July 12th, 2005, 7:02 pm
Hi, I am a fresh math PHD from a second tier university in US trying to find a financial job. Just wonder what kinda book I need to read for a start. Currently I am reading Wilmott's "Introduces to Quant finance" (for beginners), Hull's "Options, Futures and Other Derivative" (richer contents and more details, intereting but not hard), and have nearly finished Shreve's "stochastic calculas and financial math" (beautiful derivation of ideas but not abstract enough, this is the one I enjoy the most). I am planning to read Wilmott's "on Quantitative Finance " for the next. I am good with C++ as I learned and programmed data structures (linked list, trees, stacks stuff) with C++ and several projects. I am also trying to read and implement some models in Justin London's "Modeling Derivatives in C++". Do you guys (actually I find most people here on the forum are real genius!) think if I am able to deal with interviewers with these backgrounds? Thanks a lot.