The Quantitative Finance Interview Bible

By Jean Peyre

Although quantitative interviews are technically challenging, the hardest part can be to guess what you will be "expected to know" on the interview day. The scope of the requirements can also differ a lot between these roles within the banking sector.

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 51 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

• Format: Paperback
• Language: English
• ISBN: B08CWM6ZNK
• ISBN13: 9798666031520
• Release Date: July 2020
• Publisher: Independently Published
• Length: 102 Pages
• Weight: 0.35 lbs.
• Dimensions: 0.2" x 6.0" x 9.0"