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Author Peyre, Jean, author.

Title Cracking the finance quant interview / Jean Peyre.

Publication Info. [Place of publication not identified] : Éditions Ducourt, [2020]
©2020.
Bookmark link: https://library.naperville-lib.org:444/record=b2044617~S1
Location Call No. Status
 Nichols Adult Nonfiction  650.144 PEY    AVAILABLE
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Description 119 pages ; 23 cm
Summary 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 .
Subject Employment interviewing.
Finance -- Employment.
ISBN 9798667341024
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