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Top 7 Books to Read

As far as I know, the book has been out of print for some time. Your best best is likely to be some place like Amazon or Half.com
 
My choice :
1. Monte Carlo methods - Glasserman
2. Interest rate models - Brigo and Mercurio
3. Finite difference methods in financial engineering - Daniel Duffy
4. Design Pattern C++ - M.Joshi
5. Pricing financial instrument : the finite difference method - Domingo Tavella
6. Volatility and Correlation : the perfect hedger - R. Rebonato
7. The volatility surface - J.Gatheral
 
Hey,

I'm an undergrad and I want to get my feet wet over the summer. What is the best intro financial math book I will be able to understand with only stats, calc 1, 2, 3 and linear?

Thanks!
 
CGiuliano said:
Hey,

I'm an undergrad and I want to get my feet wet over the summer. What is the best intro financial math book I will be able to understand with only stats, calc 1, 2, 3 and linear?

Thanks!
Click to expand...


The late Salih Neftc's The Mathematics of Financial Derivatives

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Not related to quant finance in any way but I found Robert J. Ringer's "Winning through Intimidation" to be a rewarding read and it's been by my side for over thirty years now. There may be some used copies floating around.

Postscript: read some of the Amazon reviews to understand why I recommend this book.

<iframe src="http://rcm.amazon.com/e/cm?t=quantfinaneng-20&o=1&p=8&l=as1&asins=0449207862&fc1=000000&IS2=1&lt1=_blank&m=amazon&lc1=0000FF&bc1=FFFFFF&bg1=F7F7F7&f=ifr" style="width:120px;height:240px;" scrolling="no" marginwidth="0" marginheight="0" frameborder="0"></iframe>
 
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