Cracking the Finance Quant Interview: 51 Interview Questions and Solutions - Softcover

Peyre, Jean

 
9798667341024: Cracking the Finance Quant Interview: 51 Interview Questions and Solutions
Softcover
ISBN 13: 9798667341024
Publisher: Independently published, 2020

Synopsis

Extended edition with 75 Questions

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

"synopsis" may belong to another edition of this title.

Publisher
Independently published
Publication date
2020
Language
English
ISBN 13 
9798667341024
Binding
Paperback
Number of pages
125
Editor
Ducourt Editions