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Quant finance books
111 books selected for learning quantitative finance. Highlighted picks come first. Showing 101–111; page 3 of 3.
Stochastic Calculus for Finance II: Continuous-Time Models
Steven Shreve
Calculus · Finance · Options Pricing · Stochastic Calculus · Time Series
Stochastic Financial Models
Douglas Kennedy
asset pricing · brownian motion · derivatives · mathematical finance · option pricing · options hedging
Term Structure Models: A Graduate Course
Damir Filipović
fixed income · interest rates · mathematical finance · stochastic differential equations · stochastic processes · term structure models
Testing Statistical Hypotheses, Third Edition
Erich L. Lehmann, Joseph P. Romano
hypothesis testing · statistical inference · statistics
The Concepts and Practice of Mathematical Finance, Second Edition
Mark S. Joshi
asset pricing · derivatives · interest rates · mathematical finance · option pricing · options hedging
The Elements of Statistical Learning: Data Mining, Inference, and Prediction, Second Edition
Jerome Friedman, Robert Tibshirani, Trevor Hastie
algorithms · machine learning · neural networks · regression · statistics
The Handbook of Convertible Bonds: Pricing, Strategies and Risk Management
Jan De Spiegeleer, Wim Schoutens
convertible bonds · fixed income · mathematical finance · option pricing · risk management
The Oxford Handbook of Quantitative Methods, Volume 2: Statistical Analysis
Todd D. Little
hypothesis testing · regression · statistical inference · statistics
The Volatility Surface: A Practitioner's Guide
Jim Gatheral · 2006
derivatives · mathematical finance · option pricing · stochastic processes · volatility surface
Time Series Analysis
James D. Hamilton
econometrics · statistics · stochastic processes · time series
Vector Calculus
Harold R. Parks, Steven G. Krantz
calculus