Books for Mathematical Finance : My Choice

These books are a for the current course on derivative pricing that I am teaching at IIT Kanpur in this semester. A little description is also provided for all those books.

[ravis]

👌..IITKanpur and Prof. Ji.. great intro to advanced books 📚 on Fin. Maths

[gyandeepsharma]

please continue making video about book series sir. Loved it❤❤

[nishanthshetty]

Prof. Dutta, thank you for sharing this list with us! I'd love to learn stochastic calculus in much more depth from your lectures if you intend to record at some point in the future.

[marilynlucas]

I loved your review on the book on topological spaces. It made me write some groundbreaking code in rust that will advance physics. Thanks.I just discovered your video randomly and decided to watch it

[dss]

To the Quant finance book list I would particularly add " Essentials of Stochastic Finance " by A.N Shiryaev.

[shloktayal]

Love the spirit love the vibes please keep posting

[_Sam_-zhsw]

I didnt realize that I would take interest in mathematics because of its necessity to make money. But I am determined to learn advance mathematics for this. For ppl who took commerce cant compete with ppl who have engineering background. And these ppl are making 50 lakhs every year working at quant trading firms. I cant just sit and let everybody else reap all the ecenomic benefit of mispricing in market. It will be great if Mr Dutta could create a curriculum which we can help is understand quantitative finance not just from option pricing perspective but also algorithmic trading.

[ajayreddy]

Hello Sir, could you create a video outlining a roadmap for learning Mathematical Finance, starting from the prerequisites and progressing to advanced topics? or Commenting your thoughts on this comment would also be great help

[jmgpqcx]

Congrats Sir :) Wishes from IIT Madras

[aisolutionsindia]

the only problem with monte carlo methods is that it cannot be used in real time trading, by the time it returns a probability measure the stock price would have changed

[BreezeTalk]

Thank you, my good Sir. Dearest uncle.

[narendranathmaji]

Sir, please start teaching Core mathematics and statistical mathematics in your youtube channel. It is my humble request 🙏. I am an engineering student at Jadavpur University, and thanks to you I have got good grades in almost whatever nptel subjects you have taught. I would love to learn much more in depth mathematics from you.

[tusharanand]

It's always been very delighful to see videos on Mathematics and Finance.
However, in this Video you talked about Mathematical Maturity...
Can you please teach us how to achieve Mathematical and Financial Maturity?
I'm still in 2nd Year of my B. TECH. CSE.
Please guide us sir...🙏

[advaita-buddha]

Sir, i am class 10 student please make that video how to study mathematics at its best . ∞

[akshyapani]

Please talk more about application of mathematics in financial world.

[gj-bckl]

Hello, professor. I just love the way you discuss about math, I would love if you come up with book reviews that give a comprehensive understanding about calculus(specially 3d and complex). I have been doing calculus for my research work for a long time, but it seems that there is lot to learn more about the subject.

[encapsulatio]

What combination of books on probability, statistics, ODE, PDE do you recommend we need to use together to actually be ready to handle all the math prerequisites needed in the most advanced books recommended in this video? Thank you very much.

[MaheshPatil-lrwv]

Sir, watching your stochastic calculus lecture.i hope it will help me to crack interview.

[SaiSandesh-cl]

Hello sir i want to Collect maths books like you how can I buy or how can I start collecting maths books

[kapilvyas]

Hello Sir,
One small request would be make NPTEL course based on this books.
It would be great for all students community out there.
I'm aware about your course on Stochastic calculus ( part 1&2) on NPTEL.
But, my suggestion would be great initiative.
Looking forward for the course.
Thanks in advance 😃