Quant Bookshelf / A map for your reading

Build the foundations.
Find your specialism.

A structured quantitative finance reading roadmap covering mathematical finance, derivatives, numerical methods, ALM, credit risk, quant trading and financial machine learning. See how the subjects connect, where each reference fits, and what to read next.

Start here / Beginner-friendly choices

The gentlest way into the bookshelf

Start with Hull for the overall map. Then use Oosterlee or Seydel to connect the ideas to numerical work and code. Finish with Zhou when you are ready for focused interview practice.

Then choose a specialism — these tracks can be studied in parallel

Suggested route, not a mandatory syllabus. Explore the specialist domains in parallel according to the work you want to do, and use interview practice alongside them.

of books ·

Loading the reading list…

No books match these filters.

Buy me a coffee