• option pricing + numerical methods
• stoch
• fixed income
• economics of asset pricing

Throughout these above courses, I focused on intuitive explanations, hoping for thick->thin.

Q: why no thick->thin in quant study, as achieved in c++, algo practice, etc?
A: no reinforcement; no connecting the dots via interviews!

Interviews could be the “unsung hero”. Interviews help us find direction, help us focus, help us /separate the wheat from the chaff/.

I told Shanyou why I won’t read a whole book on socket programming. There are just too many details .. poor retention … poor thick->thin …