charlieLuo
Quant Apprentice
- Joined
- 2/28/08
- Messages
- 17
- Points
- 11
I am planning to move to the field of financial engineering. I had classes in calculus and differential equations, probability/statistics/regression, discrete math, stochastics, and simulation. That's basically my math background. Some classes were very remote to me now.
Here is my plan to train my self the BASICS of a quant (I'd appreciate suggestions and information for me).
1 month, take GRE math. just to refresh my basic math
1.5 months, Stochastic Calculus, by Steven Shreve
1.5 months, Numerical methods, by Paolo Brandimatre
2 months, Options, Futures, Other Derivatives, by John Hull
I will do this one by one. So total is about 6months for me. I might slow down if I find it is too difficult for me. For now, it is my plan.
Any suggestions? Especially if you think I am missing some important building blocks.
Here is my plan to train my self the BASICS of a quant (I'd appreciate suggestions and information for me).
1 month, take GRE math. just to refresh my basic math
1.5 months, Stochastic Calculus, by Steven Shreve
1.5 months, Numerical methods, by Paolo Brandimatre
2 months, Options, Futures, Other Derivatives, by John Hull
I will do this one by one. So total is about 6months for me. I might slow down if I find it is too difficult for me. For now, it is my plan.
Any suggestions? Especially if you think I am missing some important building blocks.