📖 References

Quantitative Finance

John C. Hull - Options, Futures, and Other Derivatives
Damiano Brigo & Fabio Mercurio - Interest Rate Models - Theory and Practice (With Smile, Inflation and Credit)
Paul Glasserman - Monte Carlo Methods in Financial Engineering
Steven E. Shreve - Stochastic Calculus for Finance II: Continuous-Time Models
Espen Gaarder Haug - Option Pricing Formulas
Antoine Savine - Modern Computational Finance: AAD and Parallel Simulations
Jessica James & Nick Webber - Interest Rate Modelling
Jim Gatheral - The Volatility Surface
Lorenzo Bergomi - Stochastic Volatility Modelling

Mathematics

Andreas Griewank & Andrea Walther - Evaluating Derivatives - Principles and Techniques of Algorithmic Differentiation
Uwe Naumann - The Art of Differentiating Computer Programs: An Introduction to Algorithmic Differentiation

Rust

S. Klabnik & C. Nichols - The Rust Programming Language
J. Gjengset - Rust for Rustaceans
J. Blandy - Rust Programming