Amazon.co.uk: Quantitative developer favourites

Quantitative developer favourites
A Listmania! list by Pooly (London, UK)

1. Options, Futures, and Other Derivatives (Prentice Hall Series in Finance) by John C. Hull

The list author says:
	"Pretty much the bible for anyone working in Finance."

Used & New from: �37.54

(5 customer reviews)

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2. Introduction to Stochastic Calculus with Applications by Fima C. Klebaner

The list author says:
	"Excellent introduction on stochastic calculus and Brownian motion with exercices and solutions. Brilliant for self-study."

�28.48 Used & New from: �23.61

(3 customer reviews)

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3. Interest Rate Modeling. Volume 1: Foundations and Vanilla Models by Leif B.G. Andersen

The list author says:
	"Interest Rates Modeling, it's all in the title, everything is covered from curves construction to complex exotics products and term-structured models but also vanilla rates options. Get all 3 volumes."

�69.00

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4. The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk) by Mark S. Joshi

The list author says:
	"Another classic on Finance."

�39.60 Used & New from: �33.46

(1 customer review)

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5. C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk) by M. S. Joshi

The list author says:
	"Mark Joshi bridge the gap between good C++ and its application to derivatives pricing."

�30.80 Used & New from: �25.38

(9 customer reviews)

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6. Exceptional C++ by Herb Sutter

The list author says:
	"Really good book on C++ gotcha."

�28.04 Used & New from: �10.00

(10 customer reviews)

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7. Effective C++: 55 Specific Ways to Improve Your Programs and Designs (Addison-Wesley Professional Computing Series) by Scott Meyers

The list author says:
	"Excellent book on C++ and real world problems."

�27.39 Used & New from: �20.41

(15 customer reviews)

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8. More Effective C++: 35 New Ways to Improve Your Programs and Designs (Professional Computing) by Scott Meyers

The list author says:
	"The follow-up on Effective C++, useful read."

�29.59 Used & New from: �6.12

(10 customer reviews)

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9. Frequently Asked Questions in Quantitative Finance by Paul Wilmott

The list author says:
	"Paul Wilmott condensed FAQ on Quantitative Finance, worth a read especially for the broad coverage."

�19.49 Used & New from: �15.89

(3 customer reviews)

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10. Introduction to Probability Models, ISE by Sheldon M. Ross

The list author says:
	"If you're feeling rusty in probability, excellent introduction from Ross Sheldon."

�34.31 Used & New from: �28.00

(1 customer review)

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11. Financial Calculus: An Introduction to Derivative Pricing by Martin Baxter

The list author says:
	"Really good introduction on mathematical finance. Concepts are clearly explained progressively and make the mathematical fianance framework more intuitive."

�41.36 Used & New from: �20.00

(5 customer reviews)

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12. Monte Carlo Methods in Finance by Peter J�ckel

The list author says:
	"A very technical book on Monte Carlo but a really good one. Describe Sobol' sequence and explain why they're far superior for numerical integration, go in depth into what make MC works (or not!)"