master reading list for quants, mfe students

8/8/2019 Master Reading List for Quants, MFE Students

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Table of content

1. General reading on Wall Street culture and history

2. Career as a quant3. Free quant career guide downloads

4. Reading list before you start an MFE program

5. Reading list to prepare for quant interviews

6. Programming languages: C++, C#, F#, Matlab, VBA, Python,

SQL

7. Credit derivatives

8. Risk management

General reading on Wall Street culture and history

(^top)

1. Reminiscences of a Stock Operator (Wiley Investment

Classics)

2. Working the Street: What You Need to Know About Life on Wall

Street

3. Liars Poker: Rising Through the Wreckage on Wall Street

4.

Monkey Business: Swinging Through the Wall Street Jungle5. Fiasco: The Inside Story of a Wall Street Trader

6. Den of Thieves

7. When Genius Failed: The Rise and Fall of Long-Term Capital

Management

8. Traders, Guns & Money: Knowns and unknowns in the dazzling

world of derivatives

9. The Greatest Trade Ever: The Behind-the-Scenes Story of How

John Paulson Defied Wall Street and Made Financial History

10. Goldman Sachs : The Culture of Success

11.The House of Morgan: An American Banking Dynasty and theRise of Modern Finance

12. Wall Street: A History: From Its Beginnings to the Fall of Enron

13.The Murder of Lehman Brothers: An Insiders Look at the

Global Meltdown

14. On the Brink: Inside the Race to Stop the Collapse of the

Global Financial System

15. House of Cards: A Tale of Hubris and Wretched Excess on Wall

Street
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.amazon.com/gp/product/0470580844?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0470580844http://www.amazon.com/gp/product/0470580844?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0470580844http://www.amazon.com/gp/product/1403963770?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=1403963770http://www.amazon.com/gp/product/1403963770?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=1403963770http://www.amazon.com/gp/product/0140143459?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0140143459http://www.amazon.com/gp/product/0446676950?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0446676950http://www.amazon.com/gp/product/0140278796?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0140278796http://www.amazon.com/gp/product/067179227X?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=067179227Xhttp://www.amazon.com/gp/product/0375758259?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0375758259http://www.amazon.com/gp/product/0375758259?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0375758259http://www.amazon.com/gp/product/0273704745?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0273704745http://www.amazon.com/gp/product/0273704745?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0273704745http://www.amazon.com/gp/product/0385529910?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0385529910http://www.amazon.com/gp/product/0385529910?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0385529910http://www.amazon.com/gp/product/0684869683?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0684869683http://www.amazon.com/gp/product/0802144659?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0802144659http://www.amazon.com/gp/product/0802144659?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0802144659http://www.amazon.com/gp/product/0195170601?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0195170601http://www.amazon.com/gp/product/188328371X?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=188328371Xhttp://www.amazon.com/gp/product/188328371X?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=188328371Xhttp://www.amazon.com/gp/product/0446561932?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0446561932http://www.amazon.com/gp/product/0446561932?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0446561932http://www.amazon.com/gp/product/0767930894?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0767930894http://www.amazon.com/gp/product/0767930894?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0767930894http://www.quantnet.com/master-reading-list-for-quants#general


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16.Too Big to Fail: The Inside Story of How Wall Street and

Washington Fought to Save the Financial System-and

Themselves

17. Liquidated: An Ethnography of Wall Street

18. Fortunes Formula: The Untold Story of the Scientific BettingSystem That Beat the Casinos and Wall Street

Career as a quant (^top)

1. My Life as a Quant: Reflections on Physics and Finance

2. How I Became a Quant: Insights from 25 of Wall Streets Elite

3. The Big Short: Inside the Doomsday Machine

4. The Quants: How a New Breed of Math Whizzes Conquered

Wall Street and Nearly Destroyed It5. Nerds on Wall Street: Math, Machines and Wired Markets

