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Cracking the Finance Quant Interview: 51 Interview Questions and Solutions

Cracking the Finance Quant Interview: 51 Interview Questions and Solutions

Cracking the Finance Quant Interview: 51 Interview Questions and Solutions
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Cracking the Finance Quant Interview: 51 Interview Questions and Solutions Paperback / softback - 2020

by Editions Ducourt

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Paperback / softback. New.
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Ships from The Saint Bookstore (Merseyside, United Kingdom)

Details

  • Title Cracking the Finance Quant Interview: 51 Interview Questions and Solutions
  • Author Editions Ducourt
  • Binding Paperback
  • Condition New
  • Pages 126
  • Volumes 1
  • Language ENG
  • Publisher Independently Published
  • Publication date 2020-07-18
  • Bookseller's Inventory # B9798667341024
  • ISBN 9798667341024
  • Weight 0.43 lbs (0.20 kg)
  • Dimensions 9 x 6 x 0.3 in (22.86 x 15.24 x 0.76 cm)
  • Category Mathematics
  • Quantity available 10

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Reader reviews for Cracking the Finance Quant Interview: 51 Interview Questions and Solutions

From the publisher

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

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