Tuesday, June 24, 2008

About me and stuff

Hello everyone, welcome to my new blog. I'm currently just a wanna-be Quant. I just graduated with a Bachelors in Commerce (Concentration: Finance) and Minors in Econ and CS.

I'm currently waiting to hear back from an education institution about admittance to their quantitative finance programs. My top choice is CMU's Masters of Science in Computational Finance (MSCF) Program. Getting in would be a dream come true and would bring me one step closer to being a full fledged quant!

In the meantime, I am studying the topics that are relevant to the field to prepare myself. This blog will allow me a means to document my learning. My current goal is to:
  1. Gain a firm grasp of stochastic processes and ito calculus
  2. Brush up on C++ (OOP and optimization algorithms that are useful in finance)
  3. Brush up on VBA (Ugh...)

Currently Reading:
  1. Steven E. Shreve, Stochastic Calculus for Finance I: The Binomial Asset Pricing Model
  2. Bruce Eckel, Thinking in C++
Future Reading List:
  1. Steven E. Shreve, Stochastic Calculus for Finance II: Continuous Time Models
  2. Salih Neftci: Principles of Financial Engineering
  3. When Genius Failed
[Incomplete list; I will add more later]

That's it for now, cheers.