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I think one thing that would be useful, and something that I'm doing at the moment myself, is to review (i) mathematical statistics, (ii) linear algebra, and (iii) optimization. Chapters 7-9 from Casella and Berger's Statistical Inference is a good start for (i), Stefanica's A Linear Algebra Primer for Financial Engineering a good one for (ii) and Chapters 2-5 from Cornuejols and Tutuncu's Optimization Methods in Finance for (iii). I would also get a jump on stochastic calculus (if you haven't already) as many quant interview books have questions that require an understanding of it. Shreve 1 (Chapters 1-3 and 5) and Shreve 2 (Chapters 2-5 \ 4.7, 5.5, 5.6) are great as a first read for this. Also need to dedicate time to keeping your programming ability up and practice interview-style exercises via hackerrank/leetcode.I am an entering MFE student for this fall as well, so take the above advice with a grain of salt as others that have already gone through the process may have much better advice.
I think one thing that would be useful, and something that I'm doing at the moment myself, is to review (i) mathematical statistics, (ii) linear algebra, and (iii) optimization. Chapters 7-9 from Casella and Berger's Statistical Inference is a good start for (i), Stefanica's A Linear Algebra Primer for Financial Engineering a good one for (ii) and Chapters 2-5 from Cornuejols and Tutuncu's Optimization Methods in Finance for (iii). I would also get a jump on stochastic calculus (if you haven't already) as many quant interview books have questions that require an understanding of it. Shreve 1 (Chapters 1-3 and 5) and Shreve 2 (Chapters 2-5 \ 4.7, 5.5, 5.6) are great as a first read for this. Also need to dedicate time to keeping your programming ability up and practice interview-style exercises via hackerrank/leetcode.
I am an entering MFE student for this fall as well, so take the above advice with a grain of salt as others that have already gone through the process may have much better advice.
