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I’m starting my first co-op on a trading desk next week, and I’m looking for papers or books to read on the commute. I’m currently reading Mathematical Modelling and Computation in Finance (from Roman's video) and would appreciate any recommendations, especially on derivatives.
Dec 28, 2025 · 06:57 PM · 36 views
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Macro Trader
@macro · Dec 29, 2025 · 12:54 AM
Trader
If your desk meddles with exotics, Bouzoubaa is a great reference.
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@chuti · Dec 28, 2025 · 08:44 PM
How'd you get to that position?
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@quantguild
Roman Paolucci Mod Trader FOUNDER
@quantguild · Dec 28, 2025 · 07:42 PM
Trader FOUNDER
I highly recommend the deep hedging literature
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@mrhodler9000 · Dec 29, 2025 · 02:48 PM
I really enjoyed the introduction to linear algebra from Prof Strang. There are youtube video lectures from MIT opencourseware. He's a brilliant teacher
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