Books for a beginner in Quantitative Finance

lilyb · July 16th, 2005, 7:21 am

Hi,I have around 6 years work experience in the area of finance (equity market). I am keen to change my career to the field of Quantitative Finance. To start with, I want to read some books on the Quantitative Finance with detailed description of the use of mathematics (i do not need to know the finance theory). This way, I am hoping to get some idea about the area I would be more interested in within the vast field of Quantitative Finance.Could you recommend suitable books? I have already read Paul Wilmott on Quantitative Finance.Thanks

gobbledygook · July 17th, 2005, 10:04 pm

Try Salih Neftci "Intro to Mathematics of Financial Derivatives" 2nd ed. Academic Press

FlyingQuant · July 17th, 2005, 10:07 pm

lilyb,There are already a few forumns where people have asked your exact question. You should have a look at their comments.

WilmottBookshop · July 18th, 2005, 6:51 am

An Introduction to the Mathematics of Financial Derivatives (2nd edition) by Neftci is available from the Wilmott Bookshop.