Cracking the Finance Quant Interview: 51 Interview Questions and Solutions (Paperback)

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Description


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

Product Details
ISBN: 9798667341024
Publisher: Independently Published
Publication Date: July 18th, 2020
Pages: 128
Language: English