A catalogue of books for quantitative finance practitioners and researchers. Bibliographic facts come from open sources (Open Library, Crossref, OpenAlex); topic, mathematical difficulty and orientation labels are model-derived by transparent rules, shown with their evidence and confidence, and are not reviews. Each book links to related papers in the archive where the research areas overlap.
Quant Finance Books
A curated, machine-assembled catalogue of quantitative finance books with transparent, rule-based topic, difficulty and orientation labels, linked to related research papers.
Topics, difficulty and orientation are model-derived by transparent rules from bibliographic metadata, not editorial reviews. Explore the book knowledge graph · Book authors
All books (page 1 of 5)
Algorithmic Trading
- Algorithmic Trading and Quantitative Strategies — Raja Velu, Maxence Hardy, Daniel Nehren (2018)
- An introduction to algorithmic trading: Basic to Advanced Strategies — Edward A. Leshik, Jane Cralle (2011)
- Building Winning Algorithmic Trading Systems: A Trader's Journey from Data Mining to Monte Carlo Simulation to Live Trading — Kevin J. Davey (2014)
- Detecting Regime Change in Computational Finance: Data Science, Machine Learning and Algorithmic Trading — Jun Chen, Edward P. K. Tsang (2020)
- Electronic and Algorithmic Trading Technology — Kendall Kim (2007)
- Inside the Black Box: The Simple Truth About Quantitative Trading — Rishi K. Narang (2009)
- Quantitative Trading Strategies — Lars Kestner (2003)
- Quantitative Trading Strategies Using Python: Technical Analysis, Statistical Testing, and Machine Learning — Peng Liu (2023)
- Quantitative trading with R — Harry Georgakopoulos (2015)
- Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization — Xin Guo, Tze Leung Lai, Howard Shek, Samuel Po-Shing Wong (2017)
- Quantitative Trading: How to Build Your Own Algorithmic Trading Business — Ernie Chan, Ernest P. Chan (2008)
- The Science Of Algorithmic Trading And Portfolio Management — Robert Kissell (2013)
Asset Pricing
- Asset Pricing — B.Philipp Kellerhals (2004)
- Asset Pricing: Modeling and Estimation (Springer Finance) — B.Philipp Kellerhals (2010)
- Continuous-Time Asset Pricing Theory: A Martingale-Based Approach — Robert A. Jarrow (2018)
- Discrete-time asset pricing models — P-C. G. Vassiliou (2010)
- Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment — Kenneth J. Singleton (2005)
- FINANCE THEORY AND ASSET PRICING — Frank Milne (1995)
- Financial Asset Pricing Theory — Claus Munk (2013)
- The capital asset pricing model in the 21st century: Analytical, Empirical, and Behavioral Perspectives — Haim Levy (2012)
Computational Finance
- Computational Finance: An Introductory Course with R — Argimiro Arratia (2014)
- Computational Finance: MATLAB® Oriented Modeling — Francesco Cesarone (2020)
- Handbook of computational finance — Jin-Chuan Duan, Wolfgang Härdle, James E. Gentle (2012)
- Natural Computing in Computational Finance — Michael O'Neill, Anthony Brabazon, Dietmar G. Maringer (2008)
- Natural Computing in Computational Finance: Volume 2 — Anthony Brabazon, Michael O’Neill, Dietmar Maringer (2012)
- Practical C++20 Financial Programming: Problem Solving for Quantitative Finance, Financial Engineering, Business, and Economics — Carlos Oliveira (2021)
- Python for Finance: Analyze Big Financial Data — Yves Hilpisch (2014)
- Python for Finance: Apply powerful finance models and quantitative analysis with Python — Yuxing Yan (2017)
Deep Learning for Finance
- Machine Learning for Economics and Finance in TensorFlow 2: Deep Learning Models for Research and Industry — Isaiah Hull (2020)
- Neural networks and the financial markets — Jimmy Shadbolt, John G. Taylor (2002)
- Neural networks for financial forecasting — Edward Gately (1996)
- Neural Networks in Finance — Paul D. McNelis (2004)
- Neural Networks in Finance and Investing — Robert R. Trippi (1992)
- Neural networks in financial engineering — International Conference on Neural Networks in the Capital Markets (3rd 1995 London, England) (1996)
- Risk measurement, econometrics, and neural networks — Karlsruher Ökonometrie-Workshop (6th 1997) (1998)
- Wavelet neural networks — Antonis K. Alexandridis (2014)
Derivatives Pricing
- A Course in Derivative Securities — Kerry Back (2005)
- A Course in Financial Calculus — Alison Etheridge (2002)
- A Game Theory Analysis of Options — Alexandre Ziegler (2004)
- Advances in Mathematical Finance — Michael C. Fu (2007)
- An engine, not a camera — Donald A. MacKenzie (2006)
- An introduction to financial option valuation — D. J. Higham (2004)
- Arbitrage Theory in Continuous Time — Björk, Tomas. (1998)
- Arbitrage Theory In Continuous Time — Tomas Bjork (2009)
- Binomial models in finance — John van der Hoek, Robert J. Elliott (2005)
