Książka Cracking the Finance Quant Interview Peyre Jean Peyre

Cracking the Finance Quant Interview

75 Interview Questions and Solutions

Język: Angielski
Oprawa: Miękka
Dostępność: Dostępna u dostawcy
Wysyłamy za 9-15 dni
66.09
New edition of "Cracking the Finance Quant Interview" with a slightly larger print for a better read...

Informacje o książce

Język
Angielski
Oprawa
Książka - Miękka
Data wydania
2020
strony
136
EAN
9798688190557
ISBN
868819055Y
Enbook ID
35442433
Waga
249
Wymiary
178 x 254 x 7

Pełny opis

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

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