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Options, Futures, and other Derivatives - John C. Hull
Luenberger's Investment Science
Check out this FAQ
Option Pricing Theory by Peter Carr
Good Theories and Math to Read and Study
Stochastic Calculus
Numerical PDE
Wavelets
Neural Networks
Extreme Value Theory
Garch
Chaos
Kalman Filter
Post what courses or books you have found helpful.
Luenberger's Investment Science
Check out this FAQ
Option Pricing Theory by Peter Carr
Good Theories and Math to Read and Study
Stochastic Calculus
Numerical PDE
Wavelets
Neural Networks
Extreme Value Theory
Garch
Chaos
Kalman Filter
Post what courses or books you have found helpful.