READING LIST

As a company we have the opportunity to talk to a broad range of highly accomplished individuals who have made a career out of applying mathematical and technical knowledge to the real world. We thought it would be interesting to ask some of them which books they rely on, have come back to and perhaps recommend to others.

We have arranged these into the following sections:

General Mathematics and Statistics

Financial Mathematics

Other Financial Reading

Coding

Economics and other resources

We are always interested in more input, please email us on team@webberfox.com to add your ideas.

 

General Mathematics and Statistics

  • Proofs from THE BOOK – by Martin Aigner and Günter M. Ziegler
  • What are the odds? Chance in everyday life – by Mike Orkin
  • Emmy Noether’s Wonderful theorem – by Dwight E. Neuenschwander
  • Bad Science – by Ben Goldacre
  • Reckoning with Risk: Learning to Live with Uncertainty – by Gerd Gigernzer
  • The man who loved only Numbers: The Story of Paul Erdos – by Paul Hoffman
  • Fermat’s last Theorem – by Simon Singh.
  • The Code Book: The Secret History of Codes and Code-breaking – by Simon Singh
  • Can you solve my problems – by Alex Bellios
  • The Elements of Statistical Learning – by Friedman, Tibshirani and Hastie
  • Factfulness – by Hans Rosling
  • Alex’s Adventures in Numberland – by Alex Bellos
  • Hands-on Machine Learning – by Aurelien Geron
  • Pattern Recognition and Machine Learning – by Christopher Bishop 

Financial Mathematics

  • Introduces Quantitative Finance – Paul Wilmott
  • Stochastic Calculus for Finance (vol I and II) – by Steve Shreve
  • Interest Rate Modelling Vol I,II & III – by Vladimir Piterbarg and Leif Andersen
  • Credit Derivatives Pricing Models: Models, Pricing and Implementation – by Philipp J. Schönbucher
  • Counterparty Credit Risk, Collateral and Funding – by Brigo, Morini & Pallavicini
  • Understanding and Managing Model Risk – by Massimo Morini
  • An Interview Primer for Quantitative Finance – by Bester
  • FX Options and Structured Products – by U. Wystup
  • Heard on the Street: Quantitative Questions from Wall Street Job Interviews – by T. Crack

Other financial reading

  • Currency Wars the making of the next global crisis – by James Rickards
  • Too big to fail – by Andrew Ross Sorkin
  • The Man Who Solved the Market – by Gregory Zuckerman

Coding

  • Python Machine Learning – by Sebastian Raschka
  • Effective C++, Effective Modern C++ & More Effective C++ – by Scott Meyers
  • Beautiful Code – by Greg Wilson and Andrew Oram

Economics & Other

  • Predictably Irrational – by Dan Ariely
  • Thinking fast and slow – by Daniel Kahineman
  • Freakenomics / Superfreakenomics – by Steven Levitt and Stephen Dubner
  • Are you smart enough to work at Google? – by William Pundstone
  • How not to be wrong – the art of changing your mind – by James O’Brien
  • The undercover economist. & How to make he world add up – by Tim Harford
  • Algorithms to live by – by Brian Christian:
  • Incerto (Including Black Sawn & Fooled by randomness) – by Nassim Nicholas Taleb
  • Zero to one – by Peter Thiel
  • Bad Science – by Ben Goldacre