September 26th, 2002, 6:10 pm
I am very interested in moving into a quant/development position. I am currently in equity derivatives IT and would like to know what sources I can read to prepare myself for a quant position. I have good knowledge of derivatives, but would like to learn more technical stuff that quants do. I read some of the forums here and frankly they go over my head. I have an engineering background so I dont mind reading a very math oriented book. Please provide me with names of books/sites if possible.