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Quantitative Finance Code Collector's Blog

Demystifying the Job Search Process in Quantitative Finance

July 7, 2011 Comments (0)

This is a book review for “Demystifying the Job Search Process in Quantitative Finance”, which was published by the Kindle Edition, and written by James Lin.This book was written specifically for the “disadvantaged candidate” who is seeking a job in quantitative finance. If you are planning on graduating from a top university such as Harvard, Princeton, or Stanford, you should not have too hard of a time finding an excellent position in this field; and the book will be of little benefit....

Frequently Asked Questions in Quantitative Finance

July 7, 2011 Comments (0)

The following article is a review of the book, “Frequently Asked Questions in Quantitative Finance”, which is published by (Wiley Series in Financial Engineering) (Paperback), and written by Paul Wilmott. This book is certainly not for the novice, who is new to the quantitative finance arena. It is for the professional that possesses exceptional mathematic skills, who really needs to understand everything there is about this industry at the highest possible level. The people that will find it...

Coherent Global Market Simulations and Securitization Measures for Counterparty Credit Risk

July 7, 2011 Comments (0)

Counterparty risk has been increasingly popular largely due to the recent credit crisis (a crisis timeline was shared at an older post credit crisis timeline), however, most of valuing, hedging and securitizing counterparty credit risk involves Monte Carlo simulations, we have to be careful to make sure those simulated measures are arbitrage free. Below is a great paper talking about Mathematics and the software architecture of a risk system that includes counterparty risk and guarantees the...

Quantitative Trading Strategies: Harnessing the Power of Quantitative Techniques to Create a Winning Trading Program

July 7, 2011 Comments (0)

This article is a short review of the book “Quantitative Trading Strategies: Harnessing the Power of Quantitative Techniques to Create a Winning Trading Program”, which is published by McGraw-Hill Trader's Edge Series, and was written by Lars Kestner.This book is more for the person who is just beginning their career in quantitative trading, as opposed to the old-time experienced professionals. It is not too technical, therefore most people should find it is quite easy to read and understand.In...

Credit Crisis Timeline

July 7, 2011 Comments (0)

An excellent PDF document listing the financial credit crisis timeline by the University of IOWA centre for international finance & development. It includes fairly detailed events happened from 2006 to 2009, enjoy it (I posted on my twitter first, so add @a_biao & chat with me if you like :) ). - crisis ... reading the full post... You may also interested into other posts: Down and Out Call Barrier OptionManaging MATLAB...