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I can probably read through ESL, but I would not be able to fully grasp all of the concepts. By contrast, when I read through Glassman’s Monte Carlo, I can grasp most of the concept quite easily because I did a Monte Carlo course before at university.My c++ level is let’s say average. My question is more about whether that should be prioritised over other things like learning Machine Learning. Even though most banks use c++, many shops do not. I’d rather work for a place like my current shop than a bank even if I am to change roles.My current role allowed me enough time to read a lot of papers and do some very interesting stuff.The last question about structuring is more to see if anyone made this switch or vice versa and see how they found it.
I can probably read through ESL, but I would not be able to fully grasp all of the concepts. By contrast, when I read through Glassman’s Monte Carlo, I can grasp most of the concept quite easily because I did a Monte Carlo course before at university.
My c++ level is let’s say average. My question is more about whether that should be prioritised over other things like learning Machine Learning. Even though most banks use c++, many shops do not. I’d rather work for a place like my current shop than a bank even if I am to change roles.
My current role allowed me enough time to read a lot of papers and do some very interesting stuff.
The last question about structuring is more to see if anyone made this switch or vice versa and see how they found it.
