Investing

Best Books On Quantitative Finance

Best Books about Quantitative Investing
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What are the best books on quantitative finance?

Out of the 25 best quantitative finance programs in the world, four universities posted their suggested reading lists online.

Those four were:

  • Boston University
  • Carnegie Mellon
  • Columbia University
  • University of Waterloo

The books that made at least two of the reading lists included:

If you’re looking for the best books on quantitative finance, these five options are a great start.

Want to dive deeper?

See each reading list in its entirety below. Or, check out which investing books were most recommended by today’s top investors.

Note: While there are differences between the terms quantitative finance, computational finance, mathematical finance and financial engineering, for this article the terms were combined. 

For each recommendation below, I’ve included a link to the book’s page on Amazon. If you click through and make a purchase, The Ways To Wealth receives a small commission.

Carnegie Mellon Quantitative Finance Reading List

Regarded as one of the top computational finance programs, Carnegie Mellon recommends the following books for students wanting to learn more about the subject.

Columbia University Financial Engineering Reading List

Ranked second on Quantnet’s list of top financial engineering programs, the recommended reading list for incoming students was recently posted on the Quantnet forums.

General Background

Quantitative Background

Miscellaneous Books On Quantitative Methods

Boston University Quantitative Finance Reading List

Ranked 12th on Quantnet, incoming students are suggested to read the following books.

General Background

APPLIED MATHEMATICS

COMPUTER SCIENCE

University of Waterloo Quantitative Finance Reading List

Ranked #14 on Quantnet, University of Waterloo lists the following books as recommended reading for prospective students.

Finance

Probability and Statistics

Econometrics

Real Analysis

Calculus

Linear Algebra

C++

Python

MATLAB

R

Excel/VBA

General Readings in Finance

Interview Preparation Readings

Further Reading

If you’re interested in reading business and investing books from outside the field of quantitative finance, check out the following lists:

R.J. Weiss
R.J. Weiss is the founder and editor of The Ways To Wealth, a Certified Financial Planner™, husband and father of three. He's spent the last 10+ years writing about personal finance and has been featured in Forbes, Bloomberg, MSN Money, and other publications.

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