Ask HN: Calling all quants – What's your essential quant reading list?

1 pointuptownfunk1 comment

What books do you recommend for anyone who wants to do anything quant?

Here are a few to kick this off:

Deep Learning - Goodfellow/Bengio

Probability - Feller

Principles of Mathematical Analysis - Rudin

Intro/Elements Stat Learning - Hastie/Tibshirani

I am not a quant.

The Eudaemonic Pie — Thomas A Bass

No theory, just a fascinating history.

edit:

More of a pre-history. It seems that amazon says nothing about Farmer and what he went on to do.