What’s the best book you’ve found for genuinely improving probabilistic thinking?
One thing I’ve noticed after doing a lot of quant prep is that there’s a huge difference between books that teach tricks and books that genuinely improve the way you think.
For me, *Quantitative Finance Interview Prep Guide* by Mikhail Zaitsev (who’s a Jane Street quant) was one of the rare books in the second category. The problems are hard in a very “clean” way, they force you to build intuition for probability and combinatorics instead of pattern-matching formulas.
Ironically, despite the title, I think it’s just an excellent probability/problem-solving book in general. It actually played a pretty big role in helping me get into IMC.
Curious what other people here think are the best books for developing probabilistic thinking rather than just grinding interview questions.