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?

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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:


2 Answers 2


There are a few reading lists on the web:



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.

  • 2
    $\begingroup$ 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
  • 1
    $\begingroup$ 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

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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