6. Physicists on Wall Street and Other Essays on Science and

Society

7. The Complete Guide to Capital Markets for Quantitative

Professionals

8. Starting Your Career as a Wall Street Quant: A Practical, No-BS

Guide to Getting a Job in Quantitative Finance and Launching

a Lucrative Career
http://www.amazon.com/gp/product/0670021253?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0670021253http://www.amazon.com/gp/product/0670021253?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0670021253http://www.amazon.com/gp/product/0670021253?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0670021253http://www.amazon.com/gp/product/0822345994?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0822345994http://www.amazon.com/gp/product/0809045990?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0809045990http://www.amazon.com/gp/product/0809045990?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0809045990http://www.quantnet.com/master-reading-list-for-quants#tophttp://www.amazon.com/gp/product/0470192739?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0470192739http://www.amazon.com/gp/product/0470050624?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0470050624http://www.amazon.com/gp/product/0393072231?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0393072231http://www.amazon.com/gp/product/0307453375?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0307453375http://www.amazon.com/gp/product/0307453375?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0307453375http://www.amazon.com/gp/product/0471369462?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0471369462http://www.amazon.com/gp/product/0387765050?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0387765050http://www.amazon.com/gp/product/0387765050?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0387765050http://www.amazon.com/gp/product/0071468293?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0071468293http://www.amazon.com/gp/product/0071468293?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0071468293http://www.amazon.com/gp/product/1432706810?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=1432706810http://www.amazon.com/gp/product/1432706810?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=1432706810http://www.amazon.com/gp/product/1432706810?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=1432706810http://www.amazon.com/gp/product/0809045990?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0809045990http://www.amazon.com/gp/product/0822345994?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0822345994http://www.amazon.com/gp/product/0670021253?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0670021253http://www.amazon.com/gp/product/0767930894?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0767930894http://www.amazon.com/gp/product/0446561932?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0446561932http://www.amazon.com/gp/product/188328371X?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=188328371Xhttp://www.amazon.com/gp/product/0195170601?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0195170601http://www.amazon.com/gp/product/0802144659?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0802144659http://www.amazon.com/gp/product/0684869683?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0684869683http://www.amazon.com/gp/product/0385529910?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0385529910http://www.amazon.com/gp/product/0273704745?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0273704745http://www.amazon.com/gp/product/0375758259?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0375758259http://www.amazon.com/gp/product/067179227X?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=067179227Xhttp://www.amazon.com/gp/product/0140278796?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0140278796http://www.amazon.com/gp/product/0446676950?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0446676950http://www.amazon.com/gp/product/0140143459?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0140143459http://www.amazon.com/gp/product/1403963770?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=3734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Free quant career guide downloads (^top)

1. What do quant do? A guide by Mark Joshi

2. Paul & Dominics Guide to Quant Careers Version 1.95

3. Career in Financial Markets 2009-2010- a guide by

efinancialcareers

4. Interview Preparation Guide by Michael Page: Quantitative

Analysis

5. Interview Preparation Guide by Michael Page: Quantitative

Structuring6. Paul & Dominics Job Hunting in Interesting Times Second

Edition

7. A Practitioners Guide to Mathematical Finance by Peter Carr

Reading list before you start an MFE program (^top)

