A C++ Quant on Wall $treet.
- Interests include OO, DOC, and Quantitative programming (in that order).
- Currently pursuing executive MBA, & studying for CFA exams, with an focus on Financial Mathematics, Quantitative/Mathematical Finance and Financial Modeling.
Books I'm currently reading
- Modeling Derivatives in C++
- C++ Design Patterns and Derivatives Pricing
- Numerical Recipes in C++
- Advanced Modelling in Finance Using Excel and VBA
- Excel Add-in Development in C/C++
- Fixed Income Analytics
A quick index to some of my favorite pages.
- RecentChanges
- ExtremeProgrammingRoadmap
- FrameWork
- Open source Quantitative library: http://www.quantlib.org
- Quantitative Finance
- http://www.wilmott.com