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Benjamin Van Vliet - Building Automated Trading Systems: With an Introduction to Visual C++.NET 2005 2008-01-03 15:24:00 Read more: Automated
, Benjamin
, Building
, Introduction
, Systems
, Trading
, Visual
Mark S. Joshi - C++ Design Patterns and Derivatives Pricing 2008-01-03 15:21:00 If you want to be even more effective in C++ read this book. Read more: Derivatives
, Design Patterns
, Joshi
, Patterns
, Pricing
Daniel J. Duffy - Financial Instrument Pricing Using C++ 2008-01-03 15:04:00 Now you need to program what you learned. You need C++ for that. Read more: Daniel
, Financial
, Instrument
, Pricing
Marek Musiela, Marek Rutkowski - Martingale Methods in Financial Modelling 2008-01-03 15:01:00 If you want to write a PhD in asset pricing you will need this book. If you will just trade Bjork is enough. Musiela Rutkowski book is at similar level of difficulty to Darrel Duffie's book Read more: Financial
, Marek
, Methods
, Modelling
Darrel Duffie - Dynamic Asset Pricing Theory 2008-01-03 15:00:00 More advanced than Bjork, but still useful. Read more: Asset
, Dynamic
, Pricing
, Theory
Ioannis Karatzas - Brownian Motion and Stochastic Calculus 2008-01-03 14:54:00 If Oksendal is not enough (very unlikely) Read more: Calculus
, Motion
Bernt Oksendal - Stochastic Differential Equations: An Introduction with Applications 2008-01-03 14:48:00 You need to understand stochastic calculus to get through advanced asset pricing (Duffie, Musiela and Rutkowski). Bjork contains some intuitive introduction to this topic Read more: Applications
, Introduction
Tomas Bjork - Arbitrage Theory in Continuous Time 2008-01-03 14:45:00 Rigorous introduction to asset pricing. Read more: Arbitrage
, Bjork
, Theory
, Tomas
Maurice Obstfeld - Foundations of International Macroeconomics 2008-01-03 14:33:00 Understanding Macroeconomics maybe quite important at some point of your carrer of quant trader. Read more: Foundations
, International
, Maurice
Nassim Nicholas Taleb - Fooled by Randomness: The Hidden Role of Chance in Life and in the Markets 2008-01-03 14:31:00 First you need to understand basic probabilistic intuition behind trading. Read more: Hidden
, Markets
, Nicholas
Jack D. Schwager - The New Market Wizards: Conversations with America's Top Traders 2008-01-03 14:27:00 Second part of the famous book. Read more: America
, Market
, Wizards
Jack D. Schwager - Market Wizards 2008-01-03 14:19:00 Absolutely number one. You just need to read this book. Although its quite old (from time when Trading was less quantitative), it gives you the intuition behind the trading Read more: Market
, Wizards
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