0 évaluation0% ont trouvé ce document utile (0 vote)
727 vues7 pages
Working the Street: What You Need to know about life on the street. The greatest trade ever: the behind-the-scenes Story of How john paulson Defied Wall Street and made financial history. The quants: How a new breed of mathwhizzes conquered Wall Street and nearly destroyed it.
Working the Street: What You Need to know about life on the street. The greatest trade ever: the behind-the-scenes Story of How john paulson Defied Wall Street and made financial history. The quants: How a new breed of mathwhizzes conquered Wall Street and nearly destroyed it.
Droits d'auteur :
Attribution Non-Commercial (BY-NC)
Formats disponibles
Téléchargez comme DOC, PDF, TXT ou lisez en ligne sur Scribd
Working the Street: What You Need to know about life on the street. The greatest trade ever: the behind-the-scenes Story of How john paulson Defied Wall Street and made financial history. The quants: How a new breed of mathwhizzes conquered Wall Street and nearly destroyed it.
Droits d'auteur :
Attribution Non-Commercial (BY-NC)
Formats disponibles
Téléchargez comme DOC, PDF, TXT ou lisez en ligne sur Scribd
1. General reading on Wall Street culture and history
2. Career as a quant 3. Free quant career guide downloads 4. Reading list before you start an MFE program 5. Reading list to prepare for quant interviews 6. Programming languages: C++, C#, F#, Matlab, VBA, Python, SQL 7. Credit derivatives 8. Risk management
General reading on Wall Street culture and history
(^top)
1. Reminiscences of a Stock Operator (Wiley Investment
Classics) 2. Working the Street: What You Need to Know About Life on Wall Street 3. Liar’s Poker: Rising Through the Wreckage on Wall Street 4. Monkey Business: Swinging Through the Wall Street Jungle 5. Fiasco: The Inside Story of a Wall Street Trader 6. Den of Thieves 7. When Genius Failed: The Rise and Fall of Long-Term Capital Management 8. Traders, Guns & Money: Knowns and unknowns in the dazzling world of derivatives 9. The Greatest Trade Ever: The Behind-the-Scenes Story of How John Paulson Defied Wall Street and Made Financial History 10. Goldman Sachs : The Culture of Success 11. The House of Morgan: An American Banking Dynasty and the Rise of Modern Finance 12. Wall Street: A History: From Its Beginnings to the Fall of Enron 13. The Murder of Lehman Brothers: An Insider’s Look at the Global Meltdown 14. On the Brink: Inside the Race to Stop the Collapse of the Global Financial System 15. House of Cards: A Tale of Hubris and Wretched Excess on Wall Street 16. Too Big to Fail: The Inside Story of How Wall Street and Washington Fought to Save the Financial System-and Themselves 17. Liquidated: An Ethnography of Wall Street 18. Fortune’s Formula: The Untold Story of the Scientific Betting System That Beat the Casinos and Wall Street
Career as a quant (^top)
1. My Life as a Quant: Reflections on Physics and Finance
2. How I Became a Quant: Insights from 25 of Wall Street’s Elite 3. The Big Short: Inside the Doomsday Machine 4. The Quants: How a New Breed of Math Whizzes Conquered Wall Street and Nearly Destroyed It 5. Nerds on Wall Street: Math, Machines and Wired Markets 6. Physicists on Wall Street and Other Essays on Science and Society 7. The Complete Guide to Capital Markets for Quantitative Professionals 8. Starting Your Career as a Wall Street Quant: A Practical, No-BS Guide to Getting a Job in Quantitative Finance and Launching a Lucrative Career Free quant career guide downloads (^top)
1. What do quant do? A guide by Mark Joshi
2. Paul & Dominic’s Guide to Quant Careers Version 1.95 3. Career in Financial Markets 2009-2010- a guide by efinancialcareers 4. Interview Preparation Guide by Michael Page: Quantitative Analysis 5. Interview Preparation Guide by Michael Page: Quantitative Structuring 6. Paul & Dominic’s Job Hunting in Interesting Times Second Edition 7. A Practitioner’s Guide to Mathematical Finance by Peter Carr
Reading list before you start an MFE program (^top)
1. A Primer for the Mathematics of Financial Engineering
(+ Solutions Manual) by Dan Stefanica 2. An Introduction to the Mathematics of Financial Derivatives, Second Edition by Salih Neftci 3. Options, Futures, and Other Derivatives with Derivagem CD (7th Edition) by John Hull 4. Paul Wilmott on Quantitative Finance 3 Volume Set (2nd Edition) by Paul Wilmott 5. Principles of Financial Engineering, Second Edition by Salih Neftci 6. The Concepts and Practice of Mathematical Finance by Mark Joshi 7. Financial Options: From Theory to Practice by Stephen Figlewski 8. Financial Calculus : An Introduction to Derivative Pricing by Martin Baxter 9. A Course in Financial Calculus by Etheridge Alison 10. The Mathematics of Financial Derivatives: A Student Introduction by Paul Wilmott 11. Frequently Asked Questions in Quantitative Finance by Paul Wilmott 12. Derivatives Markets by Robert L. McDonald
Reading list to prepare for quant interviews (^top)
1. Heard on The Street: Quantitative Questions from Wall Street
Job Interviews – by Timothy Crack 2. Quant Job Interview Questions And Answers – by Mark Joshi 3. Frequently Asked Questions in Quantitative Finance – by Paul Wilmott 4. A Practical Guide To Quantitative Finance Interviews – by Xinfeng Zhou 5. Basic Black-Scholes: Option Pricing and Trading – by Timothy Crack 6. Fifty Challenging Problems in Probability with Solutions -by Frederick Mosteller 7. Vault Guide to Advanced Finance & Quantitative Interviews C++ (ordered by level of difficulty) (^top)
1. Problem Solving with C++, 7th Edition by Walter Savitch
2. C++ How to Program (7th Edition) by Harvey Deitel 3. Absolute C++ (4th Edition) by Walter Savitch 4. Thinking in C++: Introduction to Standard C++, Volume One by Bruce Eckel 5. Thinking in C++: Practical Programming, Volume Two by Bruce Eckel 6. The C++ Programming Language: Special Edition by Bjarne Stroustrup (C++ inventor) 7. Effective C++: 55 Specific Ways to Improve Your Programs and Designs by Scot Myers 8. C++ Primer (4th Edition) by Stanley Lippman 9. C++ Design Patterns and Derivatives Pricing (2nd edition) by Mark Joshi 10. Financial Instrument Pricing Using C++ by Daniel Duffy C# (ordered by level of difficulty) (^top)
1. 2. 3.
F# (ordered by level of difficulty) (^top)
1. Programming F#: An introduction to functional language by
Chris Smith 2. F# for Scientists by Jon Harrops (Microsoft Researcher) 3. Real World Functional Programming: With Examples in F# and C# 4. Expert F# by Don Syme
Matlab (ordered by level of difficulty) (^top)
1. Matlab: A Practical Introduction to Programming and Problem
Solving 2. Numerical Methods in Finance and Economics: A MATLAB- Based Introduction (Statistics in Practice) 3. 4. 5.
Credit Derivatives (^top)
1. Credit Derivatives Pricing Models: Model, Pricing and Implementation by Philipp J. Schönbucher 2. Credit Derivatives & Synthetic Structures: A Guide to Instruments and Applications by Janet M. Tavakoli 3.