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Background Required

Background Required. Mathematical Courses. Calculus I and II Multivariable Courses Linear Algebra Differential Equations (ODE and PDE’s) Probability Statistics Econometrics Numerical Analysis. Computer Science Courses . Computer Science I and II( C++, C#, VBA, Splus, Matlab) Algorithms

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Background Required

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  1. Background Required

  2. Mathematical Courses • Calculus I and II • Multivariable Courses • Linear Algebra • Differential Equations (ODE and PDE’s) • Probability • Statistics • Econometrics • Numerical Analysis

  3. Computer Science Courses • Computer Science I and II( C++, C#, VBA, Splus, Matlab) • Algorithms • Databases • Data Structures • Object Oriented Programming • Artificial Intelligence

  4. Finance Courses • Econometrics • Securities and Investments • Risk Management and Insurance

  5. Books • Paul Wilmott on Quantitative Finance, by Paul Wilmott • Options, Futures, and Other Derivatives, by John C. Hull • More books: • http://www.quantster.com/books.html

  6. Masters Levels Programs Mathematical Finance / Quantitative Finance/ Operations Research / Computational Finance • NYU • Carnegie Mellon • Columbia • Stanford University http://www.global-derivatives.com/index.php?option=com_content&task=view&id=54#usa

  7. Graduate Level Courses • Financial Derivatives • Stochastic Calculus • Grad level Probability and Statistics • PDE for Finance • Quantitative Trading Strategies • Computing in Finance • Risk Management • Continuous Time Finance • Capital Markets and Portfolio Theory

  8. Starting Salaries • $95,000 - $1,40,000 • http://www.tepper.cmu.edu/corporations-and-recruiters/recruiters/salary-statistics/ms-in-computational-finance-statistics/statistics-mscf-december-2006-compensation-by-industry/index.aspx Jobs http://www.wilmott.com/categories.cfm?catid=5

  9. Successful Professionals • Hedge Fund Portfolio Managers • http://www.traderdaily.com/magazine/article/16783.html • CEO Compensation • http://www.forbes.com/lists/2007/12/lead_07ceos_CEO-Compensation_CompTotDisp.html

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