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Cracking the Finance Quant Interview: 75 Interview Questions and Solutions

Cracking the Finance Quant Interview: 75 Interview Questions and Solutions - Paperback

by Jean Peyre
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Cracking the Finance Quant Interview: 75 Interview Questions and Solutions

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$14.99
$16.36
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Availability:In StockContributor:Editions Ducourt (Editor), Jean PeyrePublish date:2020-09-20Pages:136
Language:EnglishPublisher:Independently PublishedISBN-13:9798688190557UPC:9798688190557Book Category:MathematicsBook Subcategory:Probability & StatisticsBook Topic:Stochastic ProcessesSize:10.00 x 7.00 x 0.29 inchesWeight:0.5512Product ID:SCA39BA64D

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


Language:EnglishPublisher:Independently PublishedISBN-13:9798688190557UPC:9798688190557Book Category:MathematicsBook Subcategory:Probability & StatisticsBook Topic:Stochastic ProcessesSize:10.00 x 7.00 x 0.29 inchesWeight:0.5512Product ID:SCA39BA64D
Publisher: Independently Published

Contributor(s)

Editions Ducourt (Editor), Jean Peyre

Author

Jean Peyre

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