Summaries for Quantitative Finance

Numerical Analysis

NIST Digital Library of Mathematical Functions. Companion to NIST Handbook of Mathematical Functions.

Statistics for Practitioners

NIST/SEMATECH e-Handbook of Statistical Methods. This handbook is to help scientists and engineers incorporate statistical methods in their work efficiently.
StatLib--Applied Statistics algorithms. 300+ statistical algorithms published by The Royal Statistics Society.
R-bloggers. In-depth Introduction to Machine Learning in 15 Hours of Expert Videos.
Kim Larsen. GAM: The Predictive Modeling Silver Bullet (July 30, 2015).
Simon Wood. Website at University of Bristol (GAM and more).
陈希孺：《数理统计学简史》。长沙：湖南教育出版社，2002。

Programming Learning Paths

DevOps

TutorialsPoint.com: Eclipse Tutorial.
Pete R. Jemian. PyDev: Developing Python code in Eclipse.
Balaji Varanasi & Sudha Belida. Introducing Maven. Apress; 1st edition (November 26, 2014). Amazon.
Jason Taylor. Maven Crash Course: Step-by-Step Introduction for Beginners. Last updated 08/2017. Udemy.
Apache Maven Project. 1) Maven Documentation. 2) Frequently Asked Technical Questions. 3) Apache Maven Javadoc Plugin. 4) Books and Resources.
Sonatype. 1) Maven by Example. 2) Maven: The Complete Reference.
Maven Central Repository. 1) Repo. 2) Search Engine. 3) Nexus Repository Manager.
Anaconda. 1) Conda User Guide. 2) Getting Started with Anaconda Navigator.
Oracle. Database Reference.

Java

Oracle. Java Tutorials Learning Paths (for JDK 8).
Paul Deitel. Java Fundamentals LiveLessons Parts I, II, III, and IV. Prentice Hall (November 17, 2016). informIT.
Dheeru Mundluru. Java In-Depth: Becoming a Complete Java Engineer. Last updated 10/2018, Udemy.
Cay S. Horstmann: Core Java for the Impatient (Covers Java SE 8). Addison-Wesley Professional; 1 edition (February 12, 2015). Amazon.
Robert Liguori & Patricia Liguori. Java 8 Pocket Guide: Instant Help for Java Programmers. O'Reilly Median; 1st edition (April 28, 2014).
Joshua Bloch. Effective Java. Addison-Wesley Professional; 3rd edition (January 6, 2018). Amazon.
Oracle. Java SE8 API Specification.
Apache. 1) Apache Commons Lang 3.9-SNAPSHOT API. 2) Log4j 2 Javadoc API Documentation.

Python

TutorialsPoint.com. Python 3 tutorial.
Jake VanderPlas. A Whirlwind Tour of Python. O'Reilly Media; 1st edition (August, 2016).
Jake VanderPlas. Python Data Science Handbook. O'Reilly Media; 1 edition (December 10, 2016). Amazon.
Wes McKinney. Python for Data Analysis. O'Reilly Media; 2nd edition (October 20, 2017). Amazon.
Kenneth Reitz & Tanya Schlusser. The Hitchhiker's Guide to Python: Best Practices for Development. O'Reilly Media; 1 edition (September 18, 2016). Amazon.
scipy-lectures.org. Scipy Lecture Notes.
Python.org. The Python Standard Library (3.7.1).
Python.org. PEP8 -- Style Guide for Python Code.

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

Hadley Wickham & Garrett Grolemund. R for Data Science: Import, Tidy, Transform, Visualize, and Model Data. O'Reilly Media; 1st edition (2017). Amazon.
Winston Chang. Cookbook for R.
Paul Teetor. R Cookbook: Proven Recipes for Data Analysis, Statistics, and Graphics. O'Reilly Media; 1st edition (March 23, 2011). Amazon.
Winston Chang. R Graphics Cookbook: Practical Recipes for Visualizing Data. O'Reilly Media; 1st edition (January 6, 2013). Amazon.
Tidyverse.org. ggplot2 Reference.
Hadley Wickham. Advanced R. Chapman & Hall/CRC; 1st edition (September 27, 2014). Amazon.
Hadley Wickham. R Packages: Organize, Test, Document, and Share Your Code. O'Reilly Media; 1st edition (April 13, 2015). Amazon.
Yihui Xie, J. J. Allaire, and Garrett Grolemund. R Markdown: The Definitive Guide. Chapman and Hall/CRC; 1 edition (July 19, 2018). 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

Bruce Barnett. UNIX SHELL Quote Tutorial.
Mehryar Mohri. [V22.0468-001] Spring 2008 Unix Tools.
Stanford CS Education Library. Unix Programming Tools.
Cygwin User's Guide.
Chris Johnson. Pro Bash Programming: Scripting the Linux Shell. Apress; 1st ed. (October 19, 2009). Amazon.

Perl

Design Patterns

Erich Gamma, Richard Helm, Ralph Johnson & John Vlissides. Design Patterns: Elements of Reusable Object-Oriented Software. Addison-Wesley Professional (November 10, 1994). Amazon.
TutorialsPoint. Design Patterns in Java Tutorial.
Oodesign.com. Design Patterns.

Finance, Economics, 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：《拉丁美洲：被切开的血管》，北京：人民文学出版社，2001。
Friedrich List. The National System of Political Economy (1841).
Peter L. Bernstein. A Primer on Money, Banking, and Gold. Wiley; 1st edition (September 2, 2008). Amazon.
Ha-joon Chang. 23 Things They Don't Tell You About Capitalism. Bloomsbury Press; Reprinted edition (January 17, 2012). Amazon.
OpenGamma. Interest Rate Instruments and Market Conventions Guide.
Bloomberg Open API. BLPAPI C++ 3.9.10 SDK Documentation.
Kalotay. BondOAS Library API Documentation.
WallStreetPrep. Crash Course in Bonds.
ARPM. https://www.arpm.co/

Last updated: 2018-11-16

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