Other
Academic References
I am happy to provide references to students who want to pursue graduate studies. Nevertheless, in order for my references to be substantiated and effective, I require that you have taken at least two courses from me with marks above 70 (B-). If you want to ask for a reference, make sure you take all of the following steps:
- Contact me at least two weeks before the due date; preferably well more in advance
- For graduate study applications, send me a list with all the schools & programs you are applying to together with their application deadlines
- Send me electronic copies of your:
- Complete & most recent (unofficial) transcript
- Cover letter
- Resume (if any)
- Send me a list of all courses you took with me and of any other interaction we had (e.g. projects or TAships supervised) Note that if any of the above is missing, I reserve the right to decline your reference request.
Quantitative Finance Resources
Professional Societies
- International Association for Quantitative Finance
- Bachelier Finance Society
- Professional Risk Manager's International Association
- Global Association of Risk Professionals
- Society of Actuaries
Software & Data
- Rmetrics: collection of R packages for Quantitative Finance
- Quantlib: open source C++ library for Quantitative Finance
- Yahoo! Finance: free historical equity and indice data
- OANDA: free historical foreign exchange data