smq/directoryAn evolving quant resource archive

Financial Markets Microstructure course (UCPH, Masters in Econ)

Index

10,427 resources
  1. Financial Markets Microstructure course (UCPH, Masters in Econ)electronicgoreGithub Repon.d.
  2. Options, Futures, and Other Derivatives, Ninth Global EditionJohn C. HullBookn.d.
  3. Stochastic Calculus for Finance ISteven ShreveBookn.d.
  4. Stochastic Calculus for Finance II: Continuous-Time ModelsSteven ShreveBookn.d.
  5. Arbitrage Theory in Continuous Time, Third EditionTomas BjörkBook2009
  6. Monte Carlo Methods in Financial EngineeringPaul GlassermanBookn.d.
  7. The Volatility Surface: A Practitioner's GuideJim GatheralBook2006
  8. Advances in Financial Machine LearningMarcos López de PradoBook2018
  9. Quantitative Trading: How to Build Your Own Algorithmic Trading BusinessErnest P. ChanBook2009
  10. Active Portfolio Management, Second EditionRichard C. Grinold, Ronald N. KahnBookn.d.
  11. Fixed Income Securities: Tools for Today's Markets, Second EditionBruce TuckmanBookn.d.
  12. Modern Portfolio Theory and Investment Analysis, Ninth EditionEdwin J. Elton, Martin J. Gruber, Stephen J. Brown, William N. GoetzmannBookn.d.
  13. Inside the Black Box: A Simple Guide to Quantitative and High-Frequency TradingRishi K. NarangBookn.d.
  14. Pairs Trading: Quantitative Methods and AnalysisGanapathy VidyamurthyBookn.d.
  15. An Introduction to Statistical Learning with Applications in PythonDaniela Witten, Gareth James, Jonathan Taylor, Robert Tibshirani, Trevor HastieBookn.d.
  16. The Elements of Statistical Learning: Data Mining, Inference, and Prediction, Second EditionJerome Friedman, Robert Tibshirani, Trevor HastieBookn.d.
  17. Pattern Recognition and Machine LearningChristopher M. BishopBookn.d.
  18. Probabilistic Machine Learning: An IntroductionKevin P. MurphyBookn.d.
  19. Hands-On Machine Learning with Scikit-Learn, Keras, and TensorFlow, Second EditionAurélien GéronBookn.d.
  20. Statistical Inference, Second EditionGeorge Casella, Roger L. BergerBookn.d.
  21. All of Statistics: A Concise Course in Statistical InferenceLarry WassermanBookn.d.
  22. Introduction to ProbabilityJessica Hwang, Joseph K. BlitzsteinBook2019
  23. A First Course in ProbabilitySheldon RossBook2010
  24. Probability with MartingalesDavid WilliamsBookn.d.
  25. Brownian Motion and Stochastic CalculusIoannis Karatzas, Steven E. ShreveBookn.d.
  26. Continuous Martingales and Brownian MotionDaniel Revuz, Marc YorBookn.d.
  27. Markov ChainsJ. R. NorrisBookn.d.
  28. Essentials of Stochastic Processes, Third EditionRichard DurrettBookn.d.
  29. Introduction to Linear Algebra, Fifth EditionGilbert StrangBookn.d.
  30. Introduction to Applied Linear Algebra: Vectors, Matrices, and Least SquaresLieven Vandenberghe, Stephen BoydBookn.d.
  31. Linear Algebra Done Right, Second EditionSheldon AxlerBookn.d.
  32. Numerical Linear AlgebraDavid Bau III, Lloyd N. TrefethenBookn.d.
  33. Matrix Computations, Fourth EditionCharles F. Van Loan, Gene H. GolubBookn.d.
  34. Introduction to Algorithms, Third EditionCharles E. Leiserson, Clifford Stein, Ronald L. Rivest, Thomas H. CormenBookn.d.
  35. AlgorithmsChristos H. Papadimitriou, Sanjoy Dasgupta, Umesh V. VaziraniBookn.d.
  36. Algorithm DesignJon Kleinberg, Éva TardosBookn.d.
  37. Time Series AnalysisJames D. HamiltonBookn.d.
  38. Introductory Econometrics for FinanceChris BrooksBookn.d.
  39. Econometric Analysis of Cross Section and Panel Data, Second EditionJeffrey M. WooldridgeBookn.d.
  40. Bayesian Data Analysis, Third EditionAki Vehtari, Andrew Gelman, David B. Dunson, Donald B. Rubin, Hal S. Stern, John B. CarlinBookn.d.
  41. Asymptotic StatisticsAad W. van der VaartBookn.d.

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