feedback on the list.

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