Re: Advice requested: getting into computational finance

Posted by Matt Knox on
URL: http://quantlib.414.s1.nabble.com/Advice-requested-getting-into-computational-finance-tp7422p7434.html

ksvanhorn wrote

I'm an experienced software engineer with a B.S. in physics, a Ph.D. in computer science, and a love of mathematics.  I feel like my brain is going to atrophy if I don't find some way to use my math skills, and I ran across a description of computational finance in Wikipedia that sounds like it could be just what the doctor ordered.  The Wikipedia article states that "knowledge of the C++ programming language, as well as of the mathematical subfields of: stochastic calculus, multivariate calculus, linear algebra, differential equations, probability theory and statistical inference are often entry level requisites".  I'm a bit rusty on my differential equations and I lack the background in stochastic calculus, but I'm pretty strong on everything else.

So how would you all recommend I go about getting into this field?  One constraint I face is that I can't drop everything and go back to school for two years; I need to keep on making an income.   But I'm pretty good at studying things on my own.

-- Kevin S. Van Horn

Not to discourage you, but given the recent financial services industry meltdown there are a lot of experienced people out of work in this field right now and it will be extremely difficult for someone without experience to get into this field. Plus, there are probably a lot of other things the world needs a lot more than new financial engineers.  The president of the united states basically said so himself :) .  If you want to use your math skills more, why not consider scientific or graphics related software development?

- Matt