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What are the Bibles of quantitative trading/finance? Recommend

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What are the Bibles of quantitative trading/finance?

Recommend me some books, /biz/.
>>
How did he write on that chalkboard?
>>
>>1099575
> chalkboard

It's a tv ya dip
>>
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>>1099575
How did he write on the board? With difficulty. How did he look back at the student's faces? With pleasure.
>>
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>>1100404
>>
Mwahahahaha
>>
>>1099547
evaluation and optimization of trading strategies by robert pardo

it's my personal quant bible.
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>>1099547
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>>1100478
Got any links for the new edition?

Only the second Ed is on TPB
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>>1100440
this book is based
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>>1100440
Anything else you would suggest?
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>>1099547
The book I've been using is Financial Calculus by Alison Etheridge. It covers derivatives pricing and probability ideas and that. Pretty good. I'm going through it exercise by exercise.
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>>1100498
The Goldman Sachs guys seem to be buying up all available copies.
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>>1099547

here is a proper answer....

http://www.amazon.com/Inference-Hidden-Markov-Springer-Statistics/dp/0387402640

http://www.amazon.com/The-Elements-Statistical-Learning-Prediction/dp/0387848576
http://www.amazon.com/Market-Microstructure-Theory-Maureen-OHara/dp/0631207619

http://www.amazon.com/Empirical-Market-Microstructure-Institutions-Econometrics/dp/0195301641

http://edwardothorp.com/sitebuildercontent/sitebuilderfiles/Good_Bad_Paper.pdf

http://www.amazon.com/For-Mortals-Tutorial-In-Programming/dp/1434829014
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>>1100923
>It covers derivatives pricing

so has naff all relevance to quant trading...
Thread posts: 15
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