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Quantitative Finance
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Quantitative Finance
Software Engineering
Data Science
Machine Learning
Artificial Intelligence
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pagesxyz Quantitative Finance Study Guide
A Practical Guide to Quantitative Finance Interviews
Fifty Challenging Problems in Probability with Solutions (1987) - Mosteller
Heard on the Street: Quantitative Questions from Wall Street Job Interviews - Crack
Quant Job Interview Questions and Answers (2008) - Joshi, Denson, Downes
Introduction
Options, Futures, and Other Derivatives 10th Edition (2017) - John Hull
Paul Wilmott Introduces Quantitative Finance (2007) - Paul Wilmott
The Concepts and Practice of Mathematical Finance (2004) - Mark Joshi
Quantitative Trading
Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk (1999) - Grinold & Kahn
Advanced Portfolio Management: A Quant's Guide for Fundamental Investors (2025) - Paleologo
Advanced Portfolio Optimization: A Cutting-Edge Quantitative Approach (2025) - Cajas
Advances in Financial Machine Learning (2018) - López de Prado
Algorithmic Trading: Winning Strategies and Their Rationale (2013) - Ernie Chan
Dynamic Hedging: Managing Vanilla and Exotic Options (1996) - Taleb
Inside the Black Box: A Simple Guide to Quantitative and High Frequency Trading (2014) - Narang
Quantitative Asset Management: Factor Investing and Machine Learning for Institutional Investing (2023)
Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage (2021) - Isichenko
Quantitative Trading: How to Build Your Own Algorithmic Trading Business (2008) - Ernie Chan
The Elements of Quantitative Investing (2025) - Paleologo
Trades, Quotes and Prices: Financial Markets Under the Microscope (2018) - Bouchaud, Bonart, Donier, Gould
Execution Modelling
Algorithmic Trading and DMA: An Introduction to Direct Access Trading Strategies (2010) - Johnson
Algorithmic Trading: A Practitioner's Guide (2020) - Bacidore
Handbook of Price Impact Modeling (2023) - Webster
Interest Rates
Efficient Methods for Valuing Interest Rate Derivatives (2000) - Pelsser
Interest Rate Modelling Vol 1 (2010) - Andersen & Piterbarg
Interest Rate Modelling Vol 2 (2010) - Andersen & Piterbarg
Interest Rate Modelling Vol 3 (2010) - Andersen & Piterbarg
Interest Rate Models — Theory and Practice (2006) - Brigo, Mercurio
Interest-Rate Option Models (1998) - Rebonato
Pricing and Trading Interest Rate Derivatives: A Practical Guide to Swaps (2022) - Darbyshire
FX
Foreign Exchange Option Pricing for Practitioners (2010) - Clark
FX Options and Smile Risk (2010) - Castagna
FX Options and Structured Products (2017) - Wystup
Equities
Ben Graham Was a Quant: Raising the IQ of the Intelligent Investor (2011) - Greiner
Option Volatility and Pricing: Advanced Trading Strategies and Techniques 2nd Edition (2014) - Natenberg
Security Analysis: Principles and Technique (1951) - Graham, Dodd, Tatham
Stochastic Volatility Modelling (2016) - Bergomi
Credit
Credit Risk: Modeling, Valuation and Hedging (2010) - Bielecki & Rutkowski
Modelling Single-name and Multi-name Credit Derivatives (2008) - O'Kane
Commodities
Commodities and Commodity Derivatives: Modeling and Pricing for Agriculturals, Metals and Energy (2009) - Geman
Commodity Option Pricing for Practitioners (2014) - Clark
Energy and Power Risk Management: New Developments in Modeling, Pricing, and Hedging (2002) - Eydeland, Wolyniec
Fixed Income (Bonds)
Bond Markets, Analysis, and Strategies (2021) - Fabozzi
The Handbook of Fixed Income Securities (2021) - Fabozzi
Structured Finance (ABS etc.)
Mortgage Valuation Models: Embedded Options, Risk, and Uncertainty (2014) - Davidson, Lewis
Mortgage-Backed Securities: Products, Structuring, and Analytical Techniques (2011) - Fabozzi
XVA
Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide (2010) - Cesari et al.
Modern Derivatives Pricing and Credit Exposure Analysis (2015) - Lichters et al.
The xVA Challenge (2020) - Gregory
Linear Algebra
Introduction to Linear Algebra (2021) - Strang
Probability
A Course in Probability Theory (2001) - Chung
Introduction to Probability (2002) - Tsitsiklis, Bertsekas
Introduction to Probability (2014) - Blitzstein, Hwang
Probability with Martingales (1991) - Williams
An Introduction to Probability Theory and Its Applications, Vols 1+2 (1968) - Feller
Probability and Random Processes (1982) - Grimmett, Stirzaker
Probability and Measure (1979) - Billingsley
Probability Essentials (1999) - Jacod, Protter
Probability Theory: A Comprehensive Course (2006) - Klenke
Stochastic Calculus
Arbitrage Theory in Continuous Time (2020) - Bjork
Brownian Motion and Stochastic Calculus (1991) - Karatzas, Shreve
Elementary Probability Theory: With Stochastic Processes and an Introduction to Mathematical Finance (2006) - Chung, Aitsahlia
Introduction to Stochastic Calculus With Applications (2012) - Klebaner
Stochastic Calculus & Finance Vol 2 (2010) - Shreve
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (2004) - Shreve
Set Theory & Analysis
Introduction to Set Theory (1995) - Hrbacek, Jech
Advanced Calculus of Several Variables (1995) - Edwards
Principles of Mathematical Analysis (2013) - Rudin
Understanding Analysis (2015) - Abbott
Statistics
Statistical Inference (2001) - Casella, Berger
Applied Mathematics for Finance
Financial Calculus: An Introduction to Derivative Pricing - Baxter, Rennie
Introduction to the Mathematics of Finance (2006) - Williams
Martingale Methods in Financial Modelling (2004) - Musiela & Rutkowski
Machine Learning
Mathematics for Machine Learning - Deisenroth, Faisal, Ong
The Elements of Statistical Learning (2009) - Hastie, Tibshirani, Friedman
Machine Learning in Finance: From Theory to Practice (2020) - Dixon, Halperin, Bilokon
Data Analysis
Market Models: A Guide to Financial Data Analysis (2001) - Alexander
Statistics and Data Analysis for Financial Engineering with R Examples (2015) - Ruppert, Matteson
Quantitative Development
C++ Design Patterns and Derivatives Pricing (2008) - Joshi
Implementing Derivative Models (1998) - Strickland, Clewlow
Monte Carlo Methods in Financial Engineering (2003) - Glasserman
C++
C++ Primer (2012) - Lippman, Lajoie, Moo
Effective C++: 55 Specific Ways to Improve Your Programs and Designs (2005) - Meyers
Effective Modern C++: 42 Specific Ways to Improve Your Use of C++11 and C++14 (2014) - Meyers
Miscellaneous
My Life as a Quant: Reflections on Physics and Finance (2004) - Derman
The Hitchhiker's Guide to the Galaxy (1995) - Adams
The Man Who Solved the Market: How Jim Simons Launched the Quant Revolution (2019) - Zuckerman
The Quants (2011) - Patterson
Trading at the Speed of Light: How Ultrafast Algorithms Are Transforming Financial Markets (2021) - MacKenzie