The Black Swan: The Impact of the Highly Improbable
Author: Nassim Nicholas Taleb
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Fooled by Randomness: The Hidden Role of Chance in Life and in the Markets
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The Misbehavior of Markets: A Fractal View of Financial Turbulence
Author: Benoit Mandelbrot
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My Life as a Quant: Reflections on Physics and Finance
Author: Emanuel Derman
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A Demon of Our Own Design: Markets, Hedge Funds, and the Perils of Financial Innovation
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The Volatility Surface: A Practitioner's Guide (Wiley Finance)
Author: Jim Gatheral
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Fractals and Scaling In Finance
Author: Benoit B. Mandelbrot
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Why Stock Markets Crash: Critical Events in Complex Financial Systems
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My Life as a Quant: Reflections on Physics and Finance
Author: Emanuel Derman
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The Misbehavior of Markets
Author: Benoit Mandelbrot
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Fractal Market Analysis: Applying Chaos Theory to Investment and Economics
Author: Edgar E. Peters
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The Statistical Mechanics of Financial Markets (Theoretical and Mathematical Physics)
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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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Patterns of Speculation: A Study in Observational Econophysics
Author: Bertrand M. Roehner
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Minority Games: Interacting Agents in Financial Markets (Oxford Finance)
Author: Damien Challet
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Quantum Finance: Path Integrals and Hamiltonians for Options and Interest Rates
Author: Belal E. Baaquie
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Dynamics of Markets: Econophysics and Finance
Author: Joseph L. McCauley
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Physics of Finance: Gauge Modelling in Non-Equilibrium Pricing
Author: Kirill Ilinski
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Quantum Finance: Path Integrals and Hamiltonians for Options and Interest Rates
Author: Belal E. Baaquie
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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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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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