Product ReviewsThe Quants : How a New Breed of Math Whizzes Conquered Wall Street and Nearly Destroyed It by Scott Patterson (2010, Hardcover)

concise

behind the scenes look at how computer trading became a behemoth on wall street and almost broke the system. takes you up to late 08 when things were still dicey.

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Probably one the best books on the subject!

Scott Patterson gives us full insight on the world of the Quants, passing through all the major (and some interesting anecdotal) steps on financial mathematics!
A must for any one interested on the subject!Read full review...