Physicist as Quant

[Camille Girabawe]

Hi All,

I am getting a PhD in physics (condensed matter) next year and I have an interest in quantitative finance. Apart physics I also took finance classes including Options & Derivatives which was about options pricing and trading (Black-Scholes and Markov Processes), Swap, .... Do you guys think that this course is good enough? or should I take an other course?

I still have one semester so I will really appreciate your advices regarding the best course to take if I want to work in finance especially dealing with derivatives.

Thank you

Note: Here is the content of the course: Options Trading Strategies, Binomial & Wiener Process Ito’s Lemma, B-S-M Option Models, Greeks, Futures and Forwards, Interest Rates, Interest Rates Futures, Swaps, Volatility, Exotics, Credit, Credit Derivatives, Complex Swaps. As text book, we used John C. Hull, Options, Futures, and Other Derivatives, 8th ed.

 

[TehRaio]

Please post content of the course in here so the informed people can better tell you if the course is legit or not.

 

[Camille Girabawe]

Here is the content of the course: Options Trading Strategies, Binomial & Wiener Process Ito’s Lemma, B-S-M Option Models, Greeks, Futures and Forwards, Interest Rates, Interest Rates Futures, Swaps, Volatility, Exotics, Credit, Credit Derivatives, Complex Swaps. As text book, we used John C. Hull, Options, Futures, and Other Derivatives, 8th ed.

Thank you

 

[Pavlos Sakoglou]

Here is the content of the course: Options Trading Strategies, Binomial & Wiener Process Ito’s Lemma, B-S-M Option Models, Greeks, Futures and Forwards, Interest Rates, Interest Rates Futures, Swaps, Volatility, Exotics, Credit, Credit Derivatives, Complex Swaps. As text book, we used John C. Hull, Options, Futures, and Other Derivatives, 8th ed.

Thank you

I don't know about your alternatives and what other courses might provide you with, but this course sounds quite solid to me -- it's all the basics there. Big plus is the book too. People recommend it from what I know.