SERVING THE QUANTITATIVE FINANCE COMMUNITY

 
User avatar
barny
Topic Author
Posts: 387
Joined: May 8th, 2007, 6:55 pm

10 quant finance research papers every newb should read

May 18th, 2014, 3:28 pm

Most people learn quantitative finance from books and courses. But those of us who have research backgrounds are used to reading papers to understand ideas. What 10 quant finance related research papers do you think every quant finance newbie should read?
 
User avatar
QuantOption
Posts: 269
Joined: February 8th, 2003, 9:00 pm

10 quant finance research papers every newb should read

May 18th, 2014, 4:10 pm

Irrespective of whether they have research background or not, I would suggest all Joshi's books (concepts, more, design, interview) to every quant finance newbie. I found them to be the most lucid among the intro quantitative finance books. In there, they would also find plenty of references to research papers for the area they would like more info on ...
 
User avatar
rolandograndi
Posts: 105
Joined: December 21st, 2012, 7:25 pm

10 quant finance research papers every newb should read

June 4th, 2014, 7:37 am

I'm also interested in the possible answers for this thread. Anyone else want to answer the OP question?Thanks!
 
User avatar
eh
Posts: 494
Joined: March 2nd, 2010, 9:26 am

10 quant finance research papers every newb should read

June 4th, 2014, 12:17 pm

This would be on my list: The Variation of Certain Speculative Prices
 
User avatar
BenjG
Posts: 28
Joined: November 25th, 2013, 3:17 pm

10 quant finance research papers every newb should read

June 4th, 2014, 8:46 pm

Advanced subjects, but standard industry:Managing Smile Risk - Hagan et alFunding beyound discounting - PiterbargConvexity conendrums - HaganKnow your weapon - Espen HaugDynamic hedging - N.Taleb
ABOUT WILMOTT

PW by JB

Wilmott.com has been "Serving the Quantitative Finance Community" since 2001. Continued...


Twitter LinkedIn Instagram

JOBS BOARD

JOBS BOARD

Looking for a quant job, risk, algo trading,...? Browse jobs here...


GZIP: On