分享个书单吧 from QuantNet

QuantNet’s Best-Selling Books of 2011
By Andy Nguyen - Updated 4 months ago

A Primer for the Mathematics of Financial Engineering, 2nd Ed – Dan Stefanica
Fifty Challenging Problems in Probability with Solutions – Frederick Mosteller
Solutions, Primer For The Mathematics Of Financial Engineering, 2nd Ed – Dan Stefanica
Quant Job Interview Questions And Answers– Mark Joshi
My Life as a Quant: Reflections on Physics and Finance – Emanuel Derman
The Complete Guide to Capital Markets for Quantitative Professionals
A Practical Guide To Quantitative Finance Interviews – Xinfeng Zhou
Liar’s Poker – Michael Lewis
Quantitative Trading: How to Build Your Own Algorithmic Trading Business – Ernie Chan
Frequently Asked Questions in Quantitative Finance – Paul Wilmott
How I Became a Quant: Insights from 25 of Wall Street’s Elite – Richard R. Lindsey
Problem Solving with C++, 8th Edition – Walter Savitch
Options, Futures and Other Derivatives (8th Edition) – John Hull
Stochastic Calculus for Finance II: Continuous-Time Models - Steve Shreve
Heard on The Street: Quantitative Questions from Wall Street Job Interviews - Timothy Crack
Principles of Financial Engineering, 2nd Edition - Salih Neftci
C++ Design Patterns and Derivatives Pricing - Mark Joshi
The Big Short: Inside the Doomsday Machine – Michael Lewis
Red-Blooded Risk: The Secret History of Wall Street – Aaron Brown
Reminiscences of a Stock Operator – Edwin Lefevre
The Quants: How a New Breed of Math Whizzes Conquered Wall Street and Nearly Destroyed It – Scott Patterson
Understanding Wall Street, Fifth Edition - Jeffrey Little
Working the Street: What You Need to Know About Life on Wall Street- Erik Banks
Paul Wilmott on Quantitative Finance 3 Volume Set (2nd Edition) - Paul Wilmott
Starting Your Career as a Wall Street Quant - Brett Jiu
The following list is compiled from aggregate, anonymously collected data and provided by Amazon with our referrer data.

都是好书，我看了其中的My Life as a Quant 中文名叫宽克人生，觉得挺受益匪浅的。对自己以后的职业规划有了更加清晰的认识

Mark!!!好书，我看了hull那本~

金工金数果然高深。光看书名，就有被镇住的感觉。收藏了。谢谢分享。

三本书足矣：
Shreve II
John Hull Bible
Green book

期待一个暑假全部读完