Summaries for Quantitative Finance

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Numerical Analysis



Statistics and Econometrics for Practitioners


Data Science


Programming Learning Paths

Full Stack Web Development


  • Artur Ejsmont. Web Scalability for Startup Engineers. McGraw-Hill Education; 1st edition (June 23, 2015). Amazon.
  • Mikito Takada. Distributed Systems for Fun and Profit
  • Martin Kleppmann. Designing Data-Intensive Applications: The Big Ideas Behind Reliable, Scalable, and Maintainable Systems. 1st edition (March 16, 2017). Amazon.
  • Oracle. Database Reference.
  • TechOnTheNet. Tutorials on SQL, Oracle/PLSQL, SQL Server, MySQL, MariaDB, PostgreSQL, SQLite.

Python


Java


R

  • TutorialsPoint.com: R Tutorial.
  • Jared P. Lander. R for Everyone: Advanced Analytics and Graphics. Addison-Wesley Professional;  1st edition (December 29, 2013). Amazon.

C/C++

  • Yale N. Patt & Sanjay J. Patel. Introduction to Computing Systems: From Bits and Gates to C and Beyond. McGraw-Hill Education; 2nd edition (2003). Amazon.
  • Brian W. Kernighan & Dennis M. Ritchie. The C Programming Language. Prentice Hall; 2nd edition (April 1, 1988). Amazon.
  • Cplusplus.com. C++ Tutorials.
  • Paul Deitel. C++ Fundamentals I and II LiveLessons (July 2010, Prentice Hall). Safari Books Online.
  • Stephen Prata. C++ Primer Plus. SAMS; 5th edition (November 23, 2004). Amazon.
  • Stanley B. Lippman, Josee Lajoie, & Barbara E. Moo. C++ Primer. Addison-Wesley Professional; 5th edition (August 16, 2012). Amazon.
  • Stephen C. Dewhurst. C++ Common Knowledge. Addison-Wesley Professional (March, 2005). Amazon.
  • Stanley B. Lippman. Essential C++. Addison-Wesley Professional (November, 1999). Amazon.
  • Scott Meyers. Effective C++: 55 Specific Ways to Improve Your Programs and Designs. Addison-Wesley Professional; 3rd edition (May 22, 2005). Amazon.
  • Isocpp.org. C++ FAQ.
  • Heard at JPMC (2015): C++ Coding Guidelines, C++ Coding Standards.

Shell


Perl


Design Patterns and Software Architecture

 

DevOps


Economics, Finance, Financial & Economic History


All theory, dear friend, is gray, but the golden tree of life springs ever green. -- Johann Wolfgang von Goethe

  • 陕甘宁边区银行纪念馆《朱理治金融论稿》编纂委员会:《朱理治金融论稿》,北京:中国财政经济出版社,1993。简述
  • 爱德华多·加莱亚诺著,王玖等译,邓兰珍校:《拉丁美洲:被切开的血管》,北京:人民文学出版社,2001。当当网
  • 弗里德里希·李斯特著,陈万煦译,蔡受百注:《政治经济学的国民体系》,商务印书馆汉译世界学术名著丛书(1961年10月)。在线阅读,亚马逊
  • Friedrich List. The National System of Political Economy (1841)
  • 张夏准著,严荣译:《富国的伪善》,社会科学文献出版社,2009年1月。当当网
  • 张夏准著,孙建中译:《资本主义的真相——自由市场经济学家的23个秘密》,新华出版社,2011年6月。当当网
  • Ha-joon Chang. 23 Things They Don't Tell You About Capitalism. Bloomsbury Press; Reprinted edition (January 17, 2012). Amazon.
  • Peter E. Kennedy and Jay Prag. Macroeconomic Essentials: Understanding Economics in the News. The MIT Press, 4th edition (August 11, 2017). Amazon.
  • Peter L. Bernstein. A Primer on Money, Banking, and Gold. Wiley; 1st edition (September 2, 2008). Amazon.

  • Jay Vaananen. Dark Pools and High Frequency Trading for Dummies. For Dummies (February 23, 2015). Amazon
  • Robert S. Kricheff. A Pragmatist's Guide to Leveraged Finance: Credit Analysis for Bonds and Bank Debt. FT Press (March 2012). Amazon.

Quantitative Finance


Last updated: 2019-08-21