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Cracking the Finance Quant Interview: 51 Interview Questions and Solutions

by Editions Ducourt
Save 11% Save 11%
Current price ₹1,335.00
Original price ₹1,494.00
Original price ₹1,494.00
Original price ₹1,494.00
(-11%)
₹1,335.00
Current price ₹1,335.00

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Book cover type: Paperback
  • ISBN13: 9798667341024
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Independently Published
  • Publisher Imprint: Independently Published
  • Publication Date:
  • Pages: 126
  • Original Price: USD 15.24
  • Language: English
  • Edition: N/A
  • Item Weight: 195 grams
  • BISAC Subject(s): Probability & Statistics / General and Finance / Financial Engineering

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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