Mathematically illiterate - Books Suggestions

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Mathematically illiterate - Books Suggestions

Postby xorogant » Mon Dec 27, 2010 5:49 pm

I have no maths knowledge but I like the field of quant finance. I don't need a job but I am willing to devote 4 to 5 hours daily for at-least five years for learning the required amount of maths.

Please suggest some books in order of increasing difficulty.

As an example - here's a list from amazon -

(Are these books good? Please help!)

1. Precalculus Mathematics in a Nutshell: Geometry, Algebra, Trigonometry by George Finlay Simmons

2. How to Ace Calculus: The Streetwise Guide by Colin C. Adams

3. The Calculus Tutoring Book by Carol Ash

4. How to Ace the Rest of Calculus: The Streetwise Guide, Including Multi-Variable Calculus by Colin C. Adams

5. Calculus: Early Transcendentals (Stewart's Calculus Series) by James Stewart

6. Linear Algebra: A Modern Introduction by David Poole

7. Differential Equations-Text Only [Student Edition] by Paul Blanchard

8. The Probability Tutoring Book: An Intuitive Course for Engineers and Scientists (and Everyone Else!) by Carol Ash

9. Understanding Analysis by Stephen Abbott

10. Measure, Integral and Probability by Marek Capi?ski

11. Financial Options: From Theory to Practice by Stephen Figlewski

12. Mathematical Statistics with Applications (AISE) (7th International Edition) by Dennis Wackerly; William Mendenhall; Richard Scheaffer

13. Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance) by Steve E. Shreve

14. Brownian Motion Calculus by Ubbo F. Wiersema

15. Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance) (v. 2) by Steve E. Shreve

16. MATLAB Primer, 7th Edition by Timothy A. Davis

17. More Math Into LaTeX, 4th Edition by George A. Gratzer

18. C++ Primer Plus (5th Edition) by Stephen Prata

19. Numerical Analysis by Tim Sauer

20. A Friendly Introduction to Numerical Analysis. by Brian Bradie

21. Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance by Domingo Tavella

22. Modeling Derivatives in C++ (Wiley Finance) by Justin London

23. Applied Linear Regression Models Revised Edition with Student CD-Rom by Nachtsheim

24. Analysis of Financial Time Series (Wiley Series in Probability and Statistics) by Ruey S. Tsay

25. Financial Modeling of the Equity Market: From CAPM to Cointegration (Frank J. Fabozzi Series) by Frank J. Fabozzi

PS: If you make a new list - please make that list in increasing order of difficulty - so that I could have a chronological order of studying the books.
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Re: Mathematically illiterate - Books Suggestions

Postby bigperm » Wed Dec 29, 2010 4:44 am

If you are starting from pre-calculus, then you have a long way to go. You cannot hope to plan out 5 years of reading at this point. Also, it is unlikely that you can learn this from self-study. My best advice is to take classes. Then, when you are stuck (mathematicians spend much of their life stuck on a problem) you can ask a teacher for help.
--BTW, special [; formatting ;] for mathematics is meant to be read with
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Re: Mathematically illiterate - Books Suggestions

Postby mj » Tue Jan 11, 2011 4:50 am

most of the books on the list seem reasonable.

However, you can only judge one at a time. Start at the beginning and master the first one. Don't worry about the second one until that's been done.
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