Dear all,
I just finished J. Hull's "options, futures and other derivatives". I'm wondering what would be a follow-up book if my target is to self-study part-time in 6-8 months time and start applying for a quant job locally?
To let you know more about my background:
I'm a Singaporean of engineering background looking to switch to a quant career. I obtained my PhD (wireless communication) in a local university in 2004 and then worked in a research lab for the last 6 years (signal processsing and modeling for communication / data storage / biosensor). I'm fairly familiar with probability, stochastic processes, Monte Carlo simulation, Matlab/C. But I don't have any finance background except those from Hull's book. During my reading I found all the mathematics quite easy, while the challenging part is the mechanism and modeling of how derivatives are defined and work.
Given 6-8 months time part-timely (25-30 hours per week after work and family), what are the books you think would be essential to prepare myself in job hunting? Is C++ a necessity btw?
Thanks in advance!
I just finished J. Hull's "options, futures and other derivatives". I'm wondering what would be a follow-up book if my target is to self-study part-time in 6-8 months time and start applying for a quant job locally?
To let you know more about my background:
I'm a Singaporean of engineering background looking to switch to a quant career. I obtained my PhD (wireless communication) in a local university in 2004 and then worked in a research lab for the last 6 years (signal processsing and modeling for communication / data storage / biosensor). I'm fairly familiar with probability, stochastic processes, Monte Carlo simulation, Matlab/C. But I don't have any finance background except those from Hull's book. During my reading I found all the mathematics quite easy, while the challenging part is the mechanism and modeling of how derivatives are defined and work.
Given 6-8 months time part-timely (25-30 hours per week after work and family), what are the books you think would be essential to prepare myself in job hunting? Is C++ a necessity btw?
Thanks in advance!
