books.bib

@book{WilmottFAQ,
    author = {Paul Wilmott},
    publisher = {Wiley},
    series = {},
    title = {Frequently Asked Questions in Quantitative Finance},
    year = {2009}
}

@book{JoshiQA,
    author = {Joshi, M.S. and Denson, N. and Downes, A.},
    publisher = {CreateSpace},
    series = {},
    title = {Quant Job Interview: Questions and Answers},
    year = {2008}
}

@book{HeardOnTheStreet,
    author = {Timothy Falcon Crack},
    publisher = {Self Published},
    title = {Heard on the Street: Quantitative Questions from Wall Street Job Interviews},
    year = {2004}
}
@Manual{RCoreTeam,
    title = {R: A Language and Environment for Statistical Computing},
    author = {{R Core Team}},
    organization = {R Foundation for Statistical Computing},
    address = {Vienna, Austria},
    year = {2017},
    url = {https://www.R-project.org/},
}

@book{joshi2008cpp,
  title={C++ design patterns and derivatives pricing},
  author={Joshi, Mark Suresh},
  volume={2},
  year={2008},
  publisher={Cambridge University Press}
}
@article{Sympy,
title = "{SymPy}: symbolic computing in {P}ython",
author = "Meurer, Aaron and Smith, Christopher P. and Paprocki, Mateusz and Kirpichev, Sergey B. and Rocklin, Matthew and Kumar, AMIT and Ivanov, Sergiu and Moore, Jason K. and Singh, Sartaj",
year = "2017",
keywords = "Python, Computer algebra system, Symbolics",
volume = "3",
pages = "e103",
journal = "PeerJ Computer Science"
}

@article{GLM,
  title={Generalized linear models},
  author={McCullagh, Peter},
  journal={European Journal of Operational Research},
  volume={16},
  number={3},
  pages={285--292},
  year={1984},
  publisher={Elsevier}
}
@book{mcneil2015quantitative,
  title={Quantitative risk management: Concepts, techniques and tools},
  author={McNeil, Alexander J and Frey, R{\"u}diger and Embrechts, Paul},
  year={2015},
  publisher={Princeton university press}
}
@book{andersen2009handbook,
  title={Handbook of financial time series},
  author={Andersen, Torben Gustav and Davis, Richard A and Kreiss, Jens-Peter and Mikosch, Thomas V},
  year={2009},
  publisher={Springer Science \& Business Media}
}
@book{narang2013inside,
  title={Inside the Black Box: A Simple Guide to Quantitative and High Frequency Trading},
  author={Narang, Rishi K},
  volume={883},
  year={2013},
  publisher={John Wiley \& Sons}
}
@book{lewis2014flash,
  title={Flash boys: a Wall Street revolt},
  author={Lewis, Michael M and Baker, Dylan},
  year={2014},
  publisher={WW Norton New York, NY}
}
@book{patterson2010quants,
  title={The quants: How a small band of maths wizards took over Wall Street and nearly destroyed it},
  author={Patterson, Scott},
  year={2010},
  publisher={Random House}
}
@article{steinsaltz2011value,
  title={The value of nothing: A review of {T}he {Q}uants},
  author={Steinsaltz, David},
  journal={The Notices of the American Mathematical Society},
  year={2011},
  month={May}
}
@misc{GoogleBrainteasers,
  title={Google Finally Admits That Its Infamous Brainteasers Were Completely Useless for Hiring},
  author={Adam Pasick},
  year={2013},
  month={June},
  journal={The Atlantic},
  note="{\scriptsize\url{https://www.theatlantic.com/business/archive/2013/06/google-finally-admits-that-its-infamous-brainteasers-were-completely-useless-for-hiring/277053/}}"
}
@book{murphy2012machine,
  title={Machine learning: a probabilistic perspective},
  author={Murphy, Kevin P},
  year={2012},
  publisher={MIT press}
}
@book{neal1996bayesian,
  title={Bayesian learning for neural networks},
  author={Neal, Radford M},
  year={1996},
  publisher={Springer}
}
@Manual{datatables,
title = {data.table: Extension of Data.frame},
author = {M Dowle and A Srinivasan and T Short and S Lianoglou with contributions from R Saporta and E Antonyan},
year = {2015},
note = {R package version 1.9.6},
url = {https://CRAN.R-project.org/package=data.table},
}