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150 Most Frequently Asked Questions on Quant Interviews, Second Edition - Couverture souple

Livre 1 sur 4: Pocket Book Guides for Quant Interviews

Stefanica, Dan; Radoičić, Radoš; Wang, Tai-Ho

 
9780979757693: 150 Most Frequently Asked Questions on Quant Interviews, Second Edition
Couverture souple
ISBN 10 : 097975769X ISBN 13 : 9780979757693
Editeur : FE Press LLC, 2019

Synopsis

The second edition of the book contains over 170 questions and includes new questions that became popular since the first edition of the book was published.

Topics:

• Mathematics, calculus, differential equations

• Covariance and correlation matrices. Linear algebra

• Financial instruments: options, bonds, swaps, forwards, futures

• C++, algorithms, data structures

• Monte Carlo simulations. Numerical methods

• Probability. Stochastic calculus

• Brainteasers

The use of quantitative methods and programming skills in all areas of finance, from trading to risk management, has grown tremendously in recent years, and accelerated through the financial crisis and with the advent of the big data era. A core body of knowledge is required for successfully interviewing for a quant type position. The challenge lies in the fact that this knowledge encompasses finance, programming (in particular C++ programming), and several areas of mathematics (probability and stochastic calculus, numerical methods, linear algebra, and advanced calculus). Moreover, brainteasers are often asked to probe the ingenuity of candidates.

This book contains over 150 questions covering this core body of knowledge. These questions are frequently and currently asked on interviews for quantitative positions, and cover a vast spectrum, from C++ and data structures, to finance, brainteasers, and stochastic calculus.

The answers to all of these questions are included in the book. These answers are written in the same very practical vein that was used to select the questions: they are complete, but straight to the point, as they would be given in an interview.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
FE Press LLC
Date d'édition
2019
Langue
anglais
ISBN 10 
097975769X
ISBN 13 
9780979757693
Reliure
Broché
Nombre de pages
281
Coordonnées du fabricant
non disponible
Personne responsable
non disponible