I did MS in computer science and graduation with Mathematics, Since last 10+ years working as software engineer in C++ technology and worked in the portfolio analysis.
Now I want to move in Quant and need suggestion for preparation and any certification which help me in this move...
I have some experience using C++ and am interested in quantitative finance. I heard contributing to Quantlib could look very good on my resume. I have downloaded it. However, I now don't even know where to start. I have almost no knowledge of quantitative finance. The online documentation for it...
I'm at the stage in my career where I have 2 years professional coding experience, and need to decide where I want to end up, but I can't decide and need some input from people with experience.
I absolutely love coding. I love learning about how a new language or library works, even down to the...
My new job requires that I have a deep understanding of the following concepts:
1. Windows programming
2. Database connections
3. Multi threading
Can someone provide introductory references to help me learn these concepts?
Would like to know how the time value of a cap is handle in a MC Simul?
I have created a Matlab function for this but my simulation seems to match only the fair/instrinsic value of the pay off. Should have something to do with the distribution profile of the simulation.
This is my first post here ~
I am hoping that there are experienced quant's or recruiters on this board who could help provide me with some career guidance. I am strongly considering changing career course towards something more lucrative.
Let me begin with a quick bio:
I have a PhD in engineering/applied physics from a top (e.g. MIT/Stanford/Caltech) university. I'm currently a researcher at a national lab. Recruiters and employers seem very interested in me given my skills and background.
However, it seems that many of them are looking for people with PhDs...
With great pleasure, we'd like to announce that the Global Association of Risk Professionals (GARP) has approved our "C++ Programming for Financial Engineering" online certificate for 15 GARP CPE credit hours.
These 15 CPE credits will be only available to those who completed our C++...
Hey guys, I am teaching myself creating C++ dlls for excel. I find it hard to learn by myself. I am thinking i might miss some key knowledge underlying the ideas of creating C++ dlls. I have some experience of programming console applications using devC++ and CodeLite, but I am new to VS2010 and...
Does the certificate satisfy the programming requirement of MFE programs?
The certificate meets the C++ pre-requirement for the Baruch MFE program. Students will be able to include in their application to any program the course syllabus and the C++ projects completed during the course to show...
In this blog we give an overview of the statistical univariate distributions in the Boost Math Toolkit. We discuss the functionality in the Toolkit, some examples of use and applications to computational finance.
The Math Toolkit has many applications and is easy to understand and to apply in...
Part I - Introduction and Initial Examples
In this article we give an overview of the Boost C++ libraries (www.boost.org) and we discuss their applicability to certain problems in computational finance. There are approximately 90 libraries in Boost at the moment of writing and each one is...
QuantNet International Guide to Financial Engineering Programs
FREE QUANT CAREER GUIDES
What do quant do ? A guide by Mark Joshi. (see attachment)
Paul & Dominic's Guide to Quant Careers (see attachment)
Paul & Dominic's Guide to Getting a Quant Job (see attachment)