New answers tagged reference-request
A good starting point Macroeconomics by Blanchard http://www.amazon.co.uk/Macroeconomics-MyEconLab-Pearson-Access-Package/dp/0133103064/ref=dp_ob_title_bk
In general, quantitative finance requires mathematics, finance, and numerical programming. The mix of the three and the areas of focus within the three will depend on the particular area you intend to work in. For example, option pricing, risk, and asset management are all related but derivative modeling would draw more on stochastic processes and ...
As you don't have any background in finance. I would recommend you following book : Investment by Bodie Options, Futures, and Other Derivatives by Hull An Introduction to the Mathematics of Financial Derivatives by Neftci Financial calculus: an introduction to derivative pricing by Baxter and Rennie After reading these books you can easily move to high ...
For general mathematical finance, you may start with the book Stochastic Calculus for Finance, and then the books Martingale Methods in Financial Modelling and Mathematical Methods for Financial Markets. After those preparations, you can start with some books in specialized areas such as the books Interest Rate Models by Brigo and Mercurio, Credit Risk by ...
In the case you're interested in asset management, Robbert Shiller's open fiance course is definitely a good introduction to finance, although not quantitative. In addition to that, John Cochrane's course on Coursera is a very good. Here portfolio theory and option pricing is approached from a quantitative perspective.
I did a similar internship at a quant equity shop and based on my experience, I think there are a few common aspects to such work, which you can try and work on, to have a more productive internship experience: 1) handle on programming language - check with the firm what programming language they'd want you to work in. And in case, you have never worked in ...
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