150 Most Frequently Asked Questions on Quant Interviews, Third Edition (Pocket Book Guides for Quant Interviews)

Stefanica, Dan; RadoiÄ iÄ , RadoÅ¡; Wang, Tai-Ho

ISBN 10: 173453124X / ISBN 13: 9781734531244

Verlag: FE Press, LLC (edition ), 2024

Beschreibung

It's a preowned item in good condition and includes all the pages. It may have some general signs of wear and tear, such as markings, highlighting, slight damage to the cover, minimal wear to the binding, etc., but they will not affect the overall reading experience.

Bestandsnummer des Verkäufers 173453124X-11-1

Bibliografische Details

• Titel: 150 Most Frequently Asked Questions on Quant Interviews, Third Edition (Pocket Book Guides for Quant Interviews)
• Verlag: FE Press, LLC (edition )
• Erscheinungsjahr: 2024
• Sprache: Englisch
• ISBN-10: 173453124X
• ISBN-13: 9781734531244
• Einband: Paperback
• Zustand: Good

Über diesen Titel

Inhaltsangabe

The third edition of the book contains over 200 questions and includes a new section on Statistics and Machine Learning questions along with new questions that became popular since the second edition of the book was published.

Topics:

• Statistics and Machine Learning

• 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), statistics and machi9ne learning, 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 200 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, machine learning, and mathematics.

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.