The Misbehavior of Markets: A Fractal View of Financial Turbulence
by Benoit B. Mandelbrot
Foundations of Economic Analysis
by Paul A. Samuelson
Why Stock Markets Crash: Critical Events in Complex Financial Systems
by Didier Sornette
Beat the Market: A Scientific Stock Market System
by Edward O. Thorp and Sheen T. Kassouf
The Trouble With Physics: The Rise of String Theory, The Fall of a Science, and What Comes Next
by Lee Smolin
Blaming “the quants” for the 2008 financial crisis is simplistic and short-sighted, says the author of The Physics of Wall Street. He picks five books showing the contribution physics has made to understanding financial markets.
What is string theory, and why should we bother finding out? Princeton physics professor Steven Gubser, author of The Little Book of String Theory, explains.