Quant Finance

Quantitative Risk Management

Alexander J. McNeil, Rüdiger Frey & Paul Embrechts

Concepts, Techniques and Tools - Revised Edition

Stochastic Calculus for Finance I

Steven E. Shreve

The Binomial Asset Pricing Model

Detecting Regime Change in Computational Finance

Jun Chen & Edward P.K. Tsang

Data Science, Machine Learning and Algorithmic Trading

Advances in Financial Machine Learning

Marcos López de Prado

Stochastic Finance with Python

Avishek Nag

Advances in Active Portfolio Management

Richard C. Grinold & Ronald N. Kahn

Analysis of Financial Time Series

Ruey S. Tsay

Intelligent Credit Scoring

Naeem Siddiqi

Building and Implementing Better Credit Risk Scorecards

Beat the Market: A Scientific Stock Market System

Edward O. Thorp & Sheen T. Kassouf

A Scientific Stock Market System

Paul Wilmott Introduces Quantitative Finance

Paul Wilmott

The Money Formula

Paul Wilmott & David Orrell

Dodgy Finance, Pseudo Science, and How Mathematicians Took Over the Markets

Options, Futures, and Other Derivatives

John C. Hull

Frequently Asked Questions in Quantitative Finance, Second Edition

Paul Wilmott