Become a Financial Math Wizard

Options, derivatives, credit, FX, & commodities:

“Options, Futures, and Other Derivatives” (Hull) https://amzn.to/3Emjwk3

“Stochastic Volatility Modeling” https://amzn.to/45RYaXm

“Value at Risk” https://amzn.to/3R7bT8K

“Mathematical Methods for FX” https://amzn.to/3R9DplM

“FX Options & Structued Products” https://amzn.to/3R8ETgk

“Commodities & Commodity Derivatives” https://amzn.to/3R62U7q

“Managing Credit Risk” (Altman) https://amzn.to/3P04dlT

“Credit Risk Modeling” https://amzn.to/3P1w84Q

“Bond Markets, Analysis, & Strategies” (Fabozzi) https://amzn.to/3R7eL5b

“Valuation” (Damodoran – makes both lists) https://amzn.to/3EqFwdi

Risk & asset allocation:


“Active Portfolio Management” (Grinold & Kahn) https://amzn.to/45EhGHg

“Quantitative Equity Portfolio Management” https://amzn.to/3PpRURo

“Quantitative Portfolio Management” https://amzn.to/3PqTLFz

“Equity Portfolio Management” (Fabozzi) https://amzn.to/3Z4RfrN

“Advanced Portfolio Management” https://amzn.to/45NEtA8

“Modern Invesment Management” (Litterman/GSAM) https://amzn.to/3sBO4f0


Analysis of financial time series:


“Anaysis of Financial Time Series” (Tsay) https://amzn.to/45YEktF

“Applied Econometric Time Series” https://amzn.to/45VKf2p

“Econometrics: A Modern Approach” https://amzn.to/45V7FFf

“Statistics & Data Analysis for Financial Engineering” https://amzn.to/45WrRqo


Financial ML/Stats:


“The Elements of Statistical Learning” https://amzn.to/47X8I9s

“All of Statistics” https://amzn.to/45CUnxg

“Advances in Financial ML” (Lopez de Prado) https://amzn.to/3P5Oq4S

“Linear Algebra Done Right” https://amzn.to/3P0RLlL

“Deep Reinforcement Learning” (Yuxi Li) https://arxiv.org/pdf/1810.06339.pdf