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QuantNet Best-selling Quant Books of 2014

Andy Nguyen

Member
QuantNet has been compiling the annual list of best-selling quant books our members purchase every year since 2010 (see the best-selling book lists of 2010, 2011,2012, 2013. The following list is 20 best-selling quant books of 2014 (both hard-copy and ebooks), compiled from aggregate, anonymously collected data, provided by Amazon with QuantNet tags.

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  1. A Primer For The Mathematics Of Financial Engineering, Second Edition - Dan Stefanica
  2. 150 Most Frequently Asked Questions on Quant Interviews - Dan Stefanica, Rados Radoicic, Tai-Ho Wang
  3. Fifty Challenging Problems in Probability with Solutions - Frederick Mosteller
  4. Solutions Manual - A Primer For The Mathematics Of Financial Engineering, Second Edition - Dan Stefanica
  5. The Complete Guide to Capital Markets for Quantitative Professionals - Alex Kuznetsov
  6. A Practical Guide To Quantitative Finance Interviews - Xinfeng Zhou
  7. Quant Job Interview Questions and Answers (Second edition) - Mark Joshi
  8. Liar's Poker: Rising Through the Wreckage on Wall Street - Michael Lewis
  9. When Genius Failed: The Rise and Fall of Long-Term Capital Management - Roger Lowenstein
  10. C++ Primer Plus (6th Edition) (Developer's Library) - Stephen Prata
  11. My Life as a Quant: Reflections on Physics and Finance - Emanuel Derman
  12. Heard on the Street: Quantitative Questions from Wall Street Job Interviews - Timothy Crack
  13. Frequently Asked Questions in Quantitative Finance - Paul Wilmott
  14. How I Became a Quant: Insights from 25 of Wall Street's Elite - Richard R. Lindsey, Barry Schachter
  15. Cracking the Coding Interview: 150 Programming Questions and Solutions - Gayle Laakmann McDowell
  16. Stochastic Calculus for Finance I: The Binomial Asset Pricing Model - Steven Shreve
  17. Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance) - Steven Shreve
  18. A Linear Algebra Primer for Financial Engineering: Covariance Matrices, Eigenvectors, OLS, and more - Dan Stefanica
  19. Financial Options: From Theory to Practice - Stephen Figlewski, William Silber
  20. Matlab, Third Edition: A Practical Introduction to Programming and Problem Solving - Stormy Attaway
 
Hey all, thanks for the input on my earlier question about R books. I was hoping to get some recommendations for the following as well;

Recently, I have done a few interviews for trader internship positions with some prop trading firms like Jane Street, and Optiver. However, unfortunately I haven't been very successful in passing their problem solving questions. Its been my first time interviewing for this type of internship, so while I spent alot of time reviewing my market terminology and what not, the brainteaser- math olympiad type questions caught me off guard. I was wondering what books you all recommend to practice for these brainteasers in math/probability/general logic. I'm going to take a look at #3 on this list, but any more recommendations would be great. I'll be practicing throughout the year so I'll be more competitive next year (because I assume you cant become great at brainteasers in two weeks)

Thank you all, any help is appreciated.
 
Last edited:

Jason Stevens

Active Member
C++
Hey all, thanks for the input on my earlier question about R books. I was hoping to get some recommendations for the following as well;

Recently, I have done a few interviews for trader internship positions with some prop trading firms like Jane Street, and Optiver. However, unfortunately I haven't been very successful in passing their problem solving questions. Its been my first time interviewing for this type of internship, so while I spent alot of time reviewing my market terminology and what not, the brainteaser- math olympiad type questions caught me off guard. I was wondering what books you all recommend to practice for these brainteasers in math/probability/general logic. I'm going to take a look at #3 on this list, but any more recommendations would be great. I'll be practicing throughout the year so I'll be more competitive next year (because I assume you cant become great at brainteasers in two weeks)

Thank you all, any help is appreciated.
Kevin,

I realize you posted this in February but if you're still looking to practice the mathlete stuff for trading interviews, check out #12 Tim Crack's book. My first gig in finance was at one of these prop shops in Chi Town and I was asked at least 10-15 questions directly from this text. Another great problem solving book (though less relevant to finance/trading) is "The Art and Craft of Problem Solving" by Paul Zeitz--http://www.amazon.com/The-Art-Craft-Problem-Solving/dp/0471135712
 
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