Posted by
Ferdinando Ametrano-4 on
URL: http://quantlib.414.s1.nabble.com/Advice-requested-getting-into-computational-finance-tp7422p7435.html
On Fri, Apr 10, 2009 at 6:22 AM, ksvanhorn <
[hidden email]> wrote:
> 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.
start studying "The Concepts and Practice of Mathematical Finance" by
Mark S. Joshi, which is the best introduction to the field in my
opinion.
It would help to also have "Options, Futures, and Other Derivatives"
by John C. Hull, which is kind of weaker but has a broader coverage
and a gentler introduction to markets, asset classes, practitioner
practices, etc
Add QuantLib for C++ and Wilmott forums
(
http://www.wilmott.com/index.cfm?NoCookies=Yes&forumid=1) for
discussions and you're ready for a rewarding self study trip
ciao -- Nando
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