Quantitative Finance Basics

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Quantitative Finance Basics

Sai Pulugurtha
Hello All,

I am not sure if this is an appropriate place to ask this question, if not
please accept my apologies. I am an experienced C++/Java programmer. I was
involved in developing developing business applications in various
industries (Insurance, Credit reporting & analysis, and Telecom). Recently I
am finding an interest in studying risk analysis, quantitative finance, and
fixed income derivatives etc.

I have done probability, statistics, linear programming etc in my Masters
(Computer Science) and Bachelors (Computer Science), but never did anything
in the Financial Mathematics area.

What is the best starting place to read Financial Mathematics and
Quantitative Finance? I found some interesting articles at
http://www.quantnotes.com/

I truly appreciate your suggestions.

Thanks,
Sai




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Re: Quantitative Finance Basics

Ferdinando M. Ametrano-3
Hi Sai

>What is the best starting place to read Financial Mathematics and
>Quantitative Finance?

my reading suggestions are available at http://quantlib.org/books.shtml
Joshi's "The Concepts and Practice of Mathematical Finance" is my current
favorite: it gets you from the basic up to advanced topics.

ciao -- Nando