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Quant Job Interview Questions And Answers (Inglese) Copertina flessibile – 25 mag 2008

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Copertina flessibile, 25 mag 2008
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Le recensioni clienti più utili su (beta) (Potrebbero essere presenti recensioni del programma "Early Reviewer Rewards") 4.2 su 5 stelle 15 recensioni
25 di 27 persone hanno trovato utile la seguente recensione
5.0 su 5 stelle Hands on practice 4 febbraio 2010
Di S. Gaal - Pubblicato su
Formato: Copertina flessibile Acquisto verificato
I completely agree with the previous opinion.
I have been interviewing with investment banks for some period. The permanent difficulty has been how to prepare for the interview. Who is a bit familiar with the topic knows, that virtually any subject ( from Lie groups and connexions to IFRS bookkeeping standards ) can pop up during the interviews. Given the time constraint for the preparation theses technical interviews are always a "pain in the arse".
But not any longer. Actually the problems in this book ARE the questions which are asked by the firms. Just to name a few :
1. Solve the OU equation and get its moments ( Lehman )
2. What are martingales, filtration, etc ( BarCap )
3. Generate exponentially distributed random numbers in 2D ( Morgan Stanley )
4. The barrier options and their vega ( ABN Amro )
5. Hedging and its practices ( a small IT firm in Munchen )
6. And a LOT ( really ) of coin throwing, binomial trees, mostly associated with practical finanacial problems ( CDS, ameriacan and barrier options, etxc).
7. Soring algorithms

These problems ARE covered in the problem set. So if you can solve, say, 70% of all questions it must be sufficient to get through the interviews.

There are some problems with the book. It should contain a bit more stuff on PDE's and first generation exotics. E.g.
1. Schetch the quantitative behavoiur of a solution of a double barrier for a given payoff
2. Derive the price for a perpetual up and in option ( etc )

I am recommending this book with the books of Joshi ( Concepts of Finance ) and Rebonato ( the perfect hedger and the fox ).
If you interview for a senior position these books may also suit you, since you are often grilled with these coin throwing things even for a VP position.
1 di 1 persone hanno trovato utile la seguente recensione
4.0 su 5 stelle well organized book 10 aprile 2014
Di street alex - Pubblicato su
Formato: Copertina flessibile Acquisto verificato
The first interviews book to have real programming questions, and a good selection of topics. Too bad the related questions at the end of most questions do not have solutions. The authors give the impression that they try hard to look smart.
5.0 su 5 stelle Five Stars 28 novembre 2016
Di Joshua R Edge - Pubblicato su
Formato: Copertina flessibile Acquisto verificato
Good book for interviewing for quant jobs.
0 di 1 persone hanno trovato utile la seguente recensione
4.0 su 5 stelle very classic book 20 agosto 2013
Di linahan - Pubblicato su
Formato: Copertina flessibile Acquisto verificato
The book is classic in quant interview ,but it is harder compared with other interview books in quant. But it helps a lot.
0 di 3 persone hanno trovato utile la seguente recensione
3.0 su 5 stelle Wasn't that useful 18 giugno 2014
Di Rocio R. - Pubblicato su
Formato: Copertina flessibile Acquisto verificato
I thought the problems would be helpful for some interviews I had coming up, but it did not help me that much. If you don't know a certain area this book certainly does not give you a summary, just a list of references. I mostly looked over the probability and math problems and found that they had some strange assumptions (though I don't have a finance background). Ultimately, my interviews had technical questions more in line with problems I encounter in my field and practice problems I did were not helpful.

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