Recent content by voltaire

Very nice ! Very good job !

It boils down to the fact: at the moment are you working or not ? If not , I would definetly choose the CFA because at the HR level and at the screening process, it is the most recognized. Also it can open doors to other non-quant jobs. It give you a foot in the door option to move to a quant...

I don't disagree with you on this but you are missing the point. You still need to master finance, financial engineering and the "market plumbing" - by the way not teached at any school. Add that up and I think the analogy of the brain surgeon and heart surgery is a valid one !

True in a sense of the book but Candide in French is also an adjective which translate in English to naive... So I should have said I'm not naive !

Hmmm... Not sure where does it end ! When I started in the investment industry, a Bachelor was consider a + and for sure a MBA or CFA was greatly welcome also ! Now you need a financial engineering degree (which Im doing right now part time !) AND an advanced degree in programming ! By the time...

and also forget to thx also rockanalyst !

If someone is interested, a good collection on systemic risk : http://www.nber.org/books/brun11-1

I'm not Candide ;)

Merci Ken ! I have put my order in for the book !

Thx Ken, I'm already reading it. To be more precise something more "quant" related. Mostly model base.

Good morning, Does anybody have a good book on systemic risk ?

Fernand Braudel masterpiece : The Wheels of Commerce (Civilization and Capitalism: 15Th-18th Century -Volume 2) The Wheels of Commerce (Civilization and Capitalism: 15Th-18th Century -Volume 2)

Good morning all ! I am taking interest in algorithm price determination of future contracts. More precisely, algorithm on low volume futures contracts. Any good books or thesis to gain some insights ? Thx !