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Quant Finance - Six Easy Pieces
By an Amazon.com customer
Fortune's Formula: The Untold Story of the Scientific Betting System That Beat the Casinos and Wall StreetFortune's Formula: The Untold Story of the Scientific Betting System That Beat the Casinos and Wall Street by William Poundstone
Buy new: $10.20 / Used from: $4.48
The history of Kelly's Edge/Odds formula. Fun to try out on the internet or in a casino, and a must read before any daytrading.
Reminiscences of a Stock Operator (Wiley Investment Classics)Reminiscences of a Stock Operator (Wiley Investment Classics) by Edwin Lefèvre
Buy new: $13.57 / Used from: $9.93
Story of one of the legendary early traders. He would have definitely benefited from the Kelly's formula :)
Paul Wilmott on Quantitative Finance 3 Volume Set (2nd Edition)Paul Wilmott on Quantitative Finance 3 Volume Set (2nd Edition) by Paul Wilmott
Buy new: $185.85 / Used from: $160.50
An easy to read intro to quant finance, reads like a novel. The use of cartoons and pictures is refreshing - this is a great book to read before or alongside with Hull.
InvestmentsInvestments by Zvi Bodie
Buy used from: $7.97
A very good book on the investments universe, well written. Not sure it's a great *bedside* book, it makes you want to jump out of bed and do some spreadsheet modeling to try out ideas.
A Guide to Econometrics, 5th EditionA Guide to Econometrics, 5th Edition by Peter Kennedy
Buy new: $23.69 / Used from: $18.83
An easy to read overview of econometrics, very well written. Explains what estimators are, the classical linear regression model and how to handle violations of its assumptions - a great book to read before or alongside with Greene.