Re:Ask HN: As a hacker and “math person”, how do I learn abo...
by mrkgnao on Sunday November 27, 2016 @02:41AM
(#13048214)
I'm mostly interested in the kind of work a lot of Haskell/OCaml users do as "quants".
Re:Ask HN: As a hacker and “math person”, how do I learn abo...
by clappski on Sunday November 27, 2016 @04:48AM
(#13048496)
Is say your first step would be to understand the mechanics of trading (exchange, OTC, speculative arbitrage trading). Then, you'd need both a broad understanding of different asset classes and instruments and a deep understanding on where you want to focus (i.e. macroeconomics would need you to grok instruments like FX swaps). Then you need to learn the mathematical models on how to price these instruments and how to derive their value.
I would recommend reading 'Options, Futures and Other Derivatives' as a starting point, and getting the companion solution booklet so you can check your assignment answers.
Re:Ask HN: As a hacker and “math person”, how do I learn abo...
by 9NRtKyP4 on Sunday November 27, 2016 @05:05AM
(#13048526)
Yes. Hull is the canonical, if dry, text graduates in banks are told to read.
Re:Ask HN: As a hacker and “math person”, how do I learn abo...
by wodenokoto on Sunday November 27, 2016 @04:10PM
(#13051547)
First I'd ask what you want to learn finance for. Do you want to be a banker, do you want to be a stock trader, do you want to know economic theory, do you want to understand particular asset classes, do you want to just be better with your own finance. Micro macro? Once you narrow it down you can find some literature on the sub topic.