Cracking the Finance Quant Interview: 75 Interview Questions and Solutions - Brossura

Peyre, Jean

Brossura

ISBN 13: 9798688190557

Casa editrice: Independently published, 2020

Riassunto

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.
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

Dettagli dell?edizione

• Editore: Independently published
• Data di pubblicazione: 2020
• ISBN 13: 9798688190557
• Rilegatura: Copertina flessibile
• Lingua: Inglese
• Numero di pagine: 135
• Redattore: Ducourt Editions
• Contatto del produttore: non disponibile