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Insightful Quantitative Investing Library I
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First Course in Probability, A (7th Edition)
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Sheldon Ross
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Mathematical Statistics and Data Analysis (with CD Data Sets) (Duxbury Advanced)
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John A. Rice
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Mathematical Techniques in Finance: Tools for Incomplete Markets
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Ales Cerny
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An Introduction to the Mathematics of Financial Derivatives, Second Edition (Academic Press Advanced Finance)
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Salih N. Neftci
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A Course in Probability Theory, Revised Edition, Second Edition
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Kai Lai Chung
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Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance) (v. 2)
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Steven E. Shreve
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Statistical Inference
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George Casella
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Capital Ideas: The Improbable Origins of Modern Wall Street
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Peter L. Bernstein
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The Random Character of Stock Market Prices
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RISK BOOKS
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Portfolio Selection: Efficient Diversification of Investments (Cowles Foundation Monograph: No. 16)
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Harry M. Markowitz
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Portfolio Theory and Capital Markets
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William F. Sharpe
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Continuous-Time Finance (Macroeconomics and Finance)
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Robert C. Merton
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Theory of Financial Decision Making
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Jonathan E. Ingersoll
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A Random Walk Down Wall Street: The Time-Tested Strategy for Successful Investing (Revised and Updated)
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Burton G. Malkiel
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Capital Ideas Evolving
by
Peter L. Bernstein
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Irrational Exuberance: Second Edition
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Robert J. Shiller
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How We Know What Isn't So: The Fallibility of Human Reason in Everyday Life
by
Thomas Gilovich
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Behavioural Finance: Insights into Irrational Minds and Markets
by
James Montier
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Behavioral Finance and Wealth Management: How to Build Optimal Portfolios That Account for Investor Biases (Wiley Finance)
by
Michael M. Pompian
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The Only Three Questions That Count: Investing by Knowing What Others Don't (Fisher Investments Press)
by
Ken Fisher
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Beyond Greed and Fear: Understanding Behavioral Finance and the Psychology of Investing
by
Hersh Shefrin
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Inefficient Markets: An Introduction to Behavioral Finance (Clarendon Lectures in Economics)
by
Andrei Shleifer
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A Behavioral Approach to Asset Pricing (Academic Press Advanced Finance)
by
Hersh Shefrin
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Market Models: A Guide to Financial Data Analysis
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Carol Alexander
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Statistics and Finance: An Introduction
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David Ruppert
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Financial Econometrics: From Basics to Advanced Modeling Techniques (Frank J. Fabozzi Series)
by
Svetlozar T. Rachev
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The Econometrics of Financial Markets
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John Y. Campbell
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Analysis of Financial Time Series (Wiley Series in Probability and Statistics)
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Ruey S. Tsay
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The Econometric Modelling of Financial Time Series
by
Terence C. Mills
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The (Mis)behavior of Markets
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Benoit Mandelbrot
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Financial Modelling with Jump Processes (Chapman & Hall/Crc Financial Mathematics Series)
by
Rama Cont
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Investment Fables: Exposing the Myths of "Can't Miss" Investment Strategies
by
Aswath Damodaran
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Investment Philosophies: Successful Investment Philosophies and the Greatest Investors Who Made Them Work
by
Aswath Damodaran
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Equity Management: Quantitative Analysis for Stock Selection
by
Bruce I. Jacobs
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Quantitative Equity Portfolio Management: An Active Approach to Portfolio Construction and Management (McGraw-Hill Library of Investment and Finance)
by
Ludwig B Chincarini
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Global Asset Allocation: New Methods and Applications (Wiley Finance)
by
Heinz Zimmermann
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Dynamic Portfolio Theory and Management
by
Richard Oberuc
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Linear Factor Models in Finance (Quantitative Finance)
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