Cracking the Finance Quant Interview: 75 Interview Questions and Solutions - Couverture souple

Peyre, Jean

 
9798688190557: Cracking the Finance Quant Interview: 75 Interview Questions and Solutions
Couverture souple
ISBN 13 : 9798688190557
Editeur : Independently published, 2020

Synopsis

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

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

Éditeur
Independently published
Date d'édition
2020
Langue
anglais
ISBN 13 
9798688190557
Reliure
Broché
Nombre de pages
135
Éditeur
Ducourt Editions
Coordonnées du fabricant
non disponible
Personne responsable
non disponible