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The best risk related books: finance, mathematics, probability, fractals and nonlinear dynamics
1.
The Black Swan: The Impact of the Highly Improbable
by:
Nassim Nicholas Taleb
3.96 avg rating โ 119,251 ratings
2.
Fooled by Randomness: The Hidden Role of Chance in Life and in the Markets
by:
Nassim Nicholas Taleb
4.08 avg rating โ 69,679 ratings
3.
Modelling Extremal Events: for Insurance and Finance (Stochastic Modelling and Applied Probability (33))
by:
Paul Embrechts
3.95 avg rating โ 20 ratings
4.
Dynamic Hedging: Managing Vanilla and Exotic Options
by:
Nassim Nicholas Taleb
4.03 avg rating โ 524 ratings
5.
Why Stock Markets Crash: Critical Events in Complex Financial Systems
by:
Didier Sornette
3.86 avg rating โ 254 ratings
6.
Antifragile: Things That Gain from Disorder
by:
Nassim Nicholas Taleb
4.10 avg rating โ 56,002 ratings
6.
Skin in the Game: The Hidden Asymmetries in Daily Life
by:
Nassim Nicholas Taleb
3.91 avg rating โ 30,628 ratings
8.
Kelly Capital Growth Investment Criterion, The: Theory And Practice (World Scientific Handbook In Financial Economics Series 3)
by:
Leonard C. Maclean
4.14 avg rating โ 72 ratings
9.
Forecasting: principles and practice
by:
Rob J. Hyndman
4.38 avg rating โ 309 ratings
10.
Against the Gods: The Remarkable Story of Risk
by:
Peter L. Bernstein
3.96 avg rating โ 14,183 ratings
11.
An Introduction to Information Theory: Symbols, Signals and Noise (Dover Books on Mathematics)
by:
John R. Pierce
3.91 avg rating โ 793 ratings
12.
Probability Theory: The Logic of Science
by:
E.T. Jaynes
4.41 avg rating โ 648 ratings
13.
Derivatives: Models on Models
by:
Espen Gaarder Haug
really liked it 4.00 avg rating โ 23 ratings
13.
The Fractal Geometry of Nature
by:
Benoรฎt B. Mandelbrot
4.23 avg rating โ 1,276 ratings
15.
Statistical Inference
by:
George Casella
4.17 avg rating โ 389 ratings
16.
Lombard Street: A Description of the Money Market
by:
Walter Bagehot
3.88 avg rating โ 414 ratings
17.
The Joy of X: A Guided Tour of Math, from One to Infinity
by:
Steven H. Strogatz
4.06 avg rating โ 8,570 ratings
18.
The Flaw of Averages: Why We Underestimate Risk in the Face of Uncertainty
by:
Sam L. Savage
3.86 avg rating โ 563 ratings
19.
Infinite Powers: How Calculus Reveals the Secrets of the Universe
by:
Steven H. Strogatz
4.29 avg rating โ 7,028 ratings
20.
The Statistical Mechanics of Financial Markets
by:
Johannes Voit
4.17 avg rating โ 29 ratings
20.
Safe Haven: Investing for Financial Storms
by:
Mark Spitznagel
4.02 avg rating โ 789 ratings
22.
Extreme Value Theory: An Introduction (Springer Series in Operations Research)
by:
Laurens de Haan
3.17 avg rating โ 6 ratings
23.
Critical Phenomena in Natural Sciences: Chaos, Fractals, Selforganization and Disorder: Concepts and Tools (Springer Series in Synergetics)
by:
Didier Sornette
4.21 avg rating โ 19 ratings
24.
Statistical Consequences of Fat Tails: Real World Preasymptotics, Epistemology, and Applications
by:
Nassim Nicholas Taleb
4.27 avg rating โ 177 ratings
25.
Paul Wilmott Introduces Quantitative Finance (The Wiley Finance Series)
by:
Paul Wilmott
4.19 avg rating โ 122 ratings
26.
Paul Wilmott on Quantitative Finance, Volumes 1-3
by:
Paul Wilmott
4.24 avg rating โ 79 ratings
27.
Statistical Models: Theory and Practice
by:
David Freedman
4.21 avg rating โ 75 ratings
27.
The Money Formula: Dodgy Finance, Pseudo Science, and How Mathematicians Took Over the Markets
by:
Paul Wilmott
4.10 avg rating โ 200 ratings
29.
Options, Futures and Other Derivatives
by:
John C. Hull
4.16 avg rating โ 1,523 ratings
29.
Machine Learning: An Applied Mathematics Introduction
by:
Paul Wilmott
3.89 avg rating โ 56 ratings
31.
The Volatility Smile: An Introduction for Students and Practitioners
by:
Emanuel Derman
4.11 avg rating โ 45 ratings
31.
Frequently Asked Questions in Quantitative Finance (Wiley Series in Financial Engineering)
by:
Paul Wilmott
4.06 avg rating โ 143 ratings
33.
