🐯 Princeton Operations Research & Financial Engineering unofficial reading list
| Sophomore level | |
|---|---|
| Fundamentals of Statistics ORF 245 (fa26) |
◦ Probability and Statistics for Engineering & the Sciences by Jay Devore |
| Junior level | |
|---|---|
| Optimization ORF 307 (fa26) |
◦ Intro. to Linear Optimization by Bertsimas & Tsitsiklis ◦ Linear Programming: Foundations and Extensions by Robert J. Vanderbei |
| Probability & Stochastic Systems ORF 309 (fa26) |
◦ Fundamentals of Probability: With Stochastic Processes by Saeed Ghahramani ◦ Intro. To Probability by Bertsekas & Tsitsiklis ◦ Intro. to Probability Models by Sheldon M. Ross |
| Senior level | |
|---|---|
| Energy & Commodities Markets ORF 455 (fa26) |
◦ Optimization Models in Electricity Markets by Anthony Papavasiliou ◦ The Economist Guide to Commodities: Producers, Players & Prices; Markets, Consumers & Trends by Caroline Bain ◦ Commodity Price Dynamics: A Structural Approach by Craig Pirrong ◦ Valuation & Risk Management in Energy Markets by Glen Swindle ◦ Energy & Power Risk Management: New Developments in Modeling, Pricing & Hedging by Eydeland & Wolyniec |