Inside The Black Box: The Simple Truth About Quantitative Trading
Rishi Narang
reviewed by Rahul Malhotra
posted by Rahul Malhotra (29 September 2010)
Dynamics of Markets - The New Financial Economics
Joseph L. McCauley
reviewed by Enrico Scalas
posted by Enrico Scalas (17 August 2010)
Complexity explained
Péter Érdi
reviewed by Matúš Medo
posted by Matúš Medo (25 May 2009)
Data Analysis: A Bayesian Tutorial
Devinderjit Sivia and John Skilling
reviewed by Matúš Medo
posted by Matúš Medo (30 March 2009)
Two books about the credit crisis of 2008
George Soros and Charles R. Morris
reviewed by Joseph L. McCauley
posted by editor (30 May 2008)
Critical Mass: How One Thing Leads to Another
Philip Ball
reviewed by Joseph Wakeling
posted by editor (16 July 2007)
Globalizing Capital, a History of the International Monetary System
Barry Eichengreen
reviewed by Joseph L. McCauley
posted by editor (14 March 2007)
My Life as a Quant: Reflections on Physics and Finance
Emanuel Derman
reviewed by Joseph L. McCauley
posted by editor (14 March 2007)
Stochastic Differential Equations
Avner Friedman
reviewed by Joseph L. McCauley
posted by editor (5 March 2007)
Why Most Things Fail
Paul Ormerod
reviewed by Joseph L. McCauley
posted by editor (3 May 2006)
Introduction to the Mathematics of Financial Derivatives
Salih N. Neftci
reviewed by Joseph L. McCauley
posted by editor (21 December 2005)
Brownian Motion and Martingales in Analysis (The Wadsworth mathematics series, 1984)
Richard Durrett
reviewed by Joseph L. McCauley
posted by editor (21 December 2005)
The Crisis of Global Capitalism
George Soros
Little, Brown & Co., 199
reviewed by Joseph L. McCauley
posted by editor (30 June 2005)
Computable Economics (The Arne Ryde Memorial Lectures)
by Kumaraswamy Velupillai
reviewed by Joseph L. McCauley
posted by editor (1 June 2005)
Evolution of Networks. From Biological Nets to the Internet and WWW
S. N. Dorogovtsev and J. F. F. Mendes
reviewed by Marian Boguñá
posted by editor (17 November 2004)
Dynamics of Markets
Joseph L. McCauley
reviewed by Paolo Laureti
posted by editor (17 November 2004)
Evolution and Structure of the Internet
Romualdo Pastor-Satorras, Alessandro Vespignani
reviewed by Ginestra Bianconi
posted by editor (1 May 2004)
Evolution and Structure of the Internet
Romualdo Pastor-Satorras, Alessandro Vespignani
reviewed by Lionel Moret
posted by editor (1 May 2004)
Butterfly Economics
Paul Ormerod
reviewed by Joe McCauley
posted by editor (30 March 2004)
Topics in the Theory of Random Noise
R. Stratonovich
reviewed by Joe McCauley
posted by editor (19 February 2004)
Brownian Agents and Active Particles: Collective Dynamics in the Natural and Social Sciences
Frank Schweitzer
reviewed by Enrico Scalas
posted by editor (19 December 2003)
Prisoner's Dilemma
William Poundstone
reviewed by Joe McCauley
posted by editor (4 July 2003)
Nonequilibrium Statistical Mechanics
Ryugo Kubo
reviewed by Joe McCauley
posted by editor (30 June 2003)
Of Paradise and Power: America Vs. Europe in the New World Order
Robert Kagan
reviewed by J. McCauley
posted by editor (20 May 2003)
Why Stock Markets Crash
D. Sornette
reviewed by A. Johansen
posted by editor (15 May 2003)
The War over Iraq: Saddam's Tyranny and America's Mission
William Kristol, Lawrence F. Kaplan
reviewed by J. McCauley
posted by editor (14 May 2003)
Globalization and its Discontents
J.E. Stiglitz
reviewed by Joe McCauley
posted by editor (10 February 2003)
Debunking Economics: The Naked Emperor of the Social Sciences
Steve Keen
reviewed by Joe McCauley
posted by editor (30 January 2003)
Pipe Dreams: Greed, Ego, and the Death of Enron
Robert Bryce
reviewed by Joe McCauley
posted by editor (30 January 2003)
Linked
A.-L. Barabasi
reviewed by Joseph Wakeling
posted by editor (6 September 2002)
Intermediate Microeconomics: A Modern Approach
Hal R. Varian
reviewed by Joe McCauley
posted by editor (6 September 2002)
A Guide to First-Passage Processes
Sidney Redner
reviewed by Paolo Laureti
posted by editor (5 September 2002)
Stochastic Calculus and Financial Applications
J. Michael Steele
reviewed by Joe McCauley
posted by editor (3 September 2002)
An Introduction to High-Frequency Finance
Michel M. Dacorogna, Ramazan Gençay, Ulrich A. Müller, Richard B. Olsen, Olivier V.
reviewed by J. McCauley
posted by editor (1 July 2002)
Machine Dreams Economics Becomes a Cyborg Science
P. Mirowski
reviewed by J. McCauley
posted by editor (1 July 2002)
Economics
Paul Anthony Samuelson, William D. Nordhaus
reviewed by Joe McCauley
posted by editor (29 May 2002)
Microeconomic Analysis
Hal R. Varian
reviewed by Joe McCauley
posted by editor (29 May 2002)
A New Kind of Science
Stephen Wolfram
reviewed by Thomas Martin
posted by editor (28 May 2002)
Linked: The New Science of Networks
Albert-Laszlo Barabasi
reviewed by Stefan Bornholdt
posted by editor (15 May 2002)
Financial Calculus : An Introduction to Derivative Pricing
Martin Baxter, Andrew Rennie
reviewed by J. McCauley
posted by editor (20 March 2002)
Innovation, Organization and Economic Dynamics Selected Essays
Giovanni Dosi, Edward Elgar (2000)
reviewed by Joe McCauley
posted by editor (15 March 2002)
Options, Futures, and Other Derivatives with Disk
John C. Hull
reviewed by Joe McCauley
posted by editor (15 March 2002)
Symmetries and Reflections
E. P. Wigner
reviewed by Joe McCauley
posted by editor (15 January 2002)
Puzzles of Finance Six Practical Problems and Their Remarkable Solutions
Mark P. Kritzman
reviewed by Joe McCauley
posted by editor (15 January 2002)
Contemporary Economics
Spencer and Amos Worth Publishers
reviewed by Joe McCauley
posted by editor (1 October 2001)
Maestro: Greenspan's Fed and the American Boom
Bob Woodward
reviewed by Joe McCauley
posted by editor (20 September 2001)
Economics and Evolution
G. R. Hodgson
reviewed by Joe McCauley
posted by editor (15 September 2001)
F.I.A.S.C.O. : The Inside Story of a Wall Street Trader
Frank Partnoy
reviewed by Joe McCauley
posted by editor (10 September 2001)
Capital Ideas: The Improbable Origins of Modern Wall Street
Peter L. Bernstein
reviewed by Joe McCauley
posted by editor (10 September 2001)
Finance
Zvi Bodie, Robert C. Merton (Preface)
reviewed by Joe McCauley
posted by editor (5 September 2001)