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Quant finance books

111 books selected for learning quantitative finance. Highlighted picks come first. Showing 51–100; page 2 of 3.

51. Introducing Python: Modern Computing in Simple Packages, Second Edition

    Bill Lubanovic

    data structures · programming · python

52. Introduction to Algorithms, Third Edition

    Charles E. Leiserson, Clifford Stein, Ronald L. Rivest

    algorithms · data structures · probability

53. Introduction to Applied Linear Algebra: Vectors, Matrices, and Least Squares

    Lieven Vandenberghe, Stephen Boyd

    least squares · linear algebra · matrices · optimization · portfolio optimization · quantitative finance

54. Introduction to Computation and Programming Using Python, Second Edition

    John V. Guttag

    programming · python

55. Introduction to Linear Algebra, Fifth Edition

    Gilbert Strang

    linear algebra

56. Introduction to Probability

    Charles M. Grinstead, J. Laurie Snell

    central limit theorem · expected value · markov chains · probability · probability distributions · random variables

57. Introduction to Probability

    Jessica Hwang, Joseph K. Blitzstein · 2019

    conditional probability · expectation · limit theorems · markov chains · probability theory · quantitative finance

58. Introduction to Quantitative Finance: A Math Tool Kit

    Robert R. Reitano · 2010

    asset pricing · financial mathematics · mathematical finance · optimization · probability theory · quantitative finance

59. Introduction to Stochastic Calculus Applied to Finance, Second Edition

    Bernard Lapeyre, Damien Lamberton · 2008

    asset pricing · calculus · derivatives · mathematical finance · option pricing · stochastic calculus

60. Introduction to Time Series and Forecasting, Third Edition

    Peter J. Brockwell, Richard A. Davis

    statistics · stochastic processes · time series

61. Introductory Econometrics for Finance

    Chris Brooks

    econometrics · regression · statistical inference · statistics · time series · volatility forecasting

62. Linear Algebra

    Jim Hefferon · 2017

    determinants · eigenvalues · least squares · linear algebra · linear systems · markov chains

63. Linear Algebra and Learning from Data

    Gilbert Strang

    deep learning · linear algebra · machine learning · neural networks

64. Linear Algebra Done Right, Second Edition

    Sheldon Axler

    linear algebra

65. Linear Algebra, Multivariable Calculus, and Modern Applications

    Stanford University Mathematics Department

    calculus · derivatives · linear algebra · optimization

66. Log-Linear Models and Logistic Regression

    Ronald Christensen

    probability · regression · statistical inference · statistics

67. Machine Learning in Finance: From Theory to Practice

    Igor Halperin, Matthew F. Dixon, Paul Bilokon · 2020

    algorithms · deep learning · econometrics · financial machine learning · machine learning · neural networks

68. Market Microstructure

    David Easley, Maureen O'Hara · 1995

    information asymmetry · informed trading · market microstructure · order flow · price formation · rational expectations

69. Market Risk Analysis, Volume I: Quantitative Methods in Finance

    Carol Alexander

    market risk · risk management · statistics · time series

70. Markov Chains

    J. R. Norris

    probability · stochastic processes

71. Master Machine Learning Algorithms

    Jason Brownlee · 2016

    algorithms · applied machine learning · from scratch · linear algebra · machine learning · model implementation

72. Mathematical Foundations of Machine Learning

    Seongjai Kim · 2025

    convex analysis · gradients · learning theory · linear algebra · machine learning · mathematical foundations

73. Mathematical Methods for Foreign Exchange: A Financial Engineer's Approach

    Alexander Lipton

    derivatives · financial engineering · foreign exchange · mathematical finance · probability · stochastic calculus

74. Mathematical Statistics and Data Analysis, Third Edition

    John A. Rice

    probability · statistical inference · statistics

75. Mathematics for Machine Learning

    Mohamed Aazi

    calculus · linear algebra · neural networks · optimization · probability · regression

76. Matrix Algebra: Theory, Computations and Applications in Statistics, Third Edition

    James E. Gentle

    linear algebra · statistics

77. Matrix Computations, Fourth Edition

    Charles F. Van Loan, Gene H. Golub

    algorithms · linear algebra · numerical methods

78. Modelling Extremal Events for Insurance and Finance

    Claudia Klüppelberg, Paul Embrechts, Thomas Mikosch

    extreme value theory · mathematical finance · probability · statistics

79. Modern Portfolio Theory and Investment Analysis, Ninth Edition

    Edwin J. Elton, Martin J. Gruber, Stephen J. Brown

    capm · optimization · portfolio management · portfolio optimization

80. Monte Carlo Methods in Financial Engineering

    Paul Glasserman

    derivatives · financial engineering · mathematical finance · monte carlo simulation · option pricing · probability

81. Numerical Linear Algebra

    David Bau III, Lloyd N. Trefethen

    algorithms · linear algebra · numerical methods

82. On Becoming a Quant by Mark Joshi

    Mark Joshi · 2006

    capital markets · derivatives pricing · financial modeling · front office quant · model validation · quant careers

83. Options, Futures, and Other Derivatives, Ninth Global Edition

    John C. Hull

    credit risk · derivatives · interest rates · martingales · mathematical finance · option greeks

84. Pairs Trading: Quantitative Methods and Analysis

    Ganapathy Vidyamurthy

    pairs trading · regression · statistical arbitrage · statistics · time series

85. Partial Differential Equations: An Introduction, Second Edition

    Walter A. Strauss

    partial differential equations

86. Pattern Recognition and Machine Learning

    Christopher M. Bishop

    algorithms · bayesian statistics · machine learning · neural networks · probability · regression

87. Pricing Convertible Bonds

    Kevin B. Connolly

    convertible bonds · fixed income · mathematical finance · option pricing

88. Probabilistic Machine Learning: An Introduction

    Kevin P. Murphy

    deep learning · machine learning · neural networks · optimization · probability · regression

89. Probability and Random Processes

    David R. Stirzaker, Geoffrey R. Grimmett · 2001

    brownian motion · markov chains · martingales · option pricing · probability theory · random processes

90. Probability and Statistical Inference

    Jeremy Penzer, Miltiadis C. Mavrakakis

    hypothesis testing · probability · statistical inference · statistics

91. Probability Essentials

    Jean Jacod, Philip Protter · 2004

    conditional expectation · limit theorems · martingales · measure theory · probability theory · random variables

92. Probability with Martingales

    David Williams

    martingales · measure theory · probability

93. Probability: An Introduction, Second Edition

    Dominic Welsh, Geoffrey Grimmett

    probability · stochastic processes

94. Problem Solving with Algorithms and Data Structures

    Bradley N. Miller, David L. Ranum

    algorithms · data structures

95. Purely Functional Data Structures (PhD Thesis)

    Chris Okasaki

    data structures · programming

96. Quantitative Trading: How to Build Your Own Algorithmic Trading Business

    Ernest P. Chan · 2009

    algorithmic trading · algorithms · backtesting · programming · risk management · statistics

97. Statistical Inference, Second Edition

    George Casella, Roger L. Berger

    hypothesis testing · statistical inference · statistics

98. Statistics of Financial Markets

    Christian Matthias Hafner, Jürgen Franke, Wolfgang Karl Härdle

    mathematical finance · statistics

99. Stochastic Calculus and Finance

    Prasad Chalasani, Somesh Jha, Steven E. Shreve

    asset pricing · derivatives · martingales · mathematical finance · option pricing · options hedging

100. Stochastic Calculus for Finance I

     Steven Shreve

     Calculus · Finance · Options Pricing · Stochastic Calculus