List 5 your favourite authors in quantitative finance field

[Tsotne]

It's interesting to know which are the most recognized/popular authors in the community... List 5 of your choice...I'd say the following with no regard to sequence:

1) Zvi bodie
2) Steven Shreve
3) Robert McDonald
4) Stephen Ross
5) Daniel Duffy

Math + Finance + Programming, all included

 

[rajanS]

I am deeply saddened that you have not mentioned 'Stefanica'.

 

[Andy Nguyen]

I am deeply saddened that you have not mentioned 'Stefanica'.

Nothing wrong with that. It's OP's favorite list.

 

[Tsotne]

I am deeply saddened that you have not mentioned 'Stefanica'.

I know "A Primer for the Mathematics of Financial Engineering" is very popular book but I haven't had an experience with it so I cannot list this author into my favorite list.