Mathematics and Statistics
Pure and applied mathematics, probability, statistics, data analysis and the culture of mathematical thinking. Read by students, quants and anyone who wants numbers to stop lying to them.
178 books
Books 178
Thomas C. Schelling · 1960 · Commitment, threats and bargaining; the founding text of strategic conflict
Edward O. Thorp · 1962 · Revised second edition 1966 is the standard text.
Douglas R. Hofstadter · 1979 · Self-reference and strange loops across mathematics, art and music
Harold Abelson, Gerald Jay Sussman · 1985 · The classic computer science text on abstraction and program structure
Peter L. Bernstein · 1996 · Open Library unreachable during build; every openlibrary.org query failed with connection errors
Elroy Dimson, Paul Marsh, Mike Staunton · 2002 · 101 years of returns across sixteen countries; the survivorship-free equity record.
T1 Moneyball
Michael Lewis · 2003 · Mispriced player assets inside a payroll-constrained franchise.
Judea Pearl, Dana Mackenzie · 2018
Athanasios Papoulis, S. Unnikrishna Pillai · 1965 · The standard engineering text on probability and stochastic processes
James P. O'Shaughnessy · 1996 · The long-run backtests that put numbers on the size and value effects.
William Poundstone · 2005 · Kelly criterion and information theory: the intellectual lineage Medallion trades on.
Thierry Roncalli · 2013 · The technical reference: risk contributions, budgeting and the mathematics.
Steven Strogatz · 2019 · Calculus explained as the mathematics of change
Didier Sornette · 2000 · Power laws, scaling and critical points across physical and social systems
James Franklin · 2001 · How evidence and probability were reasoned about before formal statistics
John Allen Paulos · 2003 · A mathematician's own losses used to explain market probability errors
Douglas W. Hubbard · 2007 · Calibration and the value of information applied to intangibles.
David A. Freedman · 2009 · Freedman on regression's assumptions and the causal claims it cannot support
Edward O. Thorp, Leonard C. MacLean, William T. Ziemba · with Leonard C. MacLean, William T. Ziemba · 2010 · Edited volume of collected papers.
Aaron Brown · 2011 · A working risk manager on what value-at-risk is and is not for.
James Owen Weatherall · 2013 · How physicists and mathematicians came to run money; useful context for Simons.
Turan G. Bali, Robert F. Engle, Scott Murray · 2016 · The cross-sectional testing methods behind every factor claim.
Albert-Laszlo Barabasi · 2018 · Network science on how success and reputation compound unequally
Nassim Nicholas Taleb · 2020 · Technical companion to the Incerto; free preprint on arXiv
A. D. Aleksandrov, A. N. Kolmogorov, M. A. Lavrent'ev · 1965
Harry R. Lewis, Christos H. Papadimitriou · 1981
John Allen Paulos · 1985 · Analytic philosophy and logic presented through humour
Edward R. Tufte · 1990
Robert Kanigel · 1991
Ralph Vince · 1992 · Optimal-f and the practical arithmetic of fractional betting.
Daniel P. Friedman, Matthias Felleisen · 1995
Paul Embrechts, Claudia Kluppelberg, Thomas Mikosch · 1997 · The technical reference on extreme value theory for insurance and finance
Andrew W. Lo, John Y. Campbell, A. Craig MacKinlay · with John Y. Campbell, A. Craig MacKinlay · 1997 · Princeton University Press. Open Library API unreachable this pass.
Peter Kennedy · 1998 · The plain-language companion to econometric method and its pitfalls
Andrew W. Lo, A. Craig MacKinlay · with A. Craig MacKinlay · 1999 · Princeton University Press. Open Library API unreachable this pass.
Neil Gershenfeld · 1999
David G. Stork, Richard O. Duda, Peter E. Hart · 2001
Gerald Jay Sussman · 2001
Albert-Laszlo Barabasi · 2002
Didier Sornette · 2002 · Log-periodic power laws as a physicist's model of crash formation
Jamil Baz, George Chacko · 2003 · Compact mathematical treatment of derivative pricing and its applications
Benoit Mandelbrot, Richard Hudson · 2004
Christian Rudder · 2014
Nicholas J. Higham · 2015
Brian Christian · 2016
Michael Spivak
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Adam Kucharski
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