Good books for hackers interested in quant finance? ↗

The books people recommended

2011-10-31 · 137 points · 59 comments · 9 books named by at least one person here and at least 3 people overall. The number on the left is how many people named it in this thread.

5Trading and Exchanges
Trading and Exchanges
Larry Harris
5 here · 16 all-time · #412 overall
Buy on Amazon4.6 out of 5, 117 ratings on Amazon
5Options, Futures, and Other Derivatives
Options, Futures, and Other Derivatives
John Hull
5 here · 11 all-time · #616 overall
Buy on Amazon4.3 out of 5, 670 ratings on Amazon
2Causality
Causality
Judea Pearl
2 here · 4 all-time · #1788 overall
2Active Portfolio Management
Active Portfolio Management
Frank J. Jones, Richard C. Grinold
2 here · 4 all-time · #1846 overall
2Dynamic Hedging
Dynamic Hedging
Nassim Nicholas Taleb
2 here · 3 all-time · #2633 overall
1Probability Theory
Probability Theory
E. T. Jaynes
1 here · 19 all-time · #341 overall
Buy on Amazon4.8 out of 5, 147 ratings on Amazon
1The Origin of Wealth
The Origin of Wealth
Eric Beinhocker
1 here · 11 all-time · #565 overall
Buy on Amazon4.5 out of 5, 135 ratings on Amazon
1Principles of Corporate Finance
Principles of Corporate Finance
Richard Brealey, Stewart Myers, Franklin Allen
1 here · 6 all-time · #1208 overall
1Elements of Information Theory
Elements of Information Theory
Cover, Thomas
1 here · 5 all-time · #1317 overall