150 Most Frequently Asked Questions on Quant Interviews – $25.00
For orders placed before May 31, 2014, “150 Most Frequently Asked Questions on Quant Interviews” can be purchased for $25, a 15% discount off the $29.50 list price.
All titles from FE Press are available at 15% discount for orders placed before May 31, 2014; see below for details.
150 Most Frequently Asked Questions on Quant Interviews is the first book in the Pocket Book Guides for Quant Interviews Series and contains over 150 questions that are frequently, and also currently, asked on interviews for quantitative positions, covering a vast spectrum, from C++ and data structures, to finance, stochastic calculus and brainteasers.
- 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
About the Authors
The authors have over 20 years of experience working with the students of the Baruch College Financial Engineering Masters Program who have consistently been successful interviewing for quant type positions in the New York job market, with over 90% placement every year, including through the challenging 2008-2009 years.
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, now in its second edition. 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.
Errata as of November 16, 2013.
- Softcover: 224 pages
- Publisher: Financial Engineering Press
- List Price: $29.50
- ISBN-13: 978-0979757648
- ISBN-10: 0979757649
All titles from FE Press are available at 15% discount for orders placed before December 1, 2013.
A Primer for the Mathematics of Financial Engineering, Second Edition, by Dan Stefanica. FE Press, 2011. Number 1 QuantNet bestselling book of 2010, 2011 and 2012
Solutions Manual – A Primer for the Mathematics of Financial Engineering, Second Edition, by Dan Stefanica. FE Press, 2011. Number 2 QuantNet bestselling book of 2012.
The Primer and its Solutions Manual are the first books in the Financial Engineering Advanced Background Series. The third book in the series, A Numerical Linear Algebra Primer for Financial Engineering, by Dan Stefanica, will be published by FE Press in 2014.