Resources
These are some textbooks and resources that enriched my studies and I recommend them for anyone interested in the respective topics. Click to view and access.
- Real Analysis
-
Introduction to Real Analysis : Bartle, R.G., Sherbert D.R
-
Principles of Mathematical Analysis by Walter Rudin
-
Real Analysis by H.L. Royden and P.M. Fitzpatrick
- Linear Algebra
-
Linear Algebra Done Right by Sheldon Axler
-
Introduction to Linear Algebra by Gilbert Strang
-
Linear Algebra by Stephen H. Friedberg, Arnold J. Insel, and Lawrence E. Spence
-
Linear Algebra by Hoffmann and Kunze
-
3Blue1Brown's Linear Algebra Playlist
- Probability
- Complex Analysis
- Ordinary and Partial Differential Equations
- Linear Models
-
Regression Models by Knieb
-
Linear Regression Analysis by Douglas C. Montgomery, Elizabeth A. Peck, and G. Geoffrey Vining
-
Linear Algebra and Linear Models by RB Bapat
- Time Series Analysis
- Machine Learning
-
Machine Learning and Pattern Recognition by CM Bishop
-
Introduction to Statistical Learning by Gareth James, Daniela Witten, Trevor Hastie, and Robert Tibshirani
-
Elements of Statistical Learning by Trevor Hastie, Robert Tibshirani, and Jerome Friedman
-
Deep Learning Book by Ian Goodfellow, Yoshua Bengio, and Aaron Courville
-
Bayesian Data Analysis by Gelman
-
Basic Econometrics by Damodar N. Gujarati
- Causal Inference
-
Causal Inference in Statistics: A Primer by Judea Pearl, Madelyn Glymour, and Nicholas P. Jewell
-
Mostly Harmless Econometrics by Joshua D. Angrist and Jörn-Steffen Pischke
-
Causality: Models, Reasoning, and Inference by Judea Pearl
- General
-
Options, Futures, and Other Derivatives by John C. Hull
-
Fixed Income Securities by Bruce Tuckman
-
Stochastic Calculus for Finance II by Steven Shreve
-
The Concepts and Practice of Mathematical Finance by Mark S. Joshi
-
Stochastic Differential Equations by Bernt Øksendal
-
Introduction to Stochastic Calculus by Rajeeva L. Karandikar & B. V. Rao
-
Handbook of Financial Time Series
-
Quantitative Trading by Ernst P Chan
-
Basic Black-Scholes: Option Pricing and Trading by Timothy Falcon Crack
-
Inside the Black Box: A Simple Guide to Quantitative and High-Frequency Trading by Rishi K. Narang
-
Quantitative Primer
-
Problem Solving Strategies by Arthur Engel
-
Graph Theory by Douglas West
-
Mathematical Puzzles by Martin Gardner
-
50 Challenging Problems in Probability by Frederick Mosteller
-
Mathematical Puzzles by Peter Winkler
-
Heard on the Street by Timothy Falcon Crack
-
Practical Guide to Quantitative Finance Guide by Xinfeng Zhou
-
Websites
-
Coffee Can Investing by Saurabh Mukherjea
-
Bernoulli's Fallacy by Aubrey Clayton
-
Mathematical Mechanic by Mark Levi
-
My Life as a Quant by Emanuel Derman
-
Fooled by Randomness by Nassim Nicholas Taleb
-
The Black Swan by Nassim Nicholas Taleb