joncooper

This reader’s recommendations and supporting excerpts from the sampled discussions.

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3 books

Paul Wilmott on Quantitative Finance

Paul Wilmott
2 readers · Mathematics, Business, Economics

joncooper · Nov 1, 2011

"Paul Wilmott on Quantitative Finance" vol 1-3 are worth having as a reference, perhaps.

Good books for hackers interested in quant finance?Original comment ↗

Analysis and Use of Financial Statements

K. R. Subramanyam, John J. Wild, Robert F. Halsey
1 reader · Business, Economics

joncooper · Nov 1, 2011

"Analysis and Use of Financial Statements" by White, Sondhi and Fried.

Good books for hackers interested in quant finance?Original comment ↗

Dynamic Hedging: Managing Vanilla and Exotic Options

Nassim Nicholas Taleb
1 reader · Business, Economics, Mathematics

joncooper · Nov 1, 2011

Nassim Taleb's "Dynamic Hedging" is the finest book I'm aware of on the subject of actually trading/managing vol portfolios. It's REALLY good. And dense.

Good books for hackers interested in quant finance?Original comment ↗