A C++ Quant on Wall $treet. * Interests include OO, DOC, and Quantitative programming (in that order). * Currently pursuing executive MBA, & studying for CFA exams, with an focus on Financial Mathematics, Quantitative/Mathematical Finance and Financial Modeling. ---- Books I'm currently reading * Modeling Derivatives in C++ * C++ Design Patterns and Derivatives Pricing * Numerical Recipes in C++ * Advanced Modelling in Finance Using Excel and VBA * Excel Add-in Development in C/C++ * Fixed Income Analytics ---- A quick index to some of my favorite pages. * RecentChanges * ExtremeProgrammingRoadmap * FrameWork * Open source Quantitative library: http://www.quantlib.org * Quantitative Finance ** http://cppquant.blogspot.com/2005_01_01_cppquant_archive.html ** http://cppquant.blogspot.com/2005_03_01_cppquant_archive.html ** http://cppquant.blogspot.com/2005_04_01_cppquant_archive.html * http://www.wilmott.com ---- CategoryHomePage