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Does anyone have any suggested reading on learning about this sort of thing? It looks like a fascinating area but I can't figure out where to start.

by ElliotH 15y ago

kefeizhou 15y ago
If you're looking for an overarching guide to the finance industry - The Complete Guide to Capital Markets for Quantitative Professionals By Kuznetsov is a good book to start. This book explains the major financial markets, players and products, and what a technical/quantitative person could do there.
dxbydt 15y ago
0.http://www.quantnet.com/quantnet-best-selling-books-2010/ http://www.quantnet.com/quantnet-best-selling-books-2010/ ( you must start here ) 1. http://finmath.uchicago.edu/new/msfm/prospective/plan_reading.php http://finmath.uchicago.edu/new/msfm/prospective/plan_readin... ( i graduated last month from this pgm. if you have 50K$ and 9 months to spare, its not such a bad idea to apply. i believe 50% of graduating class found a quant job with max paycheck 165K & 20-100% sign-on bonus ( hope this isn't classified info :) If you are smart, just read Hull cover to cover and solve all the problems. I'm not so smart :( ) 2. GS reading list ( supposedly...I worked for GS for 5 years, didn't see anybody reading these things :)) http://www.quantnet.com/goldman-sachs-reading-list/ http://www.quantnet.com/goldman-sachs-reading-list/ 3. http://blogs.reuters.com/emanuelderman/ http://blogs.reuters.com/emanuelderman/ ( runs the columbia MFE pgm. his blog's super-informative ). 4. if you understand very little math, then start here instead of at 0. http://finmath.uchicago.edu/new/msfm/prospective/plan_preparation.php http://finmath.uchicago.edu/new/msfm/prospective/plan_prepar... 5. my favorite quant books: http://www.amazon.com/Numerical-Methods-Finance-Economics-MATLAB-Based/dp/0471745030 http://www.amazon.com/Numerical-Methods-Finance-Economics-MA... http://www.amazon.com/Primer-Mathematics-Financial-Engineering-Second/dp/0979757622/ref=pd_sim_b_6 http://www.amazon.com/Primer-Mathematics-Financial-Engineeri... steven leduc primers ( cliff notes linear algebra, GRE subject math ) - quick brushup before interviews 6. personal suggestion - take 6 months to figure out if this is right for you. open a 5k brokerage account. don't buy any stocks, but grow that 5k by pure derivative play ( butterflies, condors, ratio spreads ) in simple equities. that math is invaluable and not so hard. plus, the programming is not too hard either - just simple 2D graphics, a few threads & number crunching will spit out payoff diagrams you can understand.
- eurohacker 15y ago
  what are the essential skills that every quant needs to have
- dfc 15y ago
  The "you must start here" is nothing but a popularity list. It does not really speak to the quality of the titles. Can you recomend anything specific from the list to start with?
SkyMarshal 15y ago
http://wilmott.com/ http://wilmott.com/
profquail 15y ago
Check out QuantNet (http://www.quantnet.com http://www.quantnet.com), Wilmott (as SkyMarshal linked below) and Nuclear Phynance (http://www.nuclearphynance.com/ http://www.nuclearphynance.com/). AFAIK, they're the most active forums for quants and usually don't mind answering questions for beginners/students.

Does anyone have any suggested reading on learning about this sort of thing? It looks like a fascinating area but I can't figure out where to start.

by ElliotH 15y ago

Does anyone have any suggested reading on learning about this sort of thing? It looks like a fascinating area but I can't figure out where to start.

kefeizhou 15y ago

If you're looking for an overarching guide to the finance industry - The Complete Guide to Capital Markets for Quantitative Professionals By Kuznetsov is a good book to start. This book explains the major financial markets, players and products, and what a technical/quantitative person could do there.

dxbydt 15y ago

0.http://www.quantnet.com/quantnet-best-selling-books-2010/ http://www.quantnet.com/quantnet-best-selling-books-2010/ ( you must start here ) 1. http://finmath.uchicago.edu/new/msfm/prospective/plan_reading.php http://finmath.uchicago.edu/new/msfm/prospective/plan_readin... ( i graduated last month from this pgm. if you have 50K$ and 9 months to spare, its not such a bad idea to apply. i believe 50% of graduating class found a quant job with max paycheck 165K & 20-100% sign-on bonus ( hope this isn't classified info :) If you are smart, just read Hull cover to cover and solve all the problems. I'm not so smart :( ) 2. GS reading list ( supposedly...I worked for GS for 5 years, didn't see anybody reading these things :)) http://www.quantnet.com/goldman-sachs-reading-list/ http://www.quantnet.com/goldman-sachs-reading-list/ 3. http://blogs.reuters.com/emanuelderman/ http://blogs.reuters.com/emanuelderman/ ( runs the columbia MFE pgm. his blog's super-informative ). 4. if you understand very little math, then start here instead of at 0. http://finmath.uchicago.edu/new/msfm/prospective/plan_preparation.php http://finmath.uchicago.edu/new/msfm/prospective/plan_prepar... 5. my favorite quant books: http://www.amazon.com/Numerical-Methods-Finance-Economics-MATLAB-Based/dp/0471745030 http://www.amazon.com/Numerical-Methods-Finance-Economics-MA... http://www.amazon.com/Primer-Mathematics-Financial-Engineering-Second/dp/0979757622/ref=pd_sim_b_6 http://www.amazon.com/Primer-Mathematics-Financial-Engineeri... steven leduc primers ( cliff notes linear algebra, GRE subject math ) - quick brushup before interviews 6. personal suggestion - take 6 months to figure out if this is right for you. open a 5k brokerage account. don't buy any stocks, but grow that 5k by pure derivative play ( butterflies, condors, ratio spreads ) in simple equities. that math is invaluable and not so hard. plus, the programming is not too hard either - just simple 2D graphics, a few threads & number crunching will spit out payoff diagrams you can understand.

eurohacker 15y ago
what are the essential skills that every quant needs to have
dfc 15y ago
The "you must start here" is nothing but a popularity list. It does not really speak to the quality of the titles. Can you recomend anything specific from the list to start with?

SkyMarshal 15y ago

http://wilmott.com/ http://wilmott.com/

profquail 15y ago

Check out QuantNet (http://www.quantnet.com http://www.quantnet.com), Wilmott (as SkyMarshal linked below) and Nuclear Phynance (http://www.nuclearphynance.com/ http://www.nuclearphynance.com/). AFAIK, they're the most active forums for quants and usually don't mind answering questions for beginners/students.