Summaries for Quantitative Finance

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Numerical Analysis

Statistics, Econometrics, and Machine Learning


Data Science

Programming Learning Paths

General Resources

Full Stack Web Development

  • Other References:




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  • C++ FAQ.
  • Heard at JPMC (2015): C++ Coding Guidelines, C++ Coding Standards.



Design Patterns and Software Architecture



Economics & 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)
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  • Ha-joon Chang. 23 Things They Don't Tell You About Capitalism. Bloomsbury Press; Reprinted edition (January 17, 2012). Amazon.
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  • 张夏准:《反思农业公共政策—历史的经验》,联合国粮农组织,2009。PDFWord.
  • Ha-Joon Chang. Rethinking public policy in agriculture: lessons from history, distant and recent. UN FAO, 2009. English original.
  • 威廉·多姆霍夫:《谁统治美国?公司富豪的胜利》,外语教学与研究出版社,2017年。当当网.
  • William Domhoff. Who Rules America? The Triumph of the Corporate Rich. McGraw-Hill Education; 7 edition (May 17, 2013). Amazon
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  • Wright Mills. The Power Elite. Oxford University Press  (February 17, 2000). Amazon
  • Measuring Worth.

Quantitative Finance: General

  • Alex Kuznetsov. The Complete Guide to Capital Markets for Quantitative ProfessionalsMcGraw-Hill Education (November 22, 2006). Amazon.

Quantitative Finance: Resources for a Buy Side Fixed Income Quant

Quantitative Finance: Resources for a Fixed Income Pricing Quant

  • Marc Henrard. Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation. Palgrave Macmillan (2014). Amazon.

Pursuing a PhD?

  • Last updated: 2020-11-14

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