Introduction to Quantitative Finance

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• sansnomme · Mar 28, 2020 · Recommends

  Trading and Exchanges: Market Microstructure for Practitioners, An introduction to quantitative finance by Blyth. Avoid pop finance books that is light on numbers. If you want to understand the qualitative aspects/culture/history, books like Flash Boys or Flash Boys: Not so fast are more than sufficient.…

  on “Ask HN: Introductory Books on the Stock Market?” ↗
• SkyMarshal · Oct 31, 2011 · Recommends

  Any of Paul Wilmott's books. Either his single Introduction to Quantitative Finance, or his three volume set. His focus is on knowing where models work and where they break down, and how to avoid using them naively. http://wilmott.com/

  on “Good books for hackers interested in quant finance?” ↗
• FilosofumRex · Apr 17, 2025 · Recommends

  …& concise book, which starts with a few practical problems to test your math background; if you pass, it'll take from Forwards, to Bermudan Swaptions in only about 150 pages! Blyth, S.J. (2013), “An Introduction to Quantitative Finance” Fun factoid - Blyth was the former head of Harvard's Endowment and Stats prof. He taught Stat-123 which was a jr level class at Harvard. He'd put on IR options trades via Bloomberg chat in the middle…

  on “An Introduction to Stochastic Calculus (2022)” ↗
• phyalow · Mar 30, 2014 · Recommends

  Hi, apologies for the slow reply. Yes predominately Monte-carlo simulations are used. If you are interested in the field an easy entry point is Paul Wilmotts "Introduction to Quantitative Finance".

  on “Julia vs. Python: Monte Carlo Simulations of Bitcoin Options” ↗