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This question on a definitive C++ Book guide and list was very helpful to me. Could we have the same for Quantitative Finance topics as community wiki?

Before you vote to close or dismiss the question, please consider this quote from the C++ question:

Please leave this question open. It has been discussed on meta multiple times and the verdict was that, despite this question not fully adhering to current moderation guidelines, it does more good than harm. Also keep in mind that there are — literally! — thousands of links to this question all across the Internet.

Possible topics could be for example:

  • Financial Mathematics
  • Risk analysis and management
  • Time-series analysis
  • Fixed-income
  • Data aquisition, handling, cleansing
  • Portfolio and asset management

Related questions are:

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There are a few reading lists on the web:

http://www.quantstart.com/articles/Quantitative-Finance-Reading-List

https://www.quantnet.com/threads/master-reading-list-for-quants-mfe-financial-engineering-students.535/

I'm pretty skeptical that these lists are useful though since "Quantitative Finance" is a broad field. HFT and exotic options pricing have no overlap, so any book list would have to be segregated into domain.

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    $\begingroup$ Yes, I agree, the lists should be segregated into domain. Also, a list which is maintained and collected here by multiple experts from the field has the possibility to be more universal and not just one persons opinion. $\endgroup$
    – user1157
    Commented Jan 10, 2014 at 7:38
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    $\begingroup$ I agree with Anna, both lists you posted (and most others i've seen so far) seem to be primarily long, rather than helpful. A commented list that provides some context seems in order, and QFSO seems the best resource to achieve that. $\endgroup$
    – zuiqo
    Commented Jan 14, 2014 at 16:20
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I believe it is possible that those lists can be an addition to Quant.SE, despite the broad scope. For example this worked great, up to some point: https://stackoverflow.com/posts/392926/revisions

If we were to have such a list a lot of low quality questions can be avoided. Not only that, even seasoned quants can use such a list as a reference or to learn about unfamiliar topics.

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