I am fortunate to get hold of three books on quant finance - Thanks to my friend B N Reddy who has kindly brought it from USA via his daughter. I find it very common to see people who have not read any literature on quant finance to deride it which has become a fashion.
- FAQs on Quantitative Finance by Paul Wilmott. A legendary name in Quant finance and creator of CQF.
- My Life as a Quant by Emmanuel Derman. A physicist's take on Finance and markets.
- Quants by Scott patterson. Where he sketches about colorful personalities like Aaron Brown, Paul wilmott, Ed Thorp, Jim Simons .
- I like to think Victor Niederhoffer of DailySpec as the original quant.
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