Got it.. thanksI guess Shrev is more subject driven(Stochastic) and Mark Joshi is more product driven.
Shreve as well?Buy Hull and Joshi.
Depends on your mathematical sophistication.Shreve as well?
I am a math graduate with statistics as a minorDepends on your mathematical sophistication.
Hull is practical.
In that case , Hull should help to learn about the different flavors of derivatives.I am a math graduate with statistics as a minor
So should I study hull, then Joshi and then both the shreve books? There is also financial calculus by Baxter and rennieIn that case , Hull should help to learn about the different flavors of derivatives.
I would say start with Hull (Business school kind of learning derivatives) and Joshi (for learning applications of mathematical principles to Finance).So should I study hull, then Joshi and then both the shreve books? There is also financial calculus by Baxter and rennie
Thank youShreve is pretty good if you didn't have formal training in stochastic. Bonus point is that you can very easily find problem solutions for it on the internet, which could help if you're stuck in some of the harder exercises. If you've studied a bit of stochastic before you can probably jump to the second book which goes more in-depth to continuous time stuffs.
Which roles require C++?I'd say you need both programming and maths (you don't need C++ per se, unless the specific company/role you're aiming for requires it, most coding interviews can be done in other languages, python is the most common from my experience). For technical interviews they'll ask you anything from tricky probability questions, statistics, stochastic, dynamic programming, machine learning, etc. depending on the company/role.
If you have to prioritize one, get your programming skills to a decent level first before anything else. If you can't pass programming tests you probably won't even get the chance to speak to a human being.
Also, which topics/applications of python should I focus on for quant roles?I'd say you need both programming and maths (you don't need C++ per se, unless the specific company/role you're aiming for requires it, most coding interviews can be done in other languages, python is the most common from my experience). For technical interviews they'll ask you anything from tricky probability questions, statistics, stochastic, dynamic programming, machine learning, etc. depending on the company/role.
If you have to prioritize one, get your programming skills to a decent level first before anything else. If you can't pass programming tests you probably won't even get the chance to speak to a human being.
C++ developer roles would require C++, python developer would require python. Check linkedin/job boards for the roles you're interested in and check if you see many of them requiring certain languages.Which roles require C++?
I'm going to be studying Pdes and finite diff methods and I've heard that c++is used alongside these concepts
Also depends on what roles you want to apply for. Again, check job listings you want to qualify for and see what they want. You should be able to do some basic programming in multiple languages though, in case some interviews don't allow you to use certain languages. I've had interviews that only allow python, because that's what the company/team uses. I assume there are similar roles that only use C++.Also, which topics/applications of python should I focus on for quant roles?