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Master reading list for Quants, MFE (Financial Engineering) students

Shweta said:
Andy Nguyen: Is there any book which gives a description of different jobs within finance, not just Quant Finance?
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The problem is that by the time the books hit the store, most information is already outdated.
That said, there are plenty of books that can give you some basics on finance jobs
http://www.amazon.com/Careers-Finance-Trudy-Ring/dp/0071437363/
http://www.amazon.com/Career-Opportunities-Banking-Finance-Insurance/dp/0816064741/
http://www.amazon.com/Vault-Career-Guide-Investment-Banking/dp/1581311338/

Go to your library and sample them.
 
The recent C# for Financial Markets by Duffy and Germani is very interesting. I got my copy only today but it will be another month or so before it's available in the USA.
 
Could someone suggest a subset of books under "Books to read before starting an MFE program" ?
 
Hi, thanks guys. The first time walked across this forum. Really helpful book list and discussion. Cheers
 
Hi guys. Need some suggestions. I am currently working for an Investment Bank in a profile known as Exotic Trade review. I am interested in Quant related roles and want to amke to make a transition towards that side in the next 1 or 2 yrs. Would like to know how should I start. I am an engineer but I am out of touch with programming for quite some time now. recently I started looking at a free course at www.corseera.org known as Financial Engineering and Risk Management. I am less than half way through the course and I like it(Its good for a noob like me). Once I am done with it I would like to have some suggestions on how should I proceed? What books should I start with? I am OK with VBA. Would really appreciate some help.

Going for a Masters or CQF is not feasible for me right now.
 
@Andy
Hi Andy. My current aim is to learn about different models we use for pricing exotic products and coding them in VBA. Once I am comfortable with that I can shift towards C++ or some other language. Just consider me as a noob and suggest accordingly
 
vickymaj said:
@Andy
Hi Andy. My current aim is to learn about different models we use for pricing exotic products and coding them in VBA. Once I am comfortable with that I can shift towards C++ or some other language. Just consider me as a noob and suggest accordingly
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Hi, can anyone please help?
 
Hi Andy... the download link for "International Guide for Financial Guide" seems to still point to the old version :( ! Or am I am using the wrong link? kindly help.
 
May I know where the part for big data is? Is master enough or they mainly hire Phd?
 
lisazx said:
May I know where the part for big data is? Is master enough or they mainly hire Phd?
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In the 2013-2014 Guide, it would be the article "Big data in Finance" on page 5. From what I have seen so far, the relevant skills are more important than whether you have MS or PhD for these kinds of big data jobs.
 
What are the books on mathematical prerequisite for mathematical finance?
 
Jade said:
What are the books on mathematical prerequisite for mathematical finance?
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GOOD BOOKS TO READ BEFORE STARTING MFE PROGRAM
 
Andy Nguyen said:
GOOD BOOKS TO READ BEFORE STARTING MFE PROGRAM
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I was asking for books on analysis, probability, linear algebra etc..
 
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