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Cracking the Finance Quant Interview

51 Interview Questions and Solutions

Language EnglishEnglish
Book Paperback
Book Cracking the Finance Quant Interview Peyre Jean Peyre
Libristo code: 35442130
Publishers Independently Published, July 2020
Extended edition with 75 QuestionsAuthorJean Peyre has built a strong experience of quant interviews... Full description
? points 31 b
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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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About the book

Full name Cracking the Finance Quant Interview
Author Peyre Jean Peyre
Language English
Binding Book - Paperback
Date of issue 2020
Number of pages 128
EAN 9798667341024
ISBN 866734102Y
Libristo code 35442130
Publishers Independently Published
Weight 200
Dimensions 152 x 229 x 8

Categories

Economics, Finance, Business & Management > Finance & accounting > Finance
Mathematics & Science > Mathematics > Probability & statistics
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