Background Required

Mathematical Courses

• Calculus I and II• Multivariable Courses• Linear Algebra• Differential Equations (ODE and PDE’s)• Probability• Statistics• Econometrics• Numerical Analysis

Computer Science Courses

• Computer Science I and II( C++, C#, VBA, Splus, Matlab)

• Algorithms

• Databases

• Data Structures

• Object Oriented Programming

• Artificial Intelligence

Finance Courses

• Econometrics

• Securities and Investments

• Risk Management and Insurance

Books

• Paul Wilmott on Quantitative Finance, by Paul Wilmott

• Options, Futures, and Other Derivatives, by John C. Hull

• More books:

• http://www.quantster.com/books.html

Masters Levels Programs

Mathematical Finance / Quantitative Finance/ Operations Research / Computational Finance

1. NYU

2. Carnegie Mellon

3. Columbia

4. Stanford University

http://www.global-derivatives.com/index.php?option=com_content&task=view&id=54#usa

Graduate Level Courses

• Financial Derivatives• Stochastic Calculus• Grad level Probability and Statistics• PDE for Finance• Quantitative Trading Strategies• Computing in Finance• Risk Management• Continuous Time Finance• Capital Markets and Portfolio Theory

Starting Salaries

• $95,000 - $1,40,000• http://www.tepper.cmu.edu/corporations-

and-recruiters/recruiters/salary-statistics/ms-in-computational-finance-statistics/statistics-mscf-december-2006-compensation-by-industry/index.aspx

Jobshttp://www.wilmott.com/categories.cfm?

catid=5

Successful Professionals

• Hedge Fund Portfolio Managers

• http://www.traderdaily.com/magazine/article/16783.html

• CEO Compensation

• http://www.forbes.com/lists/2007/12/lead_07ceos_CEO-Compensation_CompTotDisp.html