Probability and Stochastic Calculus Quant Interview Questions (Pocket Book Guides for Quant Interviews)

Matic, Ivan,Radoicic, Radoš,Stefanica, Dan

ISBN 10: 1734531223 / ISBN 13: 9781734531220

Verlag: FE Press, LLC, 2021

Beschreibung

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Bestandsnummer des Verkäufers S_436013092

Bibliografische Details

• Titel: Probability and Stochastic Calculus Quant Interview Questions (Pocket Book Guides for Quant Interviews)
• Verlag: FE Press, LLC
• Erscheinungsjahr: 2021
• Sprache: Englisch
• ISBN-10: 1734531223
• ISBN-13: 9781734531220
• Einband: paperback
• Zustand: Good

Über diesen Titel

Inhaltsangabe

The 150 questions included in this book contain multiple fundamental ideas underlying probability and stochastic calculus questions frequently asked in interviews for quant roles, both for buy-side and sell-side roles. The answers to all of these questions are included in the book.

This book should be useful to multiple audiences: candidates interviewing for junior roles upon graduating from financial engineering programs or doctoral programs, as well as for candidates with several years of work experience looking to brush up on technical questions prior to interviewing for the next position in their careers.

Topics:

• Discrete Probability

• Random Walks and Martingales

• Continuous Probability

•Brownian Motion

•Stochastic Differential Equations

This is the second book in the Pocket Book Guides for Quant Interviews Series, after the second edition of the best-selling 150 Most Frequently Asked Questions on Quant Interviews, and to be followed by a book on brainteasers, Challenging Brainteasers for Quant Interviews.