3
$\begingroup$

Can some one help in creating step by step guide to learn Quantitative Finance?

The suggestions should be in the lines of

1- Which Maths topics needs to be learn 1st

2- Which Maths Books or resources should be used to learn the above topics

3 - Once the Maths brush up is done which topics to do after that and in what order and which books

4 - Any other suggestions

The cost of a MFE is too high nowadays and CQF is also not that cheap, but there are many students/professionals out there who would like to learn the subject but doesn't have the means or time to do a Full Time Program. They would like to learn on their own but there is no definitive guide on which topics should be handled and in what order.

Please help me build this list.

$\endgroup$
1
  • $\begingroup$ @madilyn is right of course. Another suggestion is to browse this site and see what knowledge is used here. $\endgroup$
    – Bob Jansen
    Dec 20, 2016 at 12:15

1 Answer 1

5
$\begingroup$

This thread will inevitably close because it doesn't meet community guidelines, but I respect your passion in this field and my best suggestion for you is that if you're trying to emulate a MFE education, go look up the course listings of any reputable MFE program, and then look into the sites for those (past) classes and see the recommended readings and resources.

$\endgroup$
3
  • 2
    $\begingroup$ As a side-note, most of the MFE programs focus on risk-neutral pricing (with some addition of statistical methods). To some extent, it has become a problem because the demand for pricing quants is limited at the sell-side. I would suggest a more comprehensive overview of the building blocks of different aspects of quant finance. I believe at some point they all reconcile, but it'd be nice to have something like that. $\endgroup$
    – Will Gu
    Dec 20, 2016 at 10:12
  • $\begingroup$ @madilyn - Thanks a for the suggestion. I will go ahead and do that I try to accumulate a list of reading material/resources $\endgroup$
    – Deb
    Dec 20, 2016 at 11:44
  • $\begingroup$ @Will Gu - Can you please give some more details on Other Aspects of Quant Finance that you have mentioned? And also as you have mentioned the demand for Pricing Quants have gone down, then what type of Quants are IB's and Hedge Funds hiring nowadays? $\endgroup$
    – Deb
    Dec 20, 2016 at 11:46

Not the answer you're looking for? Browse other questions tagged or ask your own question.