Introduction to Stochastic Calculus & Application in Finance

HFT paper
睇下你想做乜野位，寫chips整server寫algo都有。
利申再多啲唔熟

There seem to be more buy side quants than the sell sides in Hong Kong. It's better to know some statistical analysis as well, in addition to math finance, if you target quants from both sides.

Yeah I’m aware of that. I was reading the Elements of statistical learning. But I have an impression that it’s harder to get into the buyside?

Not as hard. To get into the buy side as a quant in the beginning, either a statistics/ machine learning background, together with programming skills and some knowledge of the asset class for that job, will do.

Where should I start? Do you know any headhunters in Hong Kong?

lm

Unfortunately I don't know.... but I think your background will get you interviews from both buy and sell sides for sure..

No worries, thanks anyways. Are you also in finance?

Yup, working as a buy-side quant.

Wow that’s so cool. Would you mind to tell me more about yourself? You can contact me in private on WhatsApp if you want.

我係英國呀

Even better, honestly I would go to London if I had the opportunity.

香港好似冇咩market risk post

I’m in Melbourne. Left hk almost 20 years ago.

Will they be interested in someone who does research on SDEs? How did you get the job?

Research on SDE probably is an overkill. But in exotic rates, we definitely have a lot of different rates models with different variants. I think knowing what drives the dynamic of the model (risk sensitivites) could get you far enough. I did a masters in financial engineering

LM

Yeah, I just wanna get my foot in the door. Did you do your degree in the UK? How’re you finding London?

推推post先
小弟應該13/12考曬試之後就可以繼續update呢個post
同之前講過嘅一樣啦 我會講埋bond option先 跟住就會重新review過啲basics
最後清曬concept先會繼續落去講Girsanov Theorem
如果最尾大家仲未嚇走曬 我應該都會分享下一啲advanced少少嘅嘢 e.g. stochastic volatility model
p.s. 不過大家要有心理準備最尾呢part對一個undergrad黎講真係有啲難度

強貼
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gogogo

電子狗入ibank都係做infra 野？
淨係識communication systems , system design 呢d
仲要無乜讀deep learning 做唔到tech位

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大部份Bachelor level 學唔到咁深