Introduction to Stochastic Calculus & Application in Finance

你讀緊Qfin？

宜家做finance?

QFIN 個 course structure 根本係垃圾 math讀到2001就收工，CS讀得兩個course, stat又係，全部半桶水都冇
唔洗數唔洗統計唔洗coding
利申 QF grad

難唔難入？巴打你讀乜？

入QF? 依家好易 唔似以前要AL3A。咪利申左讀QF囉
做就做緊IT狗

Investment bank? Or prop shop?

唔係ibank啦，如果依家想入ibank tech位更加唔好入qf啦 依家ibank 真tech位require math/CS mphil/phd
如果想fg做ibank non tech QF唔係唔得既，不過其他一定更加好
更加唔好講Hedge fund，尤其HFT

香港個job market點？我喺Melbourne，想搵Quant工。佢哋會唔會prefer香港嗰啲QFRM? 我嗰PhD喺Stochastic Processes，自學緊Mathematical finance 。

lm

點解唔係外國搵
ibank tech 位好少睇係唔係local，以我所知quant佬最多係法國佬、俄佬、中國佬，多數都係法、美、俄math phd 出嚟，反而 financial math 應該唔太緊要
至於QFRM直入quant，我身邊冇啲咁既人

都係做IT? QFIN真係害人不淺

澳洲冇乜工
我全世界都會試，只不過覺得有個PhD好似原罪咁，想搵個intern都無interviews
我宜家有諗住學法文

做緊rates exotic market risk, 全部都係sde

因為真係abuse個symbol
其實全部都係stochastic integrals

HTF 要求math/cs 比較多？ or both

Both electronics 都得 embedding engineer

痴撚線，大學揀錯科要讀幾多個Master先補得返，俾你讀得到都就嚟破產同埋40歲

依家HFT同stat冇乜關係，因為好多時推arbi 都係講緊bid ask 差價呢啲絕對賺錢。stat唔係唔得，但個risk 太大
就算跑差價都有分搶先人地之前買入再賣比佢，或者跑曬咁多間交易所去買之類

請唔請人

The so called “stochastic differentials” are stochastic integrals. That’s why some older books called SDEs stochastic integral equations.

其實要邊方面知識比較重要？之前有做論文睇過下HTF paper， 都係關於micro econ，但particle係點我真係唔知道