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Author : Ivan Matic
Publisher :
ISBN 13 : 9781734531206
Total Pages : pages
Book Rating : 4.5/5 (312 download)
Download or read book Stochastic Calculus and Probability Quant Interview Questions written by Ivan Matic and published by . This book was released on 2020-06-04 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Ivan Matic
Publisher :
ISBN 13 : 9781734531220
Total Pages : pages
Book Rating : 4.5/5 (312 download)
Download or read book Probability and Stochastic Calculus Quant Interview Questions written by Ivan Matic and published by . This book was released on 2021-05 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Mark Joshi
Publisher :
ISBN 13 : 9780987122827
Total Pages : 0 pages
Book Rating : 4.1/5 (228 download)
Download or read book Quant Job Interview Questions and Answers written by Mark Joshi and published by . This book was released on 2013 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The quant job market has never been tougher. Extensive preparation is essential. Expanding on the successful first edition, this second edition has been updated to reflect the latest questions asked. It now provides over 300 interview questions taken from actual interviews in the City and Wall Street. Each question comes with a full detailed solution, discussion of what the interviewer is seeking and possible follow-up questions. Topics covered include option pricing, probability, mathematics, numerical algorithms and C++, as well as a discussion of the interview process and the non-technical interview. All three authors have worked as quants and they have done many interviews from both sides of the desk. Mark Joshi has written many papers and books including the very successful introductory textbook, "The Concepts and Practice of Mathematical Finance."
Author : Steven Shreve
Publisher : Springer Science & Business Media
ISBN 13 : 9780387249681
Total Pages : 212 pages
Book Rating : 4.2/5 (496 download)
Download or read book Stochastic Calculus for Finance I written by Steven Shreve and published by Springer Science & Business Media. This book was released on 2005-06-28 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt: Developed for the professional Master's program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a period of several years Exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance
Author : Xinfeng Zhou
Publisher :
ISBN 13 : 9781735028804
Total Pages : 210 pages
Book Rating : 4.0/5 (288 download)
Download or read book A Practical Guide To Quantitative Finance Interviews written by Xinfeng Zhou and published by . This book was released on 2020-05-05 with total page 210 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book will prepare you for quantitative finance interviews by helping you zero in on the key concepts that are frequently tested in such interviews. In this book we analyze solutions to more than 200 real interview problems and provide valuable insights into how to ace quantitative interviews. The book covers a variety of topics that you are likely to encounter in quantitative interviews: brain teasers, calculus, linear algebra, probability, stochastic processes and stochastic calculus, finance and programming.
Author : Richard Durrett
Publisher : CRC Press
ISBN 13 : 1351413759
Total Pages : 353 pages
Book Rating : 4.3/5 (514 download)
Download or read book Stochastic Calculus written by Richard Durrett and published by CRC Press. This book was released on 2018-03-29 with total page 353 pages. Available in PDF, EPUB and Kindle. Book excerpt: This compact yet thorough text zeros in on the parts of the theory that are particularly relevant to applications . It begins with a description of Brownian motion and the associated stochastic calculus, including their relationship to partial differential equations. It solves stochastic differential equations by a variety of methods and studies in detail the one-dimensional case. The book concludes with a treatment of semigroups and generators, applying the theory of Harris chains to diffusions, and presenting a quick course in weak convergence of Markov chains to diffusions. The presentation is unparalleled in its clarity and simplicity. Whether your students are interested in probability, analysis, differential geometry or applications in operations research, physics, finance, or the many other areas to which the subject applies, you'll find that this text brings together the material you need to effectively and efficiently impart the practical background they need.
