Good Books for Beginning Quants

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6/11/10
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Options, Futures, and other Derivatives - John C. Hull
Luenberger's Investment Science

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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.
 
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