标星★公众号 爱你们♥
作者:Peter Nistrup
近期原创文章:
“You wont become an algorithmic genius savant extraordinaire philanthropist billionaire overnight.”
如果你全身心投入,你就会离实现财务自由的梦想越来越近。
有些书的内容是重叠的,所以你应该自己研究哪些书更适合你的思维方式和当前的技能。
由以下几类构成:
一般阅读
轻松阅读
编程
数学
经济学与金融学
技术类与时间序列分析
其他
衍生品
特别是Python、R和C++。
Security Analysis by Benjamin Graham, David Dodd, Warren Buffett
The (Mis)Behavior of Markets by Benoît B. Mandelbrot, Richard L.
Damodaran on Valuation by Damodaran Aswath
Models Behaving Badly by Emanuel Derman
Trading Systems by Emilio Tomasini
Business Cycles and Equilibrium by Fischer Black
Dual Momentum Investing by Gary Antonacci
The Problem with HFT by Haim Bodek
The Econometrics of Financial Markets by John Y., Wen-C. Lo, Archie C.
Building Winning Algorithmic Trading Systems by Kevin Davey
Trading and Exchanges by Larry Harris
Martingale Methods in Financial Modelling by Marek M., Marek R.
Dynamic Hedging: Managing Vanilla and Exotic Options by Nassim N.
Financial Modelling With Jump Processes by Rama C. & Peter T.
The Evaluation and Optimization of Trading Strategies by Robert P.
Fundamentals of Corporate Finance by Stephen A., Randolph W & more
Arbitrage Theory in Continuous Time by Tomas Björk
Trade Your Way to Financial Freedom by Van K. Tharp
Equity derivatives
The Volatility Surface by Jim Gatheral
Stochastic Volatility Modeling by Lorenzo Bergomi
Equity Hybrid Derivatives by Marcus Overhaus et al.
FX derivatives
FX Options and Smile Risk by Antonio Castagna
Foreign Exchange Option Pricing by Iain J. Clark FX
FX Options and Structured Products by Uwe Wystup
Commodity derivatives
Energy and Power Risk Management by Alexander E.
Commodities and Commodity Derivatives by Helyette Geman
Commodity Option Pricing by Iain J. Clark
Interest rate derivatives
Interest Rate Models — Theory and Practice by Damiano B. & Fabio M.
Pricing and Trading Interest Rate Derivatives by J. H. M. Darbyshire
Interest Rate Modeling I, II & III by Leif Andersen & Vladimir Piterbarg
Interest Rate Option Models by Rebonato
Credit derivatives
Modelling Single-name and Multi-name Credit Derivatives by Dominic
Credit Risk — Modeling, Valuation & Hedging by Tomasz R. & Marek R.
XVA
XVA: Credit, Funding and Capital Valuation Adjustments by Andrew G.
Counterparty Credit Risk, Collateral and Funding by Damiano Brigo
量化投资与机器学习微信公众号,是业内垂直于Quant、MFE、CST等专业的主流自媒体。公众号拥有来自公募、私募、券商、银行、海外等众多圈内10W+关注者。每日发布行业前沿研究成果和最新资讯。