• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering.
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Coming soon.
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models.

Math prep for a few books?

joseclar

Active Member
What is the background for understanding the content in willmott on quant finance 3 volume book, also if there is a different courses needed for these books what are they. Thanks.

Stefanica, Primer for Financial Eng

Shreve, Stochastic calc 1 and 2

Joshi, Concepts of Math Finance
 

Daniel Duffy

C++ author, trainer
One important background is to know something of Partial Differential Equations (PDE).

Hull's book as well.
 
Last edited:

joseclar

Active Member
Yes. Specifically I was refering to your comment about a PDE book, though ultimately I would certainly want to hear what books that would be the best foundation for Wilmott and Hull. I appreciate the response.
 
Top