The Quants is a good read if you are new to Mathematical Finance. This book should be used in conjunction with Fortune's Formula, which is an excellent read. If you are new to the field this is a good starter. If one is a little more advanced I would suggest the Black Swan and Fooled by Randomness.
Get more detail about The Quants: How a New Breed of Math Whizzes Conquered Wall Street and Nearly Destroyed It.
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