This is my current book wishlist, I intend to update it regularly, maybe bring detailed comments on the books I read.
General
Topic
Title
Author
Luck
The Serendipity Mindset
Christian Busch
Entrepreneurship
A Busca
Jorge Gerdau
Finance
Topic
Title
Author
Factor Models
Portfolio Risk Analysis
Gregory Connor
Macro-level risk management
The Illusion of Control
Jón Daníelsson
Quantitative Finance
Quantitative Portfolio Management
Michael Isichenko
Mathematics
Topic
Title
Author
Comments
Probability
Probability, 5th edition
Rick Durrett
Probability
Probability with Martigales
David Williams
Must have, but I still don’t
Probability
The Fundamentals of Heavy Tails
Jayakrishnan Nair
Stochastics
Applied Probability Models
Sheldon Ross
Self Christmas gift
Functional Analysis
Optimization by Vector Space Methods
David G. Luenberger
Functional Analysis
Linear Analysis, 2nd edition
Béla Bollobás
Looks interesting but not enough
Machine Learning
Foundations of Machine Learning, 2nd edition
Mehryar Mohri
Amazing mathematical formality within this Buzzword topic. Covers a wide range of topics and it’s worth acquiring despite being too expensive. I am accepting as a gift.
Convex Optimization
Convex Optimization
Stephen Boyd
500 pages of bookshelf decoration, I prefer Mr. Boyd open lectures