10 quant finance research papers every newb should read

barny · 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?

QuantOption · 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 ...

rolandograndi · 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!

eh · June 4th, 2014, 12:17 pm

This would be on my list: The Variation of Certain Speculative Prices

BenjG · 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