Cracking the Finance Quant Interview: 75 Interview Questions and Solutions

Peyre, Jean

ISBN 13: 9798688190557

Verlag: Independently published, 2020

Gebraucht Softcover

Verk�ufer WeBuyBooks, Rossendale, LANCS, Vereinigtes K�nigreich Verk�uferbewertung 5 von 5 Sternen

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Beschreibung

Most items will be dispatched the same or the next working day. An apparently unread copy in perfect condition. Dust cover is intact with no nicks or tears. Spine has no signs of creasing. Pages are clean and not marred by notes or folds of any kind. Bestandsnummer des Verk�ufers wbs6043377274

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Inhaltsangabe:

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

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Bibliografische Details

Titel: Cracking the Finance Quant Interview: 75 ...
Verlag: Independently published
Erscheinungsdatum: 2020
Einband: Softcover
Zustand: Like New