• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

Recommended readings for an undergraduate student

Joined
6/29/12
Messages
12
Points
13
Hey,
I am completely new to this forum, but I have been reading around and find it very interesting.
I have recently found that I am really interested in becoming a financial engineer or quant if you want. From I was little I have always been very interested and competent in maths and statistics, and in the last 2 years I have become more and more interested in finance/economics. Therefore I really want to combine these two fields and financial engineering seems perfect for me.
I have started doing a bachelor of finance, and intend to do a MFE afterwards.

My problem is that I had gap year after high school, and after going back to studying (bachelor of inance) I was struggling with my motivation. But my motivation is back now, and I am trying to catch up on what I should have been learning. I have started revising a lot of mathematics at Khan academy, and I have started the C++ course here at QuantNet.

Now I need some good literature I can read when I'm not doing PDE or C++. I know there are reading lists here, but there are too many books to choose from. Thats why I created this thread. I need help to choose the first book I should read on financial engineering/quant or topics concerned with this degrees/profession. Can you help me? I hope so.
 
Hi, I came from an econ background. I'm sure Andy's books will steer you right. One caution is that quant finance / financial engineering / mathematical finance / etc. is quite different from either economics or business / finance undergrad major. I think there are a few econ / finance majors like myself in my MFE program (maybe <5%) and we tend to be the ones who have to put in a lot more work to keep up. The most common background I have seen for our Rutgers MSMF is some kind of engineering or a math major. I would guess our program is typical.

Not discouraging or anything, just fyi.
 
Back
Top