• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

Recent content by bigbadwolf

  1. bigbadwolf

    Former Enron CEO, back in business with new energy investment firm

    In the USA every crook gets another chance (except for Madoff and Epstein).
  2. bigbadwolf

    The Dollar System

    An instructive piece by Michael Hudson: https://michael-hudson.com/wp-content/uploads/2021/07/Hudson_Valdai116.pdf
  3. bigbadwolf

    Russian programmers

    There are many Indian IT companies -- doesn't mean they're any good. A strange criterion ....
  4. bigbadwolf

    Russian programmers

  5. bigbadwolf

    Pre Read suggested for an Incoming Financial Engineer Candidate

    This doesn't mean anything to anyone. If you want specific and detailed responses give a detailed account of what topics you know and your level of command of each topic, plus the books you use.
  6. bigbadwolf

    Reference Book on C++ Programming for FE

    The code library is at the publisher's website. Smart pointers are covered on pp194-197 (briefly because this is an introductory book for people who don't kmow any C++). Typedef is covered in the STL chapter (pp 303-306). With regard to price it seems to be comparable to your own C++ book...
  7. bigbadwolf

    Reference Book on C++ Programming for FE

    It was published in 2017 and covers C++ 11 features. Pedagogically speaking it's a masterpiece. Anyone taking your basic C++ course should also have this book at their side. As for price -- *shrug* -- you get what you pay for.
  8. bigbadwolf

    Reference Book on C++ Programming for FE

    John Armstrong's "C++ for Financial Mathematics" isn't bad.
  9. bigbadwolf

    john hulls option,futures and derivatives VS The Concepts and Practice of Mathematical Finance by Mark Joshi

    For some reason almost no-one mentions McDonald's "Derivatives Markets", which I think can give Hull a run for his money.
  10. bigbadwolf

    A first course in probability by Sheldon Ross VS Intro to the theory of statistics by MOOD

    I agree with you. The book is garbage. There are so many other more attractive options available.
  11. bigbadwolf

    Why banks need C++ developers more than ever

    In other words they want trained and experienced C++ programmers -- but don't want to go to the time and expense of training them themselves. Typical. I've got no sympathy for them.
  12. bigbadwolf

    The changing face of New York

    It's all over the country -- not just NYC. East Asians are seen as fair game. Keep in mind the majority of attacks are coming from blacks (something the US mass media studiously avoids mentioning). https://abc13.com/asian-hate-crime-houston-korean-store-attack-jung-kim-racist/10448031 If you...
  13. bigbadwolf

    Quant programs as a US citizen

    Every MFE program (save the amazingly affordable Baruch program) is a cash cow. It's just that the good ones give something of worth in return -- solid education, placement offices, interview preparation.
  14. bigbadwolf

    Weimar Hyperinflation: a permabear's saga

    Interesting post by Dmitry Orlov today: http://cluborlov.blogspot.com/2021/03/getting-hyperinflation-right.html
  15. bigbadwolf

    Linear Algebra for Machine Learning

    On a side note, that book by Strang is very useful and very well-written.