Author : Gunnar Blom
Publisher : Springer Science & Business Media
ISBN 13 : 1461243041
Total Pages : 252 pages
Book Rating : 4.4/5 (612 download)
Download or read book Problems and Snapshots from the World of Probability written by Gunnar Blom and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt: We, the authors of this book, are three ardent devotees of chance, or some what more precisely, of discrete probability. When we were collecting the material, we felt that one special pleasure of the field lay in its evocation of an earlier age: many of our 'probabilistic forefathers' were dexterous solvers of discrete problems. We hope that this pleasure will be transmitted to the readers. The first problem-book of a similar kind as ours is perhaps Mosteller's well-known Fifty Challenging Problems in Probability (1965). Possibly, our book is the second. The book contains 125 problems and snapshots from the world of prob ability. A 'problem' generally leads to a question with a definite answer. A 'snapshot' is either a picture or a bird's-eye view of some probabilistic field. The selection is, of course, highly subjective, and we have not even tried to cover all parts of the subject systematically. Limit theorems appear only seldom, for otherwise the book would have become unduly large. We want to state emphatically that we have not written a textbook in probability, but rather a book for browsing through when occupying an easy-chair. Therefore, ideas and results are often put forth without a machinery of formulas and derivations; the conscientious readers, who want to penetrate the whole clockwork, will soon have to move to their desks and utilize appropriate tools.
Author : Dan Stefanica
Publisher :
ISBN 13 : 9780979757648
Total Pages : 209 pages
Book Rating : 4.7/5 (576 download)
Download or read book 150 Most Frequently Asked Questions on Quant Interviews written by Dan Stefanica and published by . This book was released on 2013 with total page 209 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jean Peyre
Publisher : Independently Published
ISBN 13 :
Total Pages : 98 pages
Book Rating : 4.6/5 (673 download)
Download or read book Cracking the Finance Quant Interview written by Jean Peyre and published by Independently Published. This book was released on 2020-07-18 with total page 98 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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
Author : Thomas Mikosch
Publisher : World Scientific
ISBN 13 : 9789810235437
Total Pages : 230 pages
Book Rating : 4.2/5 (354 download)
Download or read book Elementary Stochastic Calculus with Finance in View written by Thomas Mikosch and published by World Scientific. This book was released on 1998 with total page 230 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modelling with the Ito integral or stochastic differential equations has become increasingly important in various applied fields, including physics, biology, chemistry and finance. However, stochastic calculus is based on a deep mathematical theory. This book is suitable for the reader without a deep mathematical background. It gives an elementary introduction to that area of probability theory, without burdening the reader with a great deal of measure theory. Applications are taken from stochastic finance. In particular, the Black -- Scholes option pricing formula is derived. The book can serve as a text for a course on stochastic calculus for non-mathematicians or as elementary reading material for anyone who wants to learn about Ito calculus and/or stochastic finance.
Author : Jean Peyre
Publisher : Independently Published
ISBN 13 :
Total Pages : 136 pages
Book Rating : 4.6/5 (881 download)
Download or read book Cracking the Finance Quant Interview written by Jean Peyre and published by Independently Published. This book was released on 2020-09-20 with total page 136 pages. Available in PDF, EPUB and Kindle. Book excerpt: New edition of "Cracking the Finance Quant Interview" with a slightly larger print for a better reading experience 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 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
Author : GMAC (Graduate Management Admission Council)
Publisher : John Wiley & Sons
ISBN 13 : 1119620953
Total Pages : 336 pages
Book Rating : 4.1/5 (196 download)
Download or read book GMAT Official Advanced Questions written by GMAC (Graduate Management Admission Council) and published by John Wiley & Sons. This book was released on 2019-09-24 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt: GMAT Official Advanced Questions Your GMAT Official Prep collection of only hard GMAT questions from past exams. Bring your best on exam day by focusing on the hard GMAT questions to help improve your performance. Get 300 additional hard verbal and quantitative questions to supplement your GMAT Official Guide collection. GMAT Official Advance Questions: Specifically created for those who aspire to earn a top GMAT score and want additional prep. Expand your practice with 300 additional hard verbal and quantitative questions from past GMAT exams to help you perform at your best. Learn strategies to solve hard questions by reviewing answer explanations from subject matter experts. Organize your studying with practice questions grouped by fundamental skills Help increase your test-taking performance and confidence on exam day knowing you studied the hard GMAT questions. PLUS! Your purchase includes online resources to further your practice: Online Question Bank: Create your own practice sets online with the same questions in GMAT Official Advance Questions to focus your studying on specific fundamental skills. Mobile App: Access your Online Question Bank through the mobile app to never miss a moment of practice. Study on-the-go and sync with your other devices. Download the Online Question Bank once on your app and work offline. This product includes: print book with a unique access code and instructions to the Online Question Bank accessible via your computer and Mobile App.
