Reddit reviews A Primer For The Mathematics Of Financial Engineering, Second Edition (Financial Engineering Advanced Background Series)
We found 5 Reddit comments about A Primer For The Mathematics Of Financial Engineering, Second Edition (Financial Engineering Advanced Background Series). Here are the top ones, ranked by their Reddit score.
You already have a great foundation. Most who start trading or are even remotely interested in it, don't appreciate the value of statistics in finance, of all professions.
Best of luck!
what specifically are you interested in?
https://www.quantnet.com/threads/quantnet-best-selling-books-of-2012.12190/
https://www.quantnet.com/threads/master-reading-list-for-quants-mfe-financial-engineering-students.535/
http://www.nuclearphynance.com/Show%20Forum.aspx?ForumIDKey=8
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http://www.cs.sunysb.edu/~skiena/691/
http://developers.opengamma.com/quantitative-research
http://www.thalesians.com/finance/index.php/Reading_List
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http://www.amazon.com/Primer-Mathematics-Financial-Engineering-Second/dp/0979757622/
commonly heard: "Just read Hull OFOD" http://www.amazon.com/Options-Futures-Derivatives-DerivaGem-Package/dp/0132777428/
http://www.amazon.com/Stochastic-Calculus-Finance-Binomial-Textbooks/dp/0387249680/
Most programming for financial engineering will be in C++, Python, R, or MATLAB; some books written by Mark Joshi or Daniel Duffy may be a good place to look for how C++ is used in FE (Duffy also has an online C++ course that's quite good).
If you have a physics/math background then you likely have 90% of the required maths, such as calculus, linear algebra, probability and statistics. I would recommend taking a course/reading a book on advanced probability, real analysis, and stochastic calculus, but these are not trivial subjects. If you are more interested in learning specifically about how math is applied to FE you can take a look at a book such as a primer for the mathematics of FE.
Also, check out online forums that discuss this such as quantent.
https://www.amazon.com/Mathematics-Financial-Engineering-Advanced-Background/dp/0979757622
More of a intro to the math/finance used in an MFE course, but this is a great book. http://www.amazon.com/Mathematics-Financial-Engineering-Advanced-Background/dp/0979757622