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Cracking the Finance Quant Interview: 75 Interview Questions and Solutions
Paperback
Publisher: Independently Published
Published: Sep 20 2020
Pages: 136
Weight: 0.55
Height: 0.29 Width: 7.00 Depth: 10.00
Language: English
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.
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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