Suggested Readings
Would recommend to prioritize Probability and Coding, it is essential for almost all roles. Preparation in Statistics is optional for math finance. Additionally, would be nice to develop a comprehensive understanding of market mechanics.
- Probability --
- A first course in probability by Sheldon Ross
- Ch. 1-5 of An introduction to probability theory and its applications by William Feller
- Statistics: Ch 1-3 and Appendix A of Applied Linear Statistical Models by Kutner, Nachtsheim, Neter and Li
- Math Finance: Ch 1-3 of Financial Calculus: An Introduction to Derivative Pricing by Baxter and Rennie
- Market Microstructure: Ch 1-3 of Options, Futures and Other Derivatives by J C Hull
- Coding: Learn Python, Solve Problems