Author : Scott Patterson
Publisher : Currency
ISBN 13 : 0307453383
Total Pages : 354 pages
Book Rating : 4.3/5 (74 download)
Download or read book The Quants written by Scott Patterson and published by Currency. This book was released on 2011-01-25 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt: With the immediacy of today’s NASDAQ close and the timeless power of a Greek tragedy, The Quants is at once a masterpiece of explanatory journalism, a gripping tale of ambition and hubris, and an ominous warning about Wall Street’s future. In March of 2006, four of the world’s richest men sipped champagne in an opulent New York hotel. They were preparing to compete in a poker tournament with million-dollar stakes, but those numbers meant nothing to them. They were accustomed to risking billions. On that night, these four men and their cohorts were the new kings of Wall Street. Muller, Griffin, Asness, and Weinstein were among the best and brightest of a new breed, the quants. Over the prior twenty years, this species of math whiz--technocrats who make billions not with gut calls or fundamental analysis but with formulas and high-speed computers--had usurped the testosterone-fueled, kill-or-be-killed risk-takers who’d long been the alpha males the world’s largest casino. The quants helped create a digitized money-trading machine that could shift billions around the globe with the click of a mouse. Few realized, though, that in creating this unprecedented machine, men like Muller, Griffin, Asness and Weinstein had sowed the seeds for history’s greatest financial disaster. Drawing on unprecedented access to these four number-crunching titans, The Quants tells the inside story of what they thought and felt in the days and weeks when they helplessly watched much of their net worth vaporize--and wondered just how their mind-bending formulas and genius-level IQ’s had led them so wrong, so fast.
Author : Dan Stefanica
Publisher :
ISBN 13 : 9780979757624
Total Pages : 332 pages
Book Rating : 4.7/5 (576 download)
Download or read book A Primer for the Mathematics of Financial Engineering written by Dan Stefanica and published by . This book was released on 2011 with total page 332 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jennifer Voitle
Publisher :
ISBN 13 :
Total Pages : 324 pages
Book Rating : 4.X/5 (4 download)
Download or read book Vault Guide to Advanced Finance and Quantitative Interviews written by Jennifer Voitle and published by . This book was released on 2002 with total page 324 pages. Available in PDF, EPUB and Kindle. Book excerpt: Professional career guide from the Vault Career Library covering bond fundamentals, statistics, derivatives (with detailed Black-Scholes calculations, fixed income securities, equity markets, currency and commodity markets, risk management.
Author : Yuh-Dauh Lyuu
Publisher : Cambridge University Press
ISBN 13 : 9780521781718
Total Pages : 654 pages
Book Rating : 4.7/5 (817 download)
Download or read book Financial Engineering and Computation written by Yuh-Dauh Lyuu and published by Cambridge University Press. This book was released on 2002 with total page 654 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive text and reference, first published in 2002, on the theory of financial engineering with numerous algorithms for pricing, risk management, and portfolio management.
Author : Salih N. Neftci
Publisher : Academic Press
ISBN 13 : 0125153929
Total Pages : 550 pages
Book Rating : 4.1/5 (251 download)
Download or read book An Introduction to the Mathematics of Financial Derivatives written by Salih N. Neftci and published by Academic Press. This book was released on 2000-05-19 with total page 550 pages. Available in PDF, EPUB and Kindle. Book excerpt: A step-by-step explanation of the mathematical models used to price derivatives. For this second edition, Salih Neftci has expanded one chapter, added six new ones, and inserted chapter-concluding exercises. He does not assume that the reader has a thorough mathematical background. His explanations of financial calculus seek to be simple and perceptive.
