HACKER Q&A
📣 adamnemecek

Best Resources on (Computational) Finance


Given the current situation, I was curious what are some good resources on finance, ideally with a computational point of view? I have tried to read some books but they all feel very poorly written and insanely boring.


  👤 serjester Accepted Answer ✓
I found this collection of Jupyter notebooks really well done. Some basic knowledge in stochastic calculus, financial mathematics and statistics is needed.

https://github.com/cantaro86/Financial-Models-Numerical-Meth...


👤 kratom_sandwich
Check out the works of Paul Wilmott, which include textbooks and a magazine of the same name which is (or at least used to be) the most expensive magazine subscription there is.

Wikipedia: https://en.wikipedia.org/wiki/Paul_Wilmott

Documentary on "quants" featuring him: https://www.youtube.com/watch?v=ed2FWNWwE3I

For finance in general, I recommend "Corporate Finance" by Berk & de Marzo or the CFA study material, which is quite accessible (at least for Level 1).


👤 akg_67
Quantnet is a good forum for financial engineering and computational finance. They have a dedicated forum on books in these areas. Have a look at them.

https://quantnet.com/forum/books.37/

Why do you want to learn computational finance? That will be the key driver to the type of books you should be reading. A lot of coverage in this area has institutional focus, you typically will not have access to those instruments as individual retail investor.


👤 superrrrr
I think she broke the news almost a day earlier than major news outlets: https://nope-its-lily.medium.com/

Incredible stuff which I don't understand nearly 50% of it, but I am learning...