Econometrics, Quantitative Economics, Data Science


Best of my (scientific) bookshelf

Without any logical order or any explanation of my picks, here is a selection of my very favorite books:

  • Villani, C. (2003). Topics in Optimal Transportation. AMS.
  • Vohra, R. (2011). Mechanism design. A linear programming approach. Cambridge.
  • Vohra, R. (2004). Advanced Mathematical Economics. Routledge.
  • Frankel, T. (2012). The geometry of physics. An introduction. Cambridge.
  • Gale, D. (1960). The theory of linear economic models. Chicago.
  • Burkard, R. Dell’Amico, M., Martello, S. (2012)¬†Assignment Problems. SIAM.
  • Henry-Labordere, P. (2008). Analysis, Geometry, and Modeling in Finance: Advanced methods in option pricing. Chapman & Hall.
  • Roth, A. and Sotomayor, M. (1990). Two-sided matching. A Study in Game-Theoretic Modeling and Analysis. Cambridge.
  • Border, K. (1989). Fixed Point Theorems with Applications to Economics and Game Theory. Cambridge.
  • Krishna, V. (2010). Auction Theory. Second edition. Elsevier.
  • Hiriart-Urruty, J.-B., and Claude Lemar√©chal, C. (2004). Fundamentals of Convex Analysis. Springer.
  • Aubin, J.-P., and Ekeland, I. (2006). Applied nonlinear analysis. Dover.
  • Grady, L., and Polimeni, J. (2010). Discrete Calculus: Applied Analysis on Graphs for Computational Science. Springer.
  • Bertsekas, D. (1998). Network Optimization: Continuous and Discrete Models (Optimization, Computation, and Control). Athena Scientific.
  • Bobzin, H. (2008). Principles of Network Economics. Springer.
  • Rheinboldt, W. (1987). Methods for Solving Systems of Nonlinear Equations. SIAM.
  • Bhatia, R. (2011). Matrix Analysis. Springer.
  • Horn, R. and Johnson, C. (1994). Topics in Matrix Analysis. Cambridge.