Ask HN: Best Resources on (Computational) Finance

24 points by adamnemecek 5y ago ↗ HN

Given the current situation, I was curious what are some good resources on finance, ideally with a computational point of view? I have tried to read some books but they all feel very poorly written and insanely boring.

8 comments

[ 3.2 ms ] story [ 25.8 ms ] thread

kratom_sandwich 5y ago ↗

Check out the works of Paul Wilmott, which include textbooks and a magazine of the same name which is (or at least used to be) the most expensive magazine subscription there is.

Wikipedia: https://en.wikipedia.org/wiki/Paul_Wilmott

Documentary on "quants" featuring him: https://www.youtube.com/watch?v=ed2FWNWwE3I

For finance in general, I recommend "Corporate Finance" by Berk & de Marzo or the CFA study material, which is quite accessible (at least for Level 1).

serjester 5y ago ↗

I found this collection of Jupyter notebooks really well done. Some basic knowledge in stochastic calculus, financial mathematics and statistics is needed.

https://github.com/cantaro86/Financial-Models-Numerical-Meth...

akg_67 5y ago ↗

Quantnet is a good forum for financial engineering and computational finance. They have a dedicated forum on books in these areas. Have a look at them.

https://quantnet.com/forum/books.37/

Why do you want to learn computational finance? That will be the key driver to the type of books you should be reading. A lot of coverage in this area has institutional focus, you typically will not have access to those instruments as individual retail investor.

adamnemecek 5y ago ↗

This looks pretty good. Yeah, I'm definitely not interested in institutional books.

akg_67 5y ago ↗

If your interest is not institutional or working in finance, I will suggest to pick one retail accessible instrument, such as equity, ETF, options, futures, commodities, currency and dive into reading anything and everything about that instrument.

adamnemecek 5y ago ↗

Ok, reading what for example?

superrrrr 5y ago ↗

I think she broke the news almost a day earlier than major news outlets: https://nope-its-lily.medium.com/

Incredible stuff which I don't understand nearly 50% of it, but I am learning...

coolgeek 5y ago ↗

This may (or may not) be interesting. But it's got nothing to do with computational finance. Did you comment in the wrong thread?

(It's not about general finance, either. It's about a very narrow thing - an event - with a heavy does of sociology thrown in. There's nothing at all wrong with discussing the sociological aspect. I just question why it's linked here, in this thread, as a response to OP's plea.)