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If you're interested in quantitative finance (e.g. how to price an option), browse one of the introductory books listed under General here: http://quantlib.org
by nandemo 14y ago
If you're interested in quantitative finance (e.g. how to price an option), browse one of the introductory books listed under General here:
http://quantlib.org/books.shtml http://quantlib.org/books.shtml
And then if you find a topic that interests you, follow up with more specific books.
See also Mark Joshi's list:
http://www.markjoshi.com/RecommendedBooks.html http://www.markjoshi.com/RecommendedBooks.html
- philip1209 14y agoGreat, thanks. At the moment, Kutner's Applied Linear Statistical Models and Winston's Introduction to Mathematical Programming have caught my eye. From your lists, Binmore's Mathematical Analysis and Rogers' Diffusions Markov Processes and Martingales seem excellent too. The difficulty is making sure that I can manage the course through independent study and that I can receive approval for it to count as an engineering course.