1. A Primer for the Mathematics of Financial Engineering

(+ Solutions Manual) by Dan Stefanica

2. An Introduction to the Mathematics of Financial Derivatives,Second Edition by Salih Neftci

3. Options, Futures, and Other Derivatives with Derivagem CD

(7th Edition) by John Hull

4. Paul Wilmott on Quantitative Finance 3 Volume Set (2nd

Edition) by Paul Wilmott

5. Principles of Financial Engineering, Second Edition by Salih

Neftci

6. The Concepts and Practice of Mathematical Finance by Mark

Joshi
http://www.quantnet.com/master-reading-list-for-quants#tophttp://www.markjoshi.com/downloads/advice.pdfhttp://www.markjoshi.com/downloads/advice.pdfhttp://www.ieor.columbia.edu/pdf-files/Paul_Dominic.pdfhttp://www.quantnet.com/forum/downloads.php?do=file&id=412http://www.quantnet.com/forum/downloads.php?do=file&id=412http://www.quantnet.com/forum/downloads.php?do=file&id=415http://www.quantnet.com/forum/downloads.php?do=file&id=415http://www.quantnet.com/forum/downloads.php?do=file&id=416http://www.quantnet.com/forum/downloads.php?do=file&id=416http://www.quantnet.com/forum/downloads.php?do=file&id=413http://www.quantnet.com/forum/downloads.php?do=file&id=413http://www.quantnet.com/forum/downloads.php?do=file&id=417http://www.quantnet.com/master-reading-list-for-quants#tophttp://www.amazon.com/gp/product/0979757606?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0979757606http://www.amazon.com/gp/product/0979757630?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0979757630http://www.amazon.com/gp/product/0125153929?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0125153929http://www.amazon.com/gp/product/0125153929?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0125153929http://www.amazon.com/gp/product/0125153929?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0125153929http://www.amazon.com/gp/product/0136015867?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0136015867http://www.amazon.com/gp/product/0136015867?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0136015867http://www.amazon.com/gp/product/0470018704?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0470018704http://www.amazon.com/gp/product/0470018704?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0470018704http://www.amazon.com/gp/product/0123735742?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0123735742http://www.amazon.com/gp/product/0521514088?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0521514088http://www.amazon.com/gp/product/1432706810?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=1432706810http://www.amazon.com/gp/product/0071468293?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0071468293http://www.amazon.com/gp/product/0387765050?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0387765050http://www.amazon.com/gp/product/0471369462?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0471369462http://www.amazon.com/gp/product/0307453375?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0307453375http://www.amazon.com/gp/product/0393072231?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0393072231http://www.amazon.com/gp/product/0470050624?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0470050624http://www.amazon.com/gp/product/0470192739?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0470192739http://www.quantnet.com/master-reading-list-for-quants#tophttp://www.markjoshi.com/downloads/advice.pdfhttp://www.ieor.columbia.edu/pdf-files/Paul_Dominic.pdfhttp://www.quantnet.com/forum/downloads.php?do=file&id=412http://www.quantnet.com/forum/downloads.php?do=file&id=412http://www.quantnet.com/forum/downloads.php?do=file&id=415http://www.quantnet.com/forum/downloads.php?do=file&id=415http://www.quantnet.com/forum/downloads.php?do=file&id=416http://www.quantnet.com/forum/downloads.php?do=file&id=416http://www.quantnet.com/forum/downloads.php?do=file&id=413http://www.quantnet.com/forum/downloads.php?do=file&id=413http://www.quantnet.com/forum/downloads.php?do=file&id=417http://www.quantnet.com/master-reading-list-for-quants#tophttp://www.amazon.com/gp/product/0979757606?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0979757606http://www.amazon.com/gp/product/0979757630?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0979757630http://www.amazon.com/gp/product/0125153929?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0125153929http://www.amazon.com/gp/product/0125153929?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0125153929http://www.amazon.com/gp/product/0136015867?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0136015867http://www.amazon.com/gp/product/0136015867?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0136015867http://www.amazon.com/gp/product/0470018704?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0470018704http://www.amazon.com/gp/product/0470018704?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0470018704http://www.amazon.com/gp/product/0123735742?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0123735742http://www.amazon.com/gp/product/0521514088?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0521514088


4/7

7. Financial Options: From Theory to Practice by Stephen

Figlewski

8. Financial Calculus : An Introduction to Derivative Pricing by

Martin Baxter

9. A Course in Financial Calculus by Etheridge Alison10.The Mathematics of Financial Derivatives: A Student

Introduction by Paul Wilmott

11. Frequently Asked Questions in Quantitative Finance by Paul

Wilmott

12. Derivatives Markets by Robert L. McDonald

Reading list to prepare for quant interviews (^top)

