Description
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 review below claiming that the book contains typos or wrong solutions is fraudulent, real buyers will find in the first page of the book an email address to report typos and get refunded if needed, this reviewer has never contacted us)
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
Author: Editions Ducourt, Jean Peyre
Publisher: Independently Published
Published: 09/20/2020
Pages: 136
Binding Type: Paperback
Weight: 0.55lbs
Size: 10.00h x 7.00w x 0.29d
ISBN13: 9798688190557
BISAC Categories:
- Mathematics | Probability & Statistics | Stochastic Processes
This title is not returnable