probability and stats for a quant role

robertChin1984 · July 30th, 2011, 8:24 am

Well as the title suggests, I am looking for a book that covers the fore mention topics well for a potential quant.Cheers

Alan · August 3rd, 2011, 6:12 pm

Pitiful that 902 people looked with no suggestions. You probably need a bunch of books.I don't know what's best, (or even what's recent) but here are some good older titles in my librarythat I have referred back to several times:Bulmer (Principles of Statistics), Chou (Statistical Analysis), Hamilton (TIme Series Analysis),Econometric Methods (Johnston), various titles by Engle & GrangerThere are a bunch of similar threads on Probability titles, so I omit those -- search for those.

crmorcom · August 3rd, 2011, 6:48 pm

I learned econometrics fromGreene - Econometric Analysisand still use it as a reference. Like Alan, I use Hamilton for time-series, but never liked it much; just haven't managed to find anything else as comprehensive to use for reference.My graduate introductory applied probability text wasDeGroot - Probability & Statistics.It's pretty basic, but I found it quite helpful. And it's not cluttered with too much mathematical rigor. Not sure how of that you're looking for.