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150 Most Frequently Asked Questions on Quant Interviews (Pocket Book Guides for Quant Interviews) [Paperback]

Dan Stefanica , Rados Radoicic , Tai-Ho Wang
5.0 out of 5 stars  See all reviews (1 customer review)
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Book Description

28 Oct 2013 Pocket Book Guides for Quant Interviews

Topics:

• 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

The use of quantitative methods and programming skills in all areas of finance, from trading to risk management, has grown tremendously in recent years, and accelerated through the financial crisis and with the advent of the big data era. A core body of knowledge is required for successfully interviewing for a quant type position. The challenge lies in the fact that this knowledge encompasses finance, programming (in particular C++ programming), and several areas of mathematics (probability and stochastic calculus, numerical methods, linear algebra, and advanced calculus). Moreover, brainteasers are often asked to probe the ingenuity of candidates.

This book contains over 150 questions covering this core body of knowledge. 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 answers to all of these questions are included in the book. These answers are written in the same very practical vein that was used to select the questions: they are complete, but straight to the point, as they would be given in an interview.


Frequently Bought Together

150 Most Frequently Asked Questions on Quant Interviews (Pocket Book Guides for Quant Interviews) + Heard on the Street: Quantitative Questions from Wall Street Job Interviews + Quant Job Interview Questions and Answers (Second Edition)
Price For All Three: 70.88

Buy the selected items together


Product details

  • Paperback: 224 pages
  • Publisher: FE Press LLC (28 Oct 2013)
  • ISBN-10: 0979757649
  • ISBN-13: 978-0979757648
  • Product Dimensions: 17.6 x 10.8 x 2 cm
  • Average Customer Review: 5.0 out of 5 stars  See all reviews (1 customer review)
  • Amazon Bestsellers Rank: 193,101 in Books (See Top 100 in Books)

More About the Author

Dan Stefanica has been the Director of the Financial Engineering MS Program at Baruch College, City University of New York, since its inception in 2002, and is the author of the best-selling ``A Primer For The Mathematics Of Financial Engineering" and co-author of ``150 Most Frequently Asked Questions on Quant Interviews". He teaches graduate courses on numerical methods for financial engineering, as well as pre-program courses on advanced calculus and numerical linear algebra with financial applications. His research spans numerical analysis, graph theory, and geophysical fluid dynamics. He has a PhD in mathematics from New York University and taught previously at the Massachusetts Institute of Technology.

Product Description

About the Author

The authors are professors in the elite Masters Program in Financial Engineering at Baruch College, City University of New York, and have vast experience educating students who interview very successfully for quantitative positions (95% employment rate for 2007-2013 Baruch MFE graduates).

Dan Stefanica has been the Director of the Baruch MFE Program since its inception in 2002, and is the author of the best-selling A Primer For The Mathematics Of Financial Engineering. He teaches graduate courses on numerical methods for financial engineering, as well as pre-program courses on advanced calculus and numerical linear algebra with financial applications. His research spans numerical analysis, graph theory, and geophysical fluid dynamics. He has a PhD in mathematics from New York University and taught previously at the Massachusetts Institute of Technology.

Rados Radoicic has been on the faculty of the Baruch MFE Program since 2006, teaching graduate courses on financial instruments, econometrics, and statistics, as well as pre-program courses on advanced calculus with financial applications. He has done extensive research in discrete and computational geometry, extremal combinatorics, and graph theory. He has a BS and a PhD in mathematics from the Massachusetts Institute of Technology.

Tai-Ho Wang has been on the faculty of the Baruch MFE Program since 2008, teaching graduate courses on stochastic processes and optimization methods, as well as pre-program courses in probability. His research spans fields as varied as quantitative finance, statistics, and Riemannian geometry. He has a PhD in applied mathematics from National Chiao Tung University.


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Customer Reviews

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Most Helpful Customer Reviews
5.0 out of 5 stars Super useful book 5 April 2014
Format:Paperback|Verified Purchase
Help me get into the author Dan's Baruch college, top MFE program worldwide. The book is extremely easy and short to read and handle, which is good start to prepare quantitative interview.
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Most Helpful Customer Reviews on Amazon.com (beta)
Amazon.com: 5.0 out of 5 stars  4 reviews
1 of 1 people found the following review helpful
5.0 out of 5 stars best book for quant interviews out there 10 April 2014
By street alex - Published on Amazon.com
Format:Paperback|Verified Purchase
Excellent C++ section and the brainteasers are a lot of fun. I found questions we ask on phone screens or final rounds. Also got ideas for new questions and liked the first ten questions, too. Will make you look very smart if you know these questions. The author gives clear solutions.
3 of 4 people found the following review helpful
5.0 out of 5 stars User friendly quant job interview guide 22 Nov 2013
By Ijon Tichy - Published on Amazon.com
Format:Paperback
This is a very thoughtful compilation of common questions facing candidates for jobs in quantitative finance. The authors cover math, finance, programming, as well as brain teasers. All problems are carefully solved.
It is, of course, impossible to cover all contingencies, no matter how hefty the book. Instead, the authors produced a book that is physically small (it fits in a pocket), nicely priced (it fits everybody's budget), and can be studied cover to cover in a finite amount of time.
2 of 3 people found the following review helpful
5.0 out of 5 stars A concise and handy book 15 Jan 2014
By Bill Lu - Published on Amazon.com
Format:Paperback
The questions are classic and carefully chosen. The solutions are also clear and well-written. The book is small and easily put into my coat pocket so I can read it on subway. A very handy book.
3 of 5 people found the following review helpful
5.0 out of 5 stars Best book in this category 22 Nov 2013
By Amazon Customer - Published on Amazon.com
Format:Paperback
Very intelligentlly thought out questions. But more than the questions, I like the solutions. The solutions provide you a quick base to learn even if you are unfamiliar with a topic. Finally, this is one book you can pick before an interview and complete.
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