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Quant Finance Essentials
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Advanced modelling in finance using Excel and VBAAdvanced modelling in finance using Excel and VBA by Mary Jackson
Buy new: $78.75 / Used from: $19.99
Essential if you have never coded in VBA before
Financial ModelingFinancial Modeling by Simon Benninga
Buy used from: $4.24
Essential book of financial modeling recipes
Asset PricingAsset Pricing by John H. Cochrane
Buy used from: $30.00
Essential, modern, very refreshing view of financial engineering
Interest Rate ModelsInterest Rate Models by Damiano Brigo
Buy used from: $57.60
Essential book on fixed income financial engineering
Value at Risk: Theory and PracticeValue at Risk: Theory and Practice by Glyn A. Holton
Buy used from: $459.94
Essential, sophisticated, wonderful book on value-at-risk
An Introduction to Credit Risk Modeling (Chapman & Hall/Crc Financial Mathematics Series)An Introduction to Credit Risk Modeling (Chapman & Hall/Crc Financial Mathematics Series) by Christian Bluhm
Buy new: $71.16 / Used from: $94.63
Essential book on capital markets credit risk modeling
Modeling, Measuring and Hedging Operational RiskModeling, Measuring and Hedging Operational Risk by Marcelo G. Cruz
Buy new: $97.65 / Used from: $82.00
Essential book on modeling operational risk
Monte Carlo Methods in FinanceMonte Carlo Methods in Finance by Peter Jaeckel
Buy new: $100.12 / Used from: $44.75
Essential, intuitive book on Monte Carlo