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:
- Gain a firm grasp of stochastic processes and ito calculus
- Brush up on C++ (OOP and optimization algorithms that are useful in finance)
- Brush up on VBA (Ugh...)
Currently Reading:
- Steven E. Shreve, Stochastic Calculus for Finance I: The Binomial Asset Pricing Model
- Bruce Eckel, Thinking in C++
- Steven E. Shreve, Stochastic Calculus for Finance II: Continuous Time Models
- Salih Neftci: Principles of Financial Engineering
- When Genius Failed
That's it for now, cheers.