- Joined
- 3/12/12
- Messages
- 4
- Points
- 11
Hi everyone,
I am considering studying for the CQF but wanted to understand the level of depth of the course.
My background:
- I work in risk management and have a Masters in Finance from London Business School. I have attended a couple of course on financial engineering and fixed income and am familiar with the math that goes around quant finance. However, I am not a quant, by far. I don't have a training in maths/statistics apart from what is part of a normal economics/finance/business administration course.
My problem working in the industry is that when I try to read some books on these topics (I name Brigo / Mercurio on interest rates as an example) I am completely lost after 2 lines and the the first filtrations/sigma algebra and borel sets.
That said, I understand this course will not turn you into a superquant developing c++ exotic pricing models for Goldman, will it equip me with the right tools to then follow some topics on my own (maybe not getting 100% of the rigour but getting the gist for a simple implementation)? Is this even possible in 6 months if you don't have a Math Degree in the first place?
I would really appreciate some comments from people who have taken the course or some that have picked up these skills on the way and can relate
Thanks in addvance
Gianni
I am considering studying for the CQF but wanted to understand the level of depth of the course.
My background:
- I work in risk management and have a Masters in Finance from London Business School. I have attended a couple of course on financial engineering and fixed income and am familiar with the math that goes around quant finance. However, I am not a quant, by far. I don't have a training in maths/statistics apart from what is part of a normal economics/finance/business administration course.
My problem working in the industry is that when I try to read some books on these topics (I name Brigo / Mercurio on interest rates as an example) I am completely lost after 2 lines and the the first filtrations/sigma algebra and borel sets.
That said, I understand this course will not turn you into a superquant developing c++ exotic pricing models for Goldman, will it equip me with the right tools to then follow some topics on my own (maybe not getting 100% of the rigour but getting the gist for a simple implementation)? Is this even possible in 6 months if you don't have a Math Degree in the first place?
I would really appreciate some comments from people who have taken the course or some that have picked up these skills on the way and can relate
Thanks in addvance
Gianni