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Columbia MFE Columbia MFE suggested reading list

Andy Nguyen

Member
The following is a list of books suggested to every incoming MFE student at Columbia University.

GENERAL BACKGROUND (Good to have read)
QUANTITATIVE BACKGROUND
A VARIETY OF MORE SPECIALIZED REFERENCE BOOKS ON QUANTITATIVE METHODS
 

Moksha

Member
The list is long, obviously cant read it before the session..Any suggestions/ preferences for the books to be read first.
 

Moksha

Member
Thanks Andy for coming to my rescue.
I have done CFA L1 books for finance and currently reading Hull, since I am not from core finance background. I am also reading " A demon of our own design".
I need to cover quantitative methods importantly now.
Any other suggestions for finance books?
 

Andy Nguyen

Member

dstefan

Baruch MFE Director
I agree, Andy - Kuznetsov's book is very good to figure out where quants fit in the landscape.
 

Tsotne

Well-Known Member
Bodie - Kane - Markus's Investments seems to be very similar with Sharp's book. Sheldon Ross's stochastic processes is good for beginners I believe, at least it is looks easier than Steven Shreve's stochastic calculus. (not sure if it is though)
 
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