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Master reading list for Quants, MFE (Financial Engineering) students


MFE Alum
Might be a good book to read. Here is a question for everybody. What do you think about books written by industry professionals (as opposed to people from academia)?
Might be a good book to read. Here is a question for everybody. What do you think about books written by industry professionals (as opposed to people from academia)?

I think its all relative to what interests one has. Being a student of financial technology, I would certainly gravitate to literature that's written by industry professionals such as Alex Kuznetsov or Emanuel Derman solely because of their experience within the financial realm. Alex's purported reason for authoring this book is to provide practical finance/business awareness to new entrants in the industry, a common trait that most applicants in his opinion lacked, ( I will let you know how its once I am done reading it ).

On the other hand, in my humble opinion, Academia published works I've read seemed to focus more on theory but suffered in practicality. Then again, I have probably only covered a fraction in comparison to folks on this forum, so i may be shooting in the dark. BUT that's my .02 cents
This book seems to be a popular one now that everyone knows about Heard on the Street. I add this one to the first post in case you get ready for a job interview

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Baruch MFE Director
The GREAT news is that I expect to buy all the books listed here for the Baruch MFE Library. They should all be there by the end of October - I will need someone with a car to help me bring them in though :)


Daniel Duffy

C++ author, trainer
Added a new book to the list. A very light and enjoyable read.

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I got this book today and can't recommend this highly enough. It has lot of useful tips and I can use almost all of the tip/trick right away. Saves plenty of time if you work with Excel all day long.

for $16, it's a bargain. I'm adding this and other SQL books to the master list.
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