Investment Science

What Hacker News says

1. OnavoNov 2025
   If you just want to get up to speed on the mathematics, Luenberger's Investment Science is a classic.

   https://www.amazon.com/Investment-Science-David-G-Luenberger...

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2. usgroupFeb 2019
   As a textbook, I suggest Investment Science by Leunberger. It's concise and has great coverage, and you can just keep referencing it over time.

   As an initial focus, I suggest understanding discrete time models well. If you've got some LA and calculus then I'd suggest just hoping into Introduction to Mathematical Finance by Pliska. It's concise, zero filler, but really clear.

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3. ronald_raygunJul 2017
   I'm reading a few. The Power Broker (really good, but really long). The dictators handbook (good, but repetitive). Deep thinking (easy and enjoyable if you're interested in AI). Investment Science (very good if you're interested in math finance).
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4. yomritoyjSep 2016
   Since you are already in a quantitative field I think it would be good to quickly get to the heart of what economists actually do. I would suggest

   Varian, 'Intermediate Microeconomics' Luenberger, 'Investment Science' Wooldridge, 'Introductory Econometrics'

   for the undergraduate background and then at the graduate level Jehle and Renyi for microeconomics, Duffie for asset pricing theory, Tirole for corporate finance and Campbell, Lo and Macinlay for econometrics.

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5. aetMay 2014
   Investment Science by Luenberger
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6. checkdigit15Jul 2017
   Investment Science - is that the one by David Luenberger? Green cover?
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