dstefan
Baruch MFE Director
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The Second Edition of the best-selling quant interviews book ``150 Most Frequently Asked Questions on Quant Interviews”, by Dan Stefanica, Rados Radoicic, Tai-Ho Wang, was published on December 12, 2019.
A fifteen questions selection, with solutions, can be found attached, along with the table of contents.
Webpage: http://www.fepress.org/150iqs-second-ed/
All the books purchased from the publisher page above are signed and personalized by the authors.
The second edition contains more than 170 questions covering the core body of knowledge required for successfully interviewing for a quant type position. 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 authors are professors and colleagues in the Baruch MFE Program, and have vast experience educating students who are very successful interviewing for quantitative positions.
___________________________________________________
Topics covered:
• 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
________________________________________________________________
Title: 150 Most Frequently Asked Questions on Quant Interviews, Second Edition
Authors: Dan Stefanica, Rados Radoicic, Tai-Ho Wang
Softcover: 265 pages
Publisher: Financial Engineering Press
FE Press webpage: http://www.fepress.org/150iqs-second-ed/
Amazon: 150 Most Frequently Asked Questions on Quant Interviews, Second Edition (Pocket Book Guides for Quant Interviews): Dan Stefanica, Radoš Radoičić, Tai-Ho Wang: 9780979757693: Amazon.com: Books
________________________________________________________________
A fifteen questions selection, with solutions, can be found attached, along with the table of contents.
Webpage: http://www.fepress.org/150iqs-second-ed/
All the books purchased from the publisher page above are signed and personalized by the authors.
The second edition contains more than 170 questions covering the core body of knowledge required for successfully interviewing for a quant type position. 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 authors are professors and colleagues in the Baruch MFE Program, and have vast experience educating students who are very successful interviewing for quantitative positions.
___________________________________________________
Topics covered:
• 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
________________________________________________________________
Title: 150 Most Frequently Asked Questions on Quant Interviews, Second Edition
Authors: Dan Stefanica, Rados Radoicic, Tai-Ho Wang
Softcover: 265 pages
Publisher: Financial Engineering Press
FE Press webpage: http://www.fepress.org/150iqs-second-ed/
Amazon: 150 Most Frequently Asked Questions on Quant Interviews, Second Edition (Pocket Book Guides for Quant Interviews): Dan Stefanica, Radoš Radoičić, Tai-Ho Wang: 9780979757693: Amazon.com: Books
________________________________________________________________