Recently: Quantitative Finance Books
These are a handful of the books I’ve enjoyed recently about finance. The summaries are brief because countless others have done the job for me, but from here I’ll be moving onto more niche topics in energy markets and sustainable growth and hopefully I can write about those issues with some real depth.
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The Concepts and Practice of Mathematical Finance |
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My Life as a Quant For those considering jobs as Quants, this memoir leaves you with plenty of inspiration, but little practical insight. |
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Statistical Arbitrage A decent numerical guide to the guiding principles behind stat arb. Very similar to other Wiley Finance books. |
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The (Mis) Behavior of Markets Mandelbrot—without question—is one of the most influential, yet under-appreciated figures in complexity, math, and finance. This book should be required reading for any risk manager, trader, or economist. |
