library

Table of Content

Mathematics

• Arbitrage_Theory_in_Continuous_Time
• Brownian_Motion_Martingales_and_Stochastic_Calculus
• Brownian_Motion_Martingales_and_Stochastic_Calculus_Solution
• Financial_Calculus_An_Introduction_to_Derivative_Pricing
• Learning_Theory_from_First_Principles
• Measure_Theory_Probability_and_Stochastic_Processes
• Stochastic_Calculus_for_Finance_II
• Stochastic_Calculus_for_Finance_Vol_I_And_II_Solution
• Stochastic_Finance_An_Introduction_in_Discrete_Time
• The_Mathematics_of_Financial_Derivatives
• The_Mathematics_of_Financial_Derivatives_Notes_and_Solutions
• [Petersen]Mathematics_of_Machine_Learning
• [Salih]An_Introduction_to_the_Mathematics_of_Financial_Derivatives
• [Salih]An_Introduction_to_the_Mathematics_of_Financial_Derivatives_Solution_Manual
• Mathematics_for_Machine_Learning
• Mathematics_for_Machine_Learning_Solution
• Advanced_Linear_and_Matrix_Algebra
• The_Elements_of_Statistical_Learning
• Financial_Mathematics_A_Comprehensive_Treatment

Coding

• Accelerated_C++
• C++_Design_Patterns_and_Derivatives_Pricing
• C++_for_Financial_Mathematics
• Effective_Modern_C++
• Financial_Instrument_Pricing_Using_C++
• Financial_Numerical_Recipes_in_C++
• Options_and_Derivatives_Programming_in_Cpp23
• The_Art_of_Transformer_Programming
• Fluent_Python
• Data_Structures_and_Algorithms_with_Python
• Bioinformatics_Algorithms
• Python_for_Financial_Engineering_and_Intro_to_algo_trading
• Quantlib_Python_Cookbook
• An_Introduction_to_Statistical_Learning

Finance

• The_Volatility_Surface_A_Practitioners_Guide
• Volatility_Trading
• [Hull]Options_Futures_and_Other_Derivatives
• Stochastic_Volatility_Modeling
• Paul_Wilmott_Introduces_Quantitative_Finance
• Financial_Machine_Learning

Interview

• 40_Puzzles_and_Problems_in_Probability_and_Mathematical_Statistics
• Handbook_of_Quantitative_Finance_and_Risk_Management