Models.Behaving.Badly: Why Confusing Illusion with Reality Can Lead to Disaster, on Wall Street and in Life
by:
Emanuel Derman
3.42 avg rating โ 479 ratings
33.
Derivatives: The Theory and Practice of Financial Engineering
by:
Paul Wilmott
3.91 avg rating โ 22 ratings
35.
The Best of Wilmott 2
by:
Paul Wilmott
3.67 avg rating โ 6 ratings
36.
Scale: The Universal Laws of Growth, Innovation, Sustainability, and the Pace of Life in Organisms, Cities, Economies, and Companies
by:
Geoffrey B. West
4.11 avg rating โ 5,358 ratings
37.
Mathematics: Its Content, Methods and Meaning (3 Volumes in One) (Dover Books on Mathematics)
by:
A.D. Aleksandrov
4.42 avg rating โ 234 ratings
38.
A Man for All Markets: From Las Vegas to Wall Street, How I Beat the Dealer and the Market
by:
Edward O. Thorp
4.24 avg rating โ 7,500 ratings
39.
Option Volatility & Pricing: Advanced Trading Strategies and Techniques
by:
Sheldon Natenberg
4.27 avg rating โ 1,274 ratings
40.
Bayesian Methods for Hackers: Probabilistic Programming and Bayesian Inference
by:
Cameron Davidson-Pilon
3.99 avg rating โ 208 ratings
41.
Stigum's Money Market
by:
Marcia Stigum
4.21 avg rating โ 82 ratings
42.
A Template for Understanding Big Debt Crises
by:
Ray Dalio
4.35 avg rating โ 2,897 ratings
43.
Emergence: The Connected Lives of Ants, Brains, Cities, and Software
by:
Steven Johnson
3.95 avg rating โ 3,539 ratings
44.
Introduction To Probability
by:
Dimitri P. Bertsekas
4.29 avg rating โ 197 ratings
45.
Introduction to Probability
by:
Joseph K. Blitzstein
4.52 avg rating โ 165 ratings
46.
An Introduction to Probability Theory and Its Applications, Volume 1
by:
William Feller
4.31 avg rating โ 161 ratings
47.
The Elements of Statistical Learning: Data Mining, Inference, and Prediction
by:
Trevor Hastie
4.43 avg rating โ 1,867 ratings
48.
Probability Theory (Courant Lecture Notes)
by:
S.R.S. Varadhan
4.44 avg rating โ 16 ratings
49.
Information Theory, Inference, and Learning Algorithms
by:
David J.C. MacKay
4.52 avg rating โ 481 ratings
50.
Elements of Information Theory 2nd Edition (Wiley Series in Telecommunications and Signal Processing)
by:
Thomas M. Cover
4.20 avg rating โ 317 ratings
51.
The Brownian Motion: A Rigorous but Gentle Introduction for Economists (Springer Texts in Business and Economics)
by:
Andreas Lรถffler
3.83 avg rating โ 6 ratings
52.
The Volatility Surface: A Practitioner's Guide
by:
Jim Gatheral
3.81 avg rating โ 83 ratings
53.
All of Statistics: A Concise Course in Statistical Inference
by:
Larry Wasserman
4.26 avg rating โ 388 ratings
54.
Debunking Economics: The Naked Emperor Dethroned?
by:
Steve Keen
4.05 avg rating โ 807 ratings
55.
Mathematical Methods for Physics and Engineering
by:
K.F. Riley
4.15 avg rating โ 240 ratings
56.
Nonlinear Dynamics and Chaos: With Applications to Physics, Biology, Chemistry, and Engineering
by:
Steven H. Strogatz
4.38 avg rating โ 1,511 ratings
57.
Probability, Random Variables and Stochastic Processes with Errata Sheet
by:
Athanasios Papoulis
4.25 avg rating โ 148 ratings
58.
Counterexamples in Probability: Third Edition (Dover Books on Mathematics)
by:
Jordan M. Stoyanov
4.56 avg rating โ 9 ratings
59.
Complexity: A Guided Tour
by:
Melanie Mitchell
4.11 avg rating โ 3,426 ratings
60.
Deep Learning
by:
Ian Goodfellow
4.44 avg rating โ 2,067 ratings
61.
The Eurodollar Futures and Options Handbook
by:
Galen Burghardt
4.21 avg rating โ 38 ratings
62.
Volatility Trading, + website
by:
Euan Sinclair
4.24 avg rating โ 191 ratings
63.
Option Volatility Trading Strategies
by:
Sheldon Natenberg
4.07 avg rating โ 27 ratings
64.
Trading Options Greeks: How Time, Volatility, and Other Pricing Factors Drive Profits (Bloomberg Financial Book 159)
by:
Dan Passarelli
4.29 avg rating โ 145 ratings