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Is there any book that I can use to practice financial modeling using C++ or Excel/VBA?

 I personally did not find any useful books in terms of practical financial modeling. If you are trying to improve C++, you should find a real project to fine tune your programming skills. Normally you should be able to join some open source project. QuantLib is an open source community that provides users c++ library for financial modeling. You can also implement interfaces for the library with Excel/VBA.

What are the sub-industries for quant to do?

Generally speaking, there are ‘buy’ side and ‘sell’ side. ‘buy’ sides are instutitional investors such as pension fund, mutual fund etd. ‘sell’ sides are investment banks which produce financial instruments and sell to clients. There is no clear mark between two sides at these days. You can work in equity (e.g. stock), fixed income (e.g. bond) adn morgage etc. Current credit risk is hot in the market.

Which is regarded the best M.S. in Finance Engineering programm by wall street?

  • Computational Finance M.S. of CMU
  • Master’s Mathematics in Finance Program at NYU

Who’s Who?

  • Emanuel Derman
  • Paul Wilmott
  • Peter Carr
  • Jim Gatheral
  • Mark Joshi
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