The Complete Guide to Capital Markets for Quantitative Professionals (McGraw-Hill Library of Investment and Finance).

Physicists on Wall Street and Other Essays on Science and Society.Nerds on Wall Street: Math, Machines and Wired Markets.The Quants: How a New Breed of Math Whizzes Conquered Wall Street and Nearly Destroyed It.Financial Engineering: The Evolution of a Profession (Robert W.

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

How I Became a Quant: Insights from 25 of Wall Street's Elite.

More Money Than God: Hedge Funds and the Making of a New Elite (Council on Foreign Relations Books (Penguin Press)).

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

The Big Short: Inside the Doomsday Machine - Michael Lewis.

These books also make much better bedtime reading than graduate texts on stochastic calculus. It's all well and good being the best mathematician and programmer on the globe, but if you can't tell your stock from your bond, or your bank from your fund, you'll find it a lot harder to pass those HR screenings. One area that routinely catches out prospective quants at interview is their lack of basic financial markets knowledge. This list was last updated on 27th July 2013. If you have any suggestions for more books, please contact me at and I'll get them added. The lists cover general quant finance, careers guides, interview prep, quant trading, mathematics, numerical methods and programming in C++, Python, Excel, MatLab and R.Ĭanary Wharf Tube Station, London - Many investment banks reside here, via Harshil.Shah Indices are specified as '^IXIC' etc.I've tried to list as many great quantitative finance books as I can.

Financial instruments can in general be specified by including the name of the exchange or listing, as in 'NYSE:GE', 'F:BMW', 'OB:EGAN', etc.

US stocks and other financial instruments can be specified by standard ticker symbols such as 'GE'.FinancialData can retrieve end-of-day data on US and other stocks and other financial instruments, as well as indices and currency exchange rates.

Mathematica for finance