- CDS delivery option: Better Pricing of Credit Default Swaps — David Boberski (2009)
- Codes of Finance: Engineering Derivatives in a Global Bank — Vincent Antonin Lépinay (2011)
- Commodities: Fundamental Theory of Futures, Forwards, and Derivatives Pricing — M. A. H. Dempster, Tang, Ke (2015)
- Commodity Derivatives: Markets and Applications — Neil C. Schofield (2007)
- Commodity Option Pricing: A Practitioner's Guide — Iain J. Clark (2014)
- Computational Methods in Finance — Ali Hirsa (2013)
- CREDIT DERIVATIVES AND STRUCTURED CREDIT TRADING — Vinod Kothari (2008)
- Credit derivatives: Trading, Investing and Risk Management — Geoff Chaplin (2005)
- Derivative Finanzmarktinstrumente — Bernd Rudolph, Klaus Schäfer (2005)
- Derivative Pricing in Discrete Time — Nigel J. Cutland, Alet Roux (2012)
- Derivative Securities and Difference Methods — You-lan Zhu, Xiaonan Wu, I-Liang Chern, Zhi-Zhong Sun (2004)
- Derivatives — Keith Cuthbertson, Dirk Nitzsche (2019)
- Derivatives Analytics with Python: Data Analysis, Models, Simulation, Calibration and Hedging — Yves Hilpisch (2015)
- Derivatives Demystified: A Step‐by‐Step Guide to Forwards, Futures, Swaps and Options — Andrew M. Chisholm (2004)
- Derivatives Essentials: An Introduction to Forwards, Futures, Options, and Swaps — Aron Gottesman (2016)
- Derivatives Markets — David Goldenberg (2016)
- Derivatives Markets and Analysis — R. Stafford Johnson (2017)
- Derivatives: The Theory and Practice of Financial Engineering — Paul Wilmott (1998)
- Efficient Methods for Valuing Interest Rate Derivatives — Antoon Pelsser (2000)
- Efficient Methods for Valuing Interest Rate Derivatives — Antoon Pelsser (2000)
- Emerging Financial Derivatives: Understanding exotic options and structured products — Kin Keung Lai, Jerome Yen (2014)
- Exotic Option Pricing and Advanced Lévy Models — Andreas E. Kyprianou, Wim Schoutens, Paul Wilmott (2005)
- Factor Model Approach to Derivative Pricing — James A. Primbs (2016)
- Financial Calculus: An Introduction to Derivative Pricing — Martin Baxter, Andrew Rennie (1996)
- Financial Derivative and Energy Market Valuation: Theory and Implementation in Matlab® — Michael Mastro (2013)
- Financial Derivatives Modeling — Christian Ekstrand (2011)
- Financial derivatives pricing: Selected Works of Robert Jarrow — Robert A. Jarrow (2008)
- Financial Derivatives: Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps — George M. Constantinides (2014)
- Financial Derivatives: Pricing and Risk Management — Robert W. Kolb, James A. Overdahl (2003)
- FINANCIAL DERIVATIVES: PRICING, APPLICATIONS, AND MATHEMATICS — Jamil Baz, George Chacko (2003)
- Financial Engineering and Computation: Principles, Mathematics, Algorithms — Yuh-Dauh Lyuu (2001)
- Financial Engineering with Finite Elements — Jürgen Topper, Juergen Topper (2004)
- Financial engineering: The Evolution of a Profession — Tanya S. Beder, Cara M. Marshall (2011)
- Financial Hacking: Evaluate Risks, Price Derivatives, Structure Trades, and Build Your Intuition Quickly and Easily — Philip Maymin (2012)
- Financial instrument pricing using C++ — Daniel J. Duffy (2004)
- Foreign exchange option pricing: A Practitioner's Guide — Iain J. Clark (2011)
- FX options and structured products — Uwe Wystup (2006)
- Handbook of Corporate Equity Derivatives and Equity Capital Markets — Juan Ramirez (2011)
- Implementing models of financial derivatives: Object Oriented Applications with VBA — Nick Webber (2010)
- Interest Rate Dynamics, Derivatives Pricing, and Risk Management — Lin Chen (1996)
- Interest Rate Swaps and Their Derivatives: A Practitioner's Guide — Amir Sadr (2009)
- Introduction to Derivative Securities, Financial Markets, and Risk Management — Robert A. Jarrow, Arka Chatterjea, Arkadev Chatterjea (2013)
- Introduction to Exotic Option Pricing — Peter Buchen (2012)
- Introduction to the Mathematics of Finance: Arbitrage and Option Pricing — Steven Roman (2012)
- Introduction to the Mathematics of Financial Derivatives — Ali Hirsa, Salih N. Neftci (2013)
- Lévy processes in finance: Pricing Financial Derivatives — Wim Schoutens (2003)
- Martingale methods in financial modelling — Marek Musiela (2010)
- Mathematical Techniques in Finance: Tools for Incomplete Markets — Aleš Černý (2003)
- MODELING AND PRICING IN FINANCIAL MARKETS FOR WEATHER DERIVATIVES — Fred Espen Benth, Jūratė Šaltytė Benth (2012)
- Modelling single-name and multi-name credit derivatives — Dominic O'Kane (2008)
- Monte Carlo Methods in Financial Engineering — Paul Glasserman (2010)
- Option Pricing And Estimation Of Financial Models With R — Stefano M. Iacus (2011)
- Options, Futures, and Other Derivatives — JOHN C HULL (1997)
- Options, Futures, and Other Derivatives — John C. Hull (1989)
- Paul Wilmott on quantitative finance — Paul Wilmott (2000)