1. Heard on The Street: Quantitative Questions from Wall Street

Job Interviews by Timothy Crack

2. Quant Job Interview Questions And Answers by Mark Joshi

3. Frequently Asked Questions in Quantitative Finance by Paul

Wilmott

4. A Practical Guide To Quantitative Finance Interviews by

Xinfeng Zhou5. Basic Black-Scholes: Option Pricing and Trading by Timothy

Crack

6. Fifty Challenging Problems in Probability with Solutions -by

Frederick Mosteller

7. Vault Guide to Advanced Finance & Quantitative Interviews
http://www.amazon.com/gp/product/155623872X?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=155623872Xhttp://www.amazon.com/gp/product/0521552893?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0521552893http://www.amazon.com/gp/product/0521890772?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0521890772http://www.amazon.com/gp/product/0521497892?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0521497892http://www.amazon.com/gp/product/0521497892?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0521497892http://www.amazon.com/gp/product/0470748753?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0470748753http://www.amazon.com/gp/product/032128030X?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=032128030Xhttp://www.quantnet.com/master-reading-list-for-quants#tophttp://www.amazon.com/gp/product/0970055277?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0970055277http://www.amazon.com/gp/product/0970055277?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0970055277http://www.amazon.com/gp/product/143821703X?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=143821703Xhttp://www.amazon.com/gp/product/0470748753?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0470748753http://www.amazon.com/gp/product/1438236662?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=1438236662http://www.amazon.com/gp/product/0970055242?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0970055242http://www.amazon.com/gp/product/0486653552?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0486653552http://www.amazon.com/gp/product/1581311729?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=1581311729http://www.amazon.com/gp/product/032128030X?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=032128030Xhttp://www.amazon.com/gp/product/0470748753?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0470748753http://www.amazon.com/gp/product/0521497892?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0521497892http://www.amazon.com/gp/product/0521890772?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0521890772http://www.amazon.com/gp/product/0521552893?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0521552893http://www.amazon.com/gp/product/155623872X?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=155623872Xhttp://www.amazon.com/gp/product/0521514088?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0521514088http://www.amazon.com/gp/product/0123735742?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0123735742http://www.amazon.com/gp/product/0470018704?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0470018704http://www.amazon.com/gp/product/0136015867?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0136015867http://www.amazon.com/gp/product/0125153929?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0125153929http://www.amazon.com/gp/product/0979757630?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0979757630http://www.amazon.com/gp/product/0979757606?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0979757606http://www.amazon.com/gp/product/155623872X?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=155623872Xhttp://www.amazon.com/gp/product/0521552893?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0521552893http://www.amazon.com/gp/product/0521890772?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0521890772http://www.amazon.com/gp/product/0521497892?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0521497892http://www.amazon.com/gp/product/0521497892?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0521497892http://www.amazon.com/gp/product/0470748753?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0470748753http://www.amazon.com/gp/product/032128030X?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=032128030Xhttp://www.quantnet.com/master-reading-list-for-quants#tophttp://www.amazon.com/gp/product/0970055277?ie=UTF8&ta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5/7

C++ (ordered by level of difficulty) (^top)

1. Problem Solving with C++, 7th Edition by Walter Savitch

2. C++ How to Program (7th Edition) by Harvey Deitel

3. Absolute C++ (4th Edition) by Walter Savitch

4. Thinking in C++: Introduction to Standard C++, Volume One

by Bruce Eckel

5. Thinking in C++: Practical Programming, Volume Two by Bruce

Eckel

6.

The C++ Programming Language: Special Edition by BjarneStroustrup (C++ inventor)

7. Effective C++: 55 Specific Ways to Improve Your Programs

and Designs by Scot Myers

8. C++ Primer (4th Edition) by Stanley Lippman

9. C++ Design Patterns and Derivatives Pricing (2nd edition) by

Mark Joshi

10. Financial Instrument Pricing Using C++ by Daniel Duffy
http://www.quantnet.com/master-reading-list-for-quants#tophttp://www.amazon.com/gp/product/0321531345?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0321531345http://www.amazon.com/gp/product/0136117260?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0136117260http://www.amazon.com/gp/product/0136083811?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0136083811http://www.amazon.com/gp/product/0139798099?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0139798099http://www.amazon.com/gp/product/0130353132?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0130353132http://www.amazon.com/gp/product/0201700735?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0201700735http://www.amazon.com/gp/product/0321334876?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0321334876http://www.amazon.com/gp/product/0321334876?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0321334876http://www.amazon.com/gp/product/0201721481?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0201721481http://www.amazon.com/gp/product/0521721628?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0521721628http://www.amazon.com/gp/product/0470855096?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0470855096http://www.amazon.com/gp/product/0470855096?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0470855096http://www.amazon.com/gp/product/0521721628?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0521721628http://www.amazon.com/gp/product/0201721481?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0201721481http://www.amazon.com/gp/product/0321334876?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0321334876http://www.amazon.com/gp/product/0201700735?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0201700735http://www.amazon.com/gp/product/0130353132?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0130353132http://www.amazon.com/gp/product/0139798099?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0139798099http://www.amazon.com/gp/product/0136083811?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0136083811http://www.amazon.com/gp/product/0136117260?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0136117260http://www.amazon.com/gp/product/0321531345?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0321531345http://www.amazon.com/gp/product/1581311729?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=1581311729http://www.amazon.com/gp/product/0486653552?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0486653552http://www.amazon.com/gp/product/0970055242?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0970055242http://www.amazon.com/gp/product/1438236662?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=1438236662http://www.amazon.com/gp/product/0470748753?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0470748753http://www.amazon.com/gp/product/143821703X?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=143821703Xhttp://www.amazon.com/gp/product/0970055277?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0970055277http://www.quantnet.com/master-reading-list-for-quants#tophttp://www.amazon.com/gp/product/0321531345?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0321531345http://www.amazon.com/gp/product/0136117260?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0136117260http://www.amazon.com/gp/product/0136083811?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0136083811http://www.amazon.com/gp/product/0139798099?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0139798099http://www.amazon.com/gp/product/0130353132?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0130353132http://www.amazon.com/gp/product/0201700735?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0201700735http://www.amazon.com/gp/product/0321334876?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0321334876http://www.amazon.com/gp/product/0321334876?ie=UTF8&ta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6/7

