People discuss how quant finance projects can help your candidacy, but you don't know where to start. You want clear direction. You're not fully prepared for quant interviews. You've spent hours on forums, question lists, read the Green Book, but still aren't ready for quant interviews....
比如谷歌有mock interview，talk to Googlers；微软有编程竞赛，Facebook有presentation等等。这种类型的work...
Well, a few reasons. Firstly an opportunity to learn and utilize some of the portfolio analytics functionality available as open source in various R/Finance packages. Secondly, an opportunity to apply institutional techniques to a personal portfolio. This is important. As someone with a day job w...
5Robeco has published numerous papers on emerging markets over the last two decades. See for example: van der Hart, J., Slagter, E., and van Dijk, D., 2003, “Stock selection strategies in emerging markets”, Journal of Empirical Finance; van der Hart, J., de Zwart, G., and van ...
也是聪聪的first book。作者1现在野村证券伦敦(nomura),作者2在美林伦敦(ml),都是fixed income。 本人看法:没看过。图书馆有,但是holder之多不知道我在毕业前是否轮的到。鉴于是入门书籍,如果借不到就算了,以后有机会再补。 4.Financial calculus for finance II--Shreve(印) 聪聪推荐:Shreve的新书,非常elegant...
And for the finance professionals who use options directionally but do not "trade volatility", the resources found here might be just the bridge you need to understand volatility surfaces a bit better. This can improve your trade expressions, risk management, timing and ultimately executions. ...
Don’t expect to see a smack in the face screaming effect in finance, it’s going to be subtle at best, and not there at worst. But let’s see how this relationship held up through time. We’ll now plot the same thing, but this time subsetting our data, so it doesn’t get ske...
A former Deutsche Bank AG trader is rapidly amassing enough wealth in the fallout from volatile interest rates and inflation to rival some of the richest billionaires in finance. Alex Gerko’s fortune has surged to $10.8 billion after the holding company of his quantitative trading firm XTX...
1、没有quantitative finance单独的career fair。商学院master求职是在一个pool里，学校并没有给qf单独的...
也是聪聪的first book。作者1现在野村证券伦敦(nomura),作者2在美林伦敦(ml),都是fixed income。 本人看法:没...过。图书馆有,但是holder之多不知道我在毕业前是否轮的到。鉴于是入门书籍,如果借不到就算了,以后有机会再补。 4.Financial calculus for finance II--Shreve(印) 聪聪推荐:Shreve的新书,非常...