Reading list for Quants 3.0
As many of you know, Paul Wilmott & I publish a quant careers guide, which contains a recommended reading list. It needs updating and extending for V3 of our guide.Also we will need to recommend a good book on the Credit Crisis, and we're entirely open as to which book that should be.
We are particularly interested in books relevant to algotrading and risk management that allows for the new market conditions.
Background
Derman, E 2004 My Life As A Quant. John Wiley & Sons
http://books.global-investor.com/books/19770.htm?ginPtrCode=10202&identifier=18932b1e1d2bc6d5a1ae69160e8da035
Poundstone, W 2005 Fortune’s Formula. Hill & Wang
http://books.global-investor.com/books/22645.htm?ginPtrCode=10202&identifier=18932b1e1d2bc6d5a1ae69160e8da035
Taleb, NN 2001 Fooled by Randomness. Random House
http://books.global-investor.com/books/22645.htm?ginPtrCode=10202&identifier=18932b1e1d2bc6d5a1ae69160e8da035
Brown A 2006 The Poker Face of Wall Street. John Wiley & Sons
http://books.global-investor.com/books/23007.htm?ginPtrCode=10202&identifier=18932b1e1d2bc6d5a1ae69160e8da035


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