I'm looking for a book/pdf/guide to quantitative finance that contains all of the necessary mathematical prerequisites, as well as modern quantitative finance topics. Preferably something written at the advanced undergraduate/beginning graduate level.
Any recommendations are greatly appreciated. I cannot seem to find a comprehensive text that is written in a reasonably rigorous way (makes use of theorems from lin alg, probability, analysis, etc).
Thanks!
Start with these
Quantitative Trading Strategies - Harnessing The Power of Quantitative Techniques To Create A Winning Trading Program
Quantitative Trading - Ernest Chan
What Works Well On Wall Street – James O’Shaughnessy
Trading And Exchanges: Market Microstructure For Practitioners
The Evaluation And Optimisation Of Trading Strategies [Second Edition]