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.
All books (page 3 of 5)
Mathematical Finance
- An Introduction to Heavy-Tailed and Subexponential Distributions — Sergey Foss (2011)
- An introduction to mathematical finance — Sheldon M. Ross (1999)
- An Introduction to Mathematical Finance with Applications — Arlie O. Petters, Xiaoying Dong (2016)
- Analyzing and modeling data and knowledge — Gesellschaft für Klassifikation. Jahrestagung (1992)
- Applied multivariate analysis — Ira H. Bernstein (1987)
- Applied Multivariate Data Analysis: Volume II — J. D. Jobson (1991)
- Applied multivariate statistical analysis — Wolfgang Härdle (2003)
- Applied Quantitative Finance — Wolfgang Härdle (2008)
- Applied Statistics For Business And Management Using Microsoft Excel — Linda Herkenhoff (2013)
- ARCH Models and Financial Applications — Christian Gourieroux (2012)
- Aspects of mathematical finance — Marc Yor (2008)
- C++ for Financial Mathematics — John Armstrong (2016)
- Classification and information processing at the turn of the millennium — Gesellschaft für Klassifikation. Jahrestagung (2000)
- Classification, Data Analysis, and Knowledge Organization — H.H. Bock, P. Ihm (1991)
- Computational Financial Mathematics Using Mathematica Optimal Trading In Stocks And Options: Optimal Trading in Stocks and Options — Srdjan Stojanovic (2013)
- Contemporary Quantitative Finance — Carl Chiarella (2010)
- Copulae in Mathematical and Quantitative Finance — Piotr Jaworski, Fabrizio Durante, Wolfgang Karl Härdle (2013)
- Data Analysis In Management With Spss Software — J. P. Verma (2012)
- Decision Systems And Nonstochastic Randomness — V. I. Ivanenko (2010)
- Discrete Time Series, Processes, and Applications in Finance — Gilles Zumbach (2012)
- Economic and Financial Modeling with Mathematica® — Hal R. Varian (2013)
- Elementary calculus of financial mathematics — A. J. Roberts (2009)
- Elliptically Contoured Models in Statistics — Gupta, A. K. (1993)
- Excel 2013 for Business Statistics — Thomas J. Quirk (2014)
- Experimental Design & Model Choice — Helge Toutenburg (1995)
- Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making — Olivier Gueant (2016)
- Financial Mathematics, Volatility And Covariance Modelling — Julien Chevallier, Stéphane Goutte, David Guerreiro, Sophie Saglio (2019)
- Financial Modeling Actuarial Valuation And Solvency In Insurance — Mario V. W. Thrich (2012)
- Financial Modeling, Actuarial Valuation and Solvency in Insurance — Mario V. Wüthrich (2013)
- Financial statistics and mathematical finance: Methods, Models and Applications — Ansgar Steland (2012)
- Fundamentals of modern statistical methods — Rand R. Wilcox (2010)
- Fundamentals of Queuing Systems — Nick T. Thomopoulos (2012)
- Generalized Hyperbolic Secant Distributions — Matthias J. Fischer (2013)
- Generalized Integral Transforms In Mathematical Finance — Andrey Itkin, Alexander Lipton, Dmitry Muravey (2021)
- Inference for Functional Data with Applications — Lajos Horváth (2012)
- International encyclopedia of statistical science — Miodrag Lovric (2010)
- Introduction to Financial Mathematics — Hugo D. Junghenn (2019)
- Introduction to Financial Mathematics — Kevin J. Hastings (2015)
- Introduction to mathematical finance — Glen Swindle, David Heath (2000)
- Introduction to the statistical analysis of categorical data — Erling B. Andersen (1997)
- Lectures on Mathematical Finance and Related Topics — Yuri Kifer (2019)
- Lectures on probability theory and statistics — Ecole d'été de probabilités de Saint-Flour (30th 2000) (2003)
- Local regression and likelihood — Catherine Loader (1999)
- Lundberg Approximations for Compound Distributions with Insurance Applications — Gordon E. Willmot, X. Sheldon Lin (2000)
- Martingale Methods in Financial Modelling — Marek Rutkowski, Marek Musiela (1997)
- Mathematical and Statistical Methods for Actuarial Sciences and Finance — Marco Corazza, María Durbán, Aurea Grané, Cira Perna, Marilena Sibillo, Claudio Pizzi (2010)
- Mathematical finance — Nikolai Dokuchaev (2007)
- Mathematical Finance — M. J. Alhabeeb (2011)
- Mathematical Finance and Probability: A Discrete Introduction — P. Koch Medina, Sandro Merino (2002)
- Mathematical Finance: A Very Short Introduction — Mark H. A. Davis (2010)
