HACKER Q&A
📣 _spoonman

Resource for Mathematics of Finance


Hello!

I’m looking for recommendations for a good resource on financial mathematics, maybe from first principles. Ideally, I’d like to understand more complex topics such as Monte Carlo simulations, expected value, Black-Shoales, etc.

My goal is not to be a quant but to be able to speak intelligently about the field. (I don’t play baseball but I know what an ERA is, kind of thing).

Any help is appreciated.

Merry Christmas!

  👤 szferi137 Accepted Answer ✓
Quantstart has a good list of books on the topic: https://quantstart.com/articles/Quantitative-Finance-Reading... Similarly, Quantocray maintain a list of recommended books: https://quantocracy.com/books/financial-math/
👤 ploika
The book I used in college was "Mathematics for Finance: An Introduction to Financial Engineering" by Marek Capinski and Tomasz Zastawniak.

You can easily find (legal) PDFs of it online.

I should say that a lot of people in my class really didn't like the book. Personally I thought it was fine.