Financial mathematics attaches great importance to mathematics and programming, and financial personal feelings are only auxiliary. Understand the pricing strategy of derivatives (futures, options, etc.). ), clear the definition of investment methods such as stocks and bonds, and the next work needs mathematics and programming.

Generally speaking, curriculum configuration is divided into three categories: financial foundation, mathematical model and programming.

Financial Basis: Needless to say, the textbook Options, Futures and Other Derivatives, which is called the Financial Bible, is generally adopted (John C. Hull). Understand all the basic definitions and classifications. After that, it is accompanied by an asset allocation class to understand the optimal models such as mean-variance analysis. Finally, risk management, understand what tail risk is, how to estimate VaR, ES, etc.

Mathematical model: highlights, derivatives pricing, probability theory, mathematical statistics, measurement theory, various mathematics courses. Don't underestimate these math classes. Ask them later in the job interview. It will also be accompanied by numerical analysis to understand what Monte Carlo is.

Programming: C++ and Python are proficient in one subject.

Financial mathematics is an interdisciplinary subject, which requires not only financial background, but also a very solid mathematical foundation and programming. So it is also difficult to learn. But if you study well, finding a job is not a problem. After all, mastering one field is enough. ...