150 Most Frequently Asked Questions on Quant Interviews, Second Edition

Stefanica, Dan; Radoi?i?, Rado?; Wang, Tai-Ho

ISBN 10: 097975769X / ISBN 13: 9780979757693

Verlag: FE Press LLC, 2019

Beschreibung

The item shows wear from consistent use, but it remains in good condition and works perfectly. All pages and cover are intact including the dust cover, if applicable . Spine may show signs of wear. Pages may include limited notes and highlighting. May NOT include discs, access code or other supplemental materials.

Bestandsnummer des Verkäufers BVV.097975769X.G

Bibliografische Details

• Titel: 150 Most Frequently Asked Questions on Quant Interviews, Second Edition
• Verlag: FE Press LLC
• Erscheinungsjahr: 2019
• Sprache: Englisch
• ISBN-10: 097975769X
• ISBN-13: 9780979757693
• Einband: Softcover
• Zustand: good

Über diesen Titel

Inhaltsangabe

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.