The Black Swan: The Impact of the Highly Improbable
Author: Nassim Nicholas Taleb
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The Misbehavior of Markets: A Fractal View of Risk, Ruin & Reward
Author: Benoit Mandelbrot
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A Demon of Our Own Design: Markets, Hedge Funds, and the Perils of Financial Innovation
Author: Richard Bookstaber
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The Misbehavior of Markets
Author: Benoit Mandelbrot
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Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
Author: Steven E. Shreve
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The Volatility Surface: A Practitioner's Guide (Wiley Finance)
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A Non-Random Walk Down Wall Street
Author: Andrew W. Lo
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Fractals and Scaling In Finance
Author: Benoit B. Mandelbrot
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Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)
Author: Steven E. Shreve
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Analysis of Financial Time Series (Wiley Series in Probability and Statistics)
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My Life as a Quant: Reflections on Physics and Finance
Author: Emanuel Derman
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Stochastic Differential Equations: An Introduction with Applications (Universitext)
Author: Bernt Oksendal
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An Introduction to High-Frequency Finance
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Why Stock Markets Crash: Critical Events in Complex Financial Systems
Author: Didier Sornette
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The Misbehavior of Markets
Author: Benoit Mandelbrot
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Critical Phenomena in Natural Sciences: Chaos, Fractals, Selforganization and Disorder: Concepts and Tools (Springer Series in Synergetics)
Author: Didier Sornette
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An Introduction to Econophysics: Correlations and Complexity in Finance
Author: Rosario N. Mantegna
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Dynamics of Markets: Econophysics and Finance
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Minority Games: Interacting Agents in Financial Markets (Oxford Finance)
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Introduction to Econophysics: Correlations and Complexity in Finance
Author: Rosario N. Mantegna
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Patterns of Speculation: A Study in Observational Econophysics
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Dynamics of Markets: Econophysics and Finance
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Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management
Author: Jean-Philippe Bouchaud
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Physics of Finance: Gauge Modelling in Non-Equilibrium Pricing
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Quantum Finance: Path Integrals and Hamiltonians for Options and Interest Rates
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Financial Market Complexity: What Physics Can Tell Us About Market Behaviour (Economics & Finance)
Author: Neil F. Johnson
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Quantum Finance: Path Integrals and Hamiltonians for Options and Interest Rates
Author: Belal E. Baaquie
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The Mathematical Theory of Minority Games: Statistical Mechanics of Interacting Agents (Oxford Finance)
Author: A.C.C. Coolen
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Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management
Author: Jean-Philippe Bouchaud
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