C# (ordered by level of difficulty) (^top)

1.

2.3.

F# (ordered by level of difficulty) (^top)

1. Programming F#: An introduction to functional language by

Chris Smith

2. F# for Scientists by Jon Harrops (Microsoft Researcher)

3. Real World Functional Programming: With Examples in F# and

C#4. Expert F# by Don Syme

Matlab (ordered by level of difficulty) (^top)

1. Matlab: A Practical Introduction to Programming and Problem

Solving

2. Numerical Methods in Finance and Economics: A MATLAB-

Based Introduction (Statistics in Practice)

3.

4.

5.

Credit Derivatives (^top)
http://www.quantnet.com/master-reading-list-for-quants#tophttp://www.quantnet.com/master-reading-list-for-quants#tophttp://www.amazon.com/gp/product/0596153643?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0596153643http://www.amazon.com/gp/product/0470242116?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0470242116http://www.amazon.com/gp/product/1933988924?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=1933988924http://www.amazon.com/gp/product/1933988924?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=1933988924http://www.amazon.com/gp/product/1590598504?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=1590598504http://www.quantnet.com/master-reading-list-for-quants#tophttp://www.amazon.com/gp/product/0750687622?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0750687622http://www.amazon.com/gp/product/0750687622?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0750687622http://www.amazon.com/gp/product/0471745030?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0471745030http://www.amazon.com/gp/product/0471745030?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0471745030http://www.quantnet.com/master-reading-list-for-quants#tophttp://www.amazon.com/gp/product/0471745030?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0471745030http://www.amazon.com/gp/product/0750687622?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0750687622http://www.amazon.com/gp/product/1590598504?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=1590598504http://www.amazon.com/gp/product/1933988924?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=1933988924http://www.amazon.com/gp/product/0470242116?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0470242116http://www.amazon.com/gp/product/0596153643?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0596153643http://www.quantnet.com/master-reading-list-for-quants#tophttp://www.quantnet.com/master-reading-list-for-quants#tophttp://www.amazon.com/gp/product/0596153643?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0596153643http://www.amazon.com/gp/product/0470242116?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0470242116http://www.amazon.com/gp/product/1933988924?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=1933988924http://www.amazon.com/gp/product/1933988924?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=1933988924http://www.amazon.com/gp/product/1590598504?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=1590598504http://www.quantnet.com/master-reading-list-for-quants#tophttp://www.amazon.com/gp/product/0750687622?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0750687622http://www.amazon.com/gp/product/0750687622?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0750687622http://www.amazon.com/gp/product/0471745030?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0471745030http://www.amazon.com/gp/product/0471745030?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0471745030http://www.quantnet.com/master-reading-list-for-quants#top


7/7

1. Credit Derivatives Pricing Models: Model, Pricing and

Implementation by Philipp J. Schnbucher

2. Credit Derivatives & Synthetic Structures: A Guide to

Instruments and Applications by Janet M. Tavakoli

3.
http://www.amazon.com/gp/product/0470842911?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0470842911http://www.amazon.com/gp/product/0470842911?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0470842911http://www.amazon.com/gp/product/047141266X?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=047141266Xhttp://www.amazon.com/gp/product/047141266X?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=047141266Xhttp://www.amazon.com/gp/product/047141266X?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=047141266Xhttp://www.amazon.com/gp/product/0470842911?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0470842911http://www.amazon.com/gp/product/0470842911?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0470842911http://www.amazon.com/gp/product/0470842911?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=0470842911http://www.amazon.com/gp/product/047141266X?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=047141266Xhttp://www.amazon.com/gp/product/047141266X?ie=UTF8&tag=quantfinaneng-20&link_code=as3&camp=211189&creative=373489&creativeASIN=047141266X

master reading list for quants, mfe students

Documents