“Bibles” in Applied Math

Awhile ago, I and other VNQF members posted some of the most famous books in Quantitative Finance and related fields (including Partial Differential Equations, Numerical Methods, Optimization, Parallel Computing). Recently, I’ve posted a few classic books in Applied Math, based on the request of a member in the VEF’s VietnamBookDrive project. Even more recently, anh Ngo Quang Hung (and “đồng bọn”) have created a list of great textbooks in Computer Science.Here, I merely recompose the list of some bible books in Applied Math that I already did, but maybe more in depth and not limited to the scope of VEF. By Applied Math, I mean a wide spectrum from extremely mathematical topics (they’re essentially subsets of “Pure Math”) such as Partial Differential Equations to Computations (Numerical Analysis, Multiscale Modeling,…) to Probabilistic/Statistical Sciences to Computer Science and to a wide range of Applications (Physics, Chemistry, Biology, Engineering, Finance, Economics, Business, Medicines, etc.). Due to the breath and depth of this giant discipline, the list is by no mean complete and will be updated here continuously (possibly until I die).
Update: I’ll update this list on my blog so please check out that page instead.


VN Quantitative Finance Society

First of all, this non-math post doesn’t reflect the nature of GVietMath in general, so any comment should be directed to me instead of the blog site itself.

We are excited to announce the opening of the VN Society for Quantitative Finance (http://www.vnqf.org).

Quantitative Finance/Financial Engineering is a disciplinary and fast growing field in the world. In Vietnam, there are more and more people interested in Finance and Investments due to many reasons. Therefore, the demand of applying Quantitative Analysis in Finance also increases significantly. When the financial market becomes mature in the near future, Quantitative Analysis will be an obviously important part, like in any developed countries.

For the past few years, we also have observed an increase in number of Vietnamese students and scholars in this exciting field. Thus, this society is founded with the following missions:

  1. Build a network of people who are interested in Quantitative Finance (QF) and create an environment for networking/discussions among these fellows.
  2. Promote Quantitative Finance in Vietnam
  3. Build a bridge between Academics and Financial Companies
  4. Help new students on career paths and on studying Quantitative Finance (or related fields such as Applied Math, Computer Science, Physics, Economics, Finance, etc.) in developed countries.

If you’re interested disciplined approach to Finance, we’d like to invite you to this society (http://www.vnqf.org/forums/register.php). We hope this will give us chance to know each other on professional level, and if possible, on personal level as well. Due to the interdisciplinary nature of QF, we also hope that this society will foster collaborations among researchers with different expertises, which is a current research trend nowadays. For more information, please visit http://www.vnqf.org/forums/general/690-vnqf_overview.html

Now as the society opens, we are in grave need of some great initiatives. We hope that you will share with us your visions and expectations.

Sincerely yours,
VNQF Core Team


An overview of supporters:

As you may know, Khoa proposed the idea of forming a society for Quantitative Finance in VN 2 months ago on some mailing lists abroad. Since then, he
has received many replies supporting the idea. The good news is that the feedbacks came from people of various background (which was expected). Some of the key supporters are:
– 3 Applied Mathematicians (applied Partial Differential Equations, Numerical Methods, Optimal Control, etc.). Of these, one is a faculty at the Utah State University; one is working on his PhD; and one has finished her master but is considering an MBA track.
– 3 Computer Scientists: 2 are PhD candidates at University of Illinois at Urbana Champaign and 1 is an Associate Professor at SUNY Buffalo
– 1 Finance Academic: he has obtained his PhD degree in Finance at Stern Business School (New York University) and is now in the faculty of the University of North Carolina.
– 4 Economists: all have obtained their PhD in Economics and are working in industry.
– 1 PhD candidate in Computational Biomedical Engineering at UC Berkeley.
– A few quants in London and in New York
– A number of practitioners including some commanders in the Vietnam market such as Mr. Andy Ho (the managing director of VinaCapital), Mr. Robbie Davis (the head of Proprietary Trading of VinaCapital), Ms. Min Kupfer (the chairperson of Vietnam Holding), and Mr. Hoang Nguyen (the managing director of IDG Ventures Vietnam).

Chương trình toán ứng dụng Việt-Pháp

Thông tin về chương trình toán ứng dụng của Đại Học Pháp (PUF) tại thành phố Hồ Chí Minh: puf.pdf

Kính gửi các đồng nghiệp,

Tôi xin gửi đến các đồng nghiệp các thông tin về chương trình toán ứng dụng của Đại Học Pháp (PUF) tại thành phố Hồ Chí Minh. Chương trình này rất tốt cho phát triển toán ứng dụng tại mọi địa phương của nước ta. Xin các đồng nghiệp phổ biến rộng rãi cho các sinh viên nãm thứ tư, sinh viên cao học và các cán bộ trẻ. Nếu được, xin các đồng nghiệp chuyển thư này đến mọi địa chỉ khác mà các đồng nghiệp thấy thích hợp. Tôi đang tìm các địa chỉ khác để gởi thông tin này và rất cám ơn nếu các đồng nghiệp cho tôi các địa chỉ đó. Cám ơn rất nhiều và xin kính chào.

Dương Minh Đức