HACKER Q&A
📣 alexmolas

Best references to learn about quant finance?


Hi

I would like to learn more about quantitative finance and I'm looking for good resources to learn (books, papers, courses, videos, code repos, etc.). I've studied physics and I'm currently working with ML, so I'm not afraid of "hard" math.

Which are the best resources for a noob that wants to learn and get a good understanding of this topic?

  👤 Bostonian Accepted Answer ✓
You could look at the curriculum of one of the quant finance programs, for example NYU Courant https://math-finance.cims.nyu.edu/. For financial derivatives there are books by John Hull, Paul Wilmott, and many others. https://wilmott.com/ is a good site with a forum. There are finance working papers at SSRN https://papers.ssrn.com/sol3/jweljour_results.cfm?code=G1 and arXiv https://arxiv.org/archive/q-fin