| Cracking the Finance Quant Interview: 75 Interview Questions and Solutions Contributor(s): Ducourt, Editions (Editor), Peyre, Jean (Author) |
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ISBN: ISBN-13: 9798688190557 Publisher: Independently Published OUR PRICE: $15.54 Product Type: Paperback - Other Formats Published: September 2020 |
| Additional Information |
| BISAC Categories: - Mathematics | Probability & Statistics - Stochastic Processes |
| Physical Information: 0.3" H x 7" W x 10" (0.56 lbs) 138 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: New edition of "Cracking the Finance Quant Interview" with a slightly larger print for a better reading experience Author Jean Peyre has built a strong experience of quant interviews, both as an interviewee and an interviewer. Designed to be exhaustive but concise, this book covers all the parts you need to know before attending an interview. Content The book compiles 75 real quant interview questions asked in the banking industry 1) Brainteasers 2) Stochastic Calculus - Brownian motion, Martingale, Stopping time 3) Finance - Option pricing - Exchange Option, Forward starting Option, Straddles, Compound Option, Barrier Option 4) Programming - Sorting algorithms, Python, C++ 5) Classic derivations - Ornstein Uhlenbeck - Local Volatility - Fokker Planck - Hybrid Vasicek Model 6) Math handbook - The definitions and theorems you need to know |