4 ms·

From Buffon's needles to $1 million per day. Fascinating thought! Thanks for the link. Can we take you up on your offer for a few more recommendations?

• secret 17y ago
  Sure thing! Here are some I've used in addition to the above: Lecture notes from Dr Kohn at NYU: http://www.math.nyu.edu/faculty/kohn/math-finance-lecture-notes.html http://www.math.nyu.edu/faculty/kohn/math-finance-lecture-no... Options, Futures, and Other Derivatives by Hull (considered one of the best books in this field, but I like the next one better) An Introduction to the Mathematics of Financial Derivatives by Neftci Numerical Methods in Finance and Economics: A MATLAB-Based Introduction (Statistics in Practice) by Brandimarte Also, we take a general C++ course. Coming into the program they wanted us to have completed math through calc 3, differential equations (first course), and linear algebra (first course). I was a finance undergrad not math, so from experience I can say I wish I would have also studied some real analysis (just the basics), and a high level undergrad course in probability (although we took a grad level intro course first semester). Also, the better you are at proofs, the easier time you will have (I had no training in this and have picked it up as we go along). Also, some schools make a distinction between computational finance and mathematical finance, so that's something to think about too.
  • yannis 17y ago
    Thanks.