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Table of content

1. General reading on Wall Street culture and history


2. Career as a quant
3. Free quant career guide downloads
4. Reading list before you start an MFE program
5. Reading list to prepare for quant interviews
6. Programming languages: C++, C#, F#, Matlab, VBA, Python,
SQL
7. Credit derivatives
8. Risk management

General reading on Wall Street culture and history

(^top)

1. Reminiscences of a Stock Operator (Wiley Investment


Classics)
2. Working the Street: What You Need to Know About Life on Wall
Street
3. Liar’s Poker: Rising Through the Wreckage on Wall Street
4. Monkey Business: Swinging Through the Wall Street Jungle
5. Fiasco: The Inside Story of a Wall Street Trader
6. Den of Thieves
7. When Genius Failed: The Rise and Fall of Long-Term Capital
Management
8. Traders, Guns & Money: Knowns and unknowns in the dazzling
world of derivatives
9. The Greatest Trade Ever: The Behind-the-Scenes Story of How
John Paulson Defied Wall Street and Made Financial History
10. Goldman Sachs : The Culture of Success
11. The House of Morgan: An American Banking Dynasty and the
Rise of Modern Finance
12. Wall Street: A History: From Its Beginnings to the Fall of Enron
13. The Murder of Lehman Brothers: An Insider’s Look at the
Global Meltdown
14. On the Brink: Inside the Race to Stop the Collapse of the
Global Financial System
15. House of Cards: A Tale of Hubris and Wretched Excess on Wall
Street
16. Too Big to Fail: The Inside Story of How Wall Street and
Washington Fought to Save the Financial System-and
Themselves
17. Liquidated: An Ethnography of Wall Street
18. Fortune’s Formula: The Untold Story of the Scientific Betting
System That Beat the Casinos and Wall Street

Career as a quant (^top)

1. My Life as a Quant: Reflections on Physics and Finance


2. How I Became a Quant: Insights from 25 of Wall Street’s Elite
3. The Big Short: Inside the Doomsday Machine
4. The Quants: How a New Breed of Math Whizzes Conquered
Wall Street and Nearly Destroyed It
5. Nerds on Wall Street: Math, Machines and Wired Markets
6. Physicists on Wall Street and Other Essays on Science and
Society
7. The Complete Guide to Capital Markets for Quantitative
Professionals
8. Starting Your Career as a Wall Street Quant: A Practical, No-BS
Guide to Getting a Job in Quantitative Finance and Launching
a Lucrative Career
Free quant career guide downloads (^top)

1. What do quant do? A guide by Mark Joshi


2. Paul & Dominic’s Guide to Quant Careers Version 1.95
3. Career in Financial Markets 2009-2010- a guide by
efinancialcareers
4. Interview Preparation Guide by Michael Page: Quantitative
Analysis
5. Interview Preparation Guide by Michael Page: Quantitative
Structuring
6. Paul & Dominic’s Job Hunting in Interesting Times Second
Edition
7. A Practitioner’s Guide to Mathematical Finance by Peter Carr

Reading list before you start an MFE program (^top)

1. A Primer for the Mathematics of Financial Engineering


(+ Solutions Manual) by Dan Stefanica
2. An Introduction to the Mathematics of Financial Derivatives,
Second Edition by Salih Neftci
3. Options, Futures, and Other Derivatives with Derivagem CD
(7th Edition) by John Hull
4. Paul Wilmott on Quantitative Finance 3 Volume Set (2nd
Edition) by Paul Wilmott
5. Principles of Financial Engineering, Second Edition by Salih
Neftci
6. The Concepts and Practice of Mathematical Finance by Mark
Joshi
7. Financial Options: From Theory to Practice by Stephen
Figlewski
8. Financial Calculus : An Introduction to Derivative Pricing by
Martin Baxter
9. A Course in Financial Calculus by Etheridge Alison
10. The Mathematics of Financial Derivatives: A Student
Introduction by Paul Wilmott
11. Frequently Asked Questions in Quantitative Finance by Paul
Wilmott
12. Derivatives Markets by Robert L. McDonald

Reading list to prepare for quant interviews (^top)

1. Heard on The Street: Quantitative Questions from Wall Street


Job Interviews – by Timothy Crack
2. Quant Job Interview Questions And Answers – by Mark Joshi
3. Frequently Asked Questions in Quantitative Finance – by Paul
Wilmott
4. A Practical Guide To Quantitative Finance Interviews – by
Xinfeng Zhou
5. Basic Black-Scholes: Option Pricing and Trading – by Timothy
Crack
6. Fifty Challenging Problems in Probability with Solutions -by
Frederick Mosteller
7. Vault Guide to Advanced Finance & Quantitative Interviews
C++ (ordered by level of difficulty) (^top)

1. Problem Solving with C++, 7th Edition by Walter Savitch


2. C++ How to Program (7th Edition) by Harvey Deitel
3. Absolute C++ (4th Edition) by Walter Savitch
4. Thinking in C++: Introduction to Standard C++, Volume One
by Bruce Eckel
5. Thinking in C++: Practical Programming, Volume Two by Bruce
Eckel
6. The C++ Programming Language: Special Edition by Bjarne
Stroustrup (C++ inventor)
7. Effective C++: 55 Specific Ways to Improve Your Programs
and Designs by Scot Myers
8. C++ Primer (4th Edition) by Stanley Lippman
9. C++ Design Patterns and Derivatives Pricing (2nd edition) by
Mark Joshi
10. Financial Instrument Pricing Using C++ by Daniel Duffy
C# (ordered by level of difficulty) (^top)

1.
2.
3.

F# (ordered by level of difficulty) (^top)

1. Programming F#: An introduction to functional language by


Chris Smith
2. F# for Scientists by Jon Harrops (Microsoft Researcher)
3. Real World Functional Programming: With Examples in F# and
C#
4. Expert F# by Don Syme

Matlab (ordered by level of difficulty) (^top)

1. Matlab: A Practical Introduction to Programming and Problem


Solving
2. Numerical Methods in Finance and Economics: A MATLAB-
Based Introduction (Statistics in Practice)
3.
4.
5.

Credit Derivatives (^top)


1. Credit Derivatives Pricing Models: Model, Pricing and
Implementation by Philipp J. Schönbucher
2. Credit Derivatives & Synthetic Structures: A Guide to
Instruments and Applications by Janet M. Tavakoli
3.

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