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.
The Complete Guide to Capital Markets for Quantitative Professionals:
Alex Kuznetsov -
A comprehensive resource for readers with a background in science and technology who want to transfer their skills to the financial industry.
The Energy World is Flat: Opportunities from the End of Peak Oil:
Daniel Lacalle and Diego Parrilla -
A forward-looking analysis of the energy markets which addresses the implications of their rapid transformation.
Trades, Quotes and Prices: Financial Markets Under the Microscope:
Jean-Philippe Bouchaud, Julius Bonart, Jonathan Donier, and Martin Gould -
A deep-dive into the heart of modern financial markets, the authors explore why and how people trade - and the consequences.