- Mathematical Finance: Bachelier Congress 2000 — Helyette Geman, Dilip Madan, Stanley R. Pliska, Ton Vorst (2010)
- Mathematical Finance: Deterministic and Stochastic Models — Jacques Janssen, Raimondo Manca, Ernesto Volpe, Ernesto Volpe di Prignano (2010)
- Mathematical Finance: Theory Review and Exercises — Emanuela Rosazza Gianin, Carlo Sgarra (2013)
- Mathematical Finance: Theory, Modeling, Implementation — Christian Fries (2007)
- Mathematical Statistics — Bartel Leendert van der Waerden, Virginia Thompson, Ellen Sherman (2013)
- Mathematics for Econometrics — Phoebus J. Dhrymes (2013)
- Mathematics of Financial Markets — Robert J J. Elliott, P. Ekkehard Kopp (2005)
- Micro-Econometrics — Myoung-jae Lee (2006)
- Modern stochastics and applications — Vladimir V. Korolyuk (2014)
- Optimal Mixture Experiments — B.K. K. Sinha, N.K. Mandal, Manisha Pal, P. Das (2014)
- Paris-Princeton Lectures on Mathematical Finance 2002 — Peter Bank (2003)
- Paris-Princeton Lectures on Mathematical Finance 2003 — Marek Rutkowski (2004)
- Paris-Princeton Lectures on Mathematical Finance 2010 — Areski Cousin (2011)
- Permutation Tests — Phillip Good (1994)
- Problems and Solutions in Mathematical Finance: Equity Derivatives — Eric Chin, Dian Nel, Sverrir �lafsson, Sverrir Ólafsson (2014)
- Quantitative Analysis in Financial Markets: Collected Papers of the New York University Mathematical Finance Seminar — Marco Avellaneda (1999)
- R for Cloud Computing — A Ohri (2014)
- R For Marketing Research and Analytics — Chris Chapman, Elea McDonnell Feit (2015)
- R Programming and Its Applications in Financial Mathematics — Daisuke Yoshikawa, Shuichi Ohsaki, Jori Ruppert-Felsot (2018)
- Random Evolutions and Their Applications — Anatoly Swishchuk (1997)
- Regression — Ludwig Fahrmeir (2007)
- Restricted Kalman Filtering — Adrian Pizzinga (2012)
- Retrial queueing systems — J. R. Artalejo (2008)
- Risk Neutral Pricing and Financial Mathematics
- Risk-neutral valuation — N. H. Bingham, Rudiger Kiesel (1998)
- Statistical Analysis of Discrete Data — Thomas J. Santner (1989)
- Statistical Tools for Finance and Insurance — Pavel Čižek (2011)
- Statistics and Data Analysis for Financial Engineering — David Ruppert, David S. Matteson (2010)
- Statistics for Business and Financial Economics — Cheng-Few Lee, John C. Lee, Alice C. Lee (2013)
- Statistics of financial markets — Szymon Borak (2010)
- Statistics of Financial Markets — Szymon Borak (2013)
- Stochastic Optimal Control and the U.S. Financial Debt Crisis — Jerome L. Stein (2012)
- Stochastic processes and applications to mathematical finance — Jiro Akahori, Shigeyoshi Ogawa, Shinzo Watanabe (2006)
- Stochastic processes and applications to mathematical finance — Ritsumeikan International Symposium, Ritsumeikan International Symposium 2003, Jiro Akahori, Shigeyoshi Ogawa, Shinzo Watanabe (2004)
- Study Guide for Statistics for Business & Financial Economics — Ronald L. Moy (1999)
- The Gini Methodology — Shlomo Yitzhaki, Edna Schechtman (2012)
- The statistical analysis of categorical data — Erling B. Andersen (1991)
- The Statistical Mechanics of Financial Markets (Texts and Monographs in Physics) — Johannes Voit (2005)
- Unbiased Estimators and Their Applications: Volume 1 — V. G. Voinov, M. S. Nikulin (2012)
- Using SPSS for Windows — Kristin Voelkl Finn, Susan B. Gerber (1999)
- Weather Derivatives: Modeling and Pricing Weather-Related Risk — Antonis Alexandridis K., Achilleas D. Zapranis (2012)
Numerical Methods
- Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing — Norbert Hilber, Oleg Reichmann, Christoph Schwab, Christoph Winter (2013)
- Data analysis — Siegmund Brandt (1999)
- Finance with Monte Carlo — Ronald W. Shonkwiler (2013)
- Financial Modeling — Stephane Crepey (2013)
- Finite Difference Methods in Financial Engineering: A Partial Differential Equation Approach — Daniel J. Duffy (2006)
- Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics — Paolo Brandimarte (2014)
- Handbook of Computational and Numerical Methods in Finance — Svetlozar T. Rachev, George A. Anastassiou (2004)
- Implementing models in quantitative finance — Gianluca Fusai, Andrea Roncoroni (2007)
- Interest Rate Derivatives: Valuation, Calibration and Sensitivity Analysis — Ingo Beyna (2013)