A First Course in Quantitative Finance:
Thomas Mazzoni -
This book contains all necessary theoretical and mathematical concepts and relevent numerical methods, as well as the necessary programming code for porting algorithms onto a computer.
Models.Behaving.Badly.: Why Confusing Illusion with Reality Can Lead to Disaster, on Wall Street and in Life:
Emanuel Derman -
Emanuel Derman describes his experience as a physicist on Wall Street, the models quants generated, the benefits they brought and the problems, practical and ethical, they caused.
Physicists on Wall Street and Other Essays on Science and Society: Reflections in Science, History, and Finance:
Jeremy Bernstein -
Dipping into these pages is like rummaging around in the mind of a genius who has a potpourri of interests and an abundance of fascinating experiences.