Reading material

This is my plan for after I finish the prequisitive maths for quantitative finance. The book choices are from another forum.
I have several questions about them.

Notes by david lando and rolf poulsen - alternative to Shreve1 (better imo)
2 - bjorks book on arbitrage theory - alternative to Shreve2 (more to the point imo)
3 - C++ by Bjarne Stoustrup, or joshis book
4 - Econometrics, Fumio Hayashi
5 - Glassermans book on MC
6 - A good book on PDEs for finance, Wilmotts might be a try but I don't know that book
(Option pricing: Mathematical models and computation)

(I am planning to learn stochastic processes from a book called mathematical modelling and computation in finance.)
1.Do Tomas bjorks and shreve’s books include enough measure theory?

2.Is Tomas Bjork a good alternative to shreve?
I saw that Tomas bjork doesn’t have anything on jump processes.

3.Are David landos notes a possible alternative for Shreve 1 and if so are they better or worse?

4.is the econometrics books attached any good?
 

Daniel Duffy

C++ author, trainer
double post ... see

 
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