Finance quantitative & dérivés
Expected Returns Ilmanen
Mathématiques financières Évaluation des actifs et analyse du risque (éd. Dalloz, auteur partiellement visible)
Options, futures et autres actifs dérivés (9e éd.) J. Hull, C. Hérot, P. Roger, L. Deville
Options, futures et autres actifs dérivés (5e éd.) John Hull
Options as a Strategic Investment Lawrence G. McMillan
The Complete Guide to Option Pricing Formulas Haug
Risk and Asset Allocation Meucci
Paul Wilmott on Quantitative Finance, Vol. 1 Mathematical and Financial Foundations Paul Wilmott
Paul Wilmott on Quantitative Finance, Vol. 2 Exotic Contracts and Path Dependency; Fixed Income Modeling and Derivatives; Credit Risk Paul Wilmott
Paul Wilmott on Quantitative Finance, Vol. 3 Advanced Topics; Numerical Methods and Programs Paul Wilmott
Monte Carlo Methods in Finance Jäckel
Advanced Modelling in Finance using Excel and VBA Jackson & Staunton
Gestion de portefeuille & analyse
Quantitative Equity Portfolio Management Chincarini & Kim
Pioneering Portfolio Management An Unconventional Approach to Institutional Investment David F. Swensen
Bollinger on Bollinger Bands Bollinger
Beyond Earnings Holland & Larsen (Credit Suisse)
How I Became a Quant Insights from 25 of Wall Street's Elite Lindsey & Schachter
Financial Statement Analysis A Practitioner's Guide (3e éd.) Fridson & Alvarez
Financial Statement Analysis Workbook (3e éd.) Fridson & Alvarez
Against the Gods The Remarkable Story of Risk Bernstein