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1、ThisisalistofbooksthathavebeenprovedtobeusefulintheeducationofmanyQuants.ManyofthesebooksareusedintheMFEprograms.FeelfreetosuggestothertitlesindifferentcategoriesandIwilladdtothemasterlist.FREEQUANTCAREERGUIDES 1)Whatdoquantdo?AguidebyMarkJoshi.2)Paul&Dominic'sGuidetoQuantCareers3)CareerinFina
2、ncialMarkets‐aguidebyefinancialcareers.4)InterviewPreparationGuidebyMichaelPage:QuantitativeAnalysis,andQuantitativeStructuring.LIFEASAQUANT 1)HowIbecameaQuant:Storiesof25TopQuants2)MylifeasaQuant,byEmmanualDerman3)WorkingtheStreetbyErikBanks4)Liar'sPokerbyMichaelLewis5)FooledbyRandomnessbyNas
3、simNicholasTaleb6)TheCompleteGuidetoCapitalmarketsforQuantitativeProfessionalsBOOKSFORQUANTINTERVIEWS 1)BasicBlack‐Scholes:OptionPricingandTradingbyTimothyFalconCrack2)HeardontheStreet:QuantitativeQuestionsfromWallStreetJobInterviewsbyTimothyFalconCrack3)FrequentlyaskedquestionsinQuantitativef
4、inance4)StartingYourCareerasaWallStreetQuant5)APracticalGuidetoQuantitativeFinanceInterviewsbyXinfengZhou6)FiftyChallengingProblemsinProbabilitywithSolutionsbyFrederickMosteller7)QuantJobInterviewQuestionsandAnswersbyMarkJoshiQuantJobInterviewQuestionsandAnswersbyMarkJoshi,AndrewDownes,NickDen
5、son(Book)inBusiness&EconomicsGENERAL 1)TheConceptsandPracticeofMathematicalFinance,byMarkS.Joshi2)PaulWilmottonQuantitativeFinance,byPaulWilmott3)Options,Futures,andOtherDerivatives,byJohnC.Hull4)APrimerfortheMathematicsofFinancialEngineeringbyDanStefanica5)PrinciplesofFinancialEngineering(2nd
6、Ed)bySalihNeftciFINITEDIFFERENCES 1)OptionPricing:MathematicalModelsandComputation,byP.Wilmott,J.N.Dewynne,S.D.Howison2)PricingFinancialInstruments:TheFiniteDifferenceMethod,byDomingoTavella,CurtRandallMONTECARLO 1)MonteCarloMethodsinFinance,byPeterJaeckel.Errataavailableatjaeckel.org2)MonteCa
7、rlo,byBrunoDupire(Editor)3)MonteCarloMethodsinFinancialEngineering,byPaulGlassermanSTOCHASTICCALCULUS 1)StevenShreve:StochasticCalculusandFinance2)AnIntroductiontotheMathematicsofFinancialDerivatives,SecondEdition,bySalihNeftcifreesolut
