All posts by FEPress

150IQs + Elements of Stochastic Processes

150IQs2Stoch Processes

“150 Most Frequently Asked Questions on Quant Interviews” (Second Edition) and “Elements of Stochastic Processes: A Computational Approach” can be purchased together from this page for $67.35, a 15% discount off the list price.

All the books will be signed and personalized by the authors.




More information on each title can be found at

150 Most Frequently Asked Questions on Quant Interviews, Second Edition

150IQs2

Pre-Order by December 16: $25 (15% discount off the $29.75 list price)


The First Fifteen Questions, with solutions

Table of Contents


FE Press offers 15-25% discounts off the list price when two or more books are purchased together.

All the books purchased from FE Press are signed and personalized by the authors.

Titles Price ORDER
2nd_ed-math_primer-cover_fe_press150IQs2
  • A Primer for the Mathematics of Financial Engineering
  • A Linear Algebra Primer for Financial Engineering
  • 150 Most Frequently Asked Questions on Quant Interviews, Second Edition
Price: $122.80 (20% discount off list price) Click HERE
2nd_ed-math_primer-cover_fe_press2nd_ed-sol_man_math_primer-cover_fe_press150IQs2
  • A Primer for the Mathematics of Financial Engineering
  • Solutions Manual – A Primer for the Mathematics of Financial Engineering
  • A Linear Algebra Primer for Financial Engineering
  • Solutions Manual – A Numerical Linear Algebra Primer for Financial Engineering
  • 150 Most Frequently Asked Questions on Quant Interviews, Second Edition
Price: $175.30 (25% discount off list price) Click HERE
2nd_ed-math_primer-cover_fe_press2nd_ed-sol_man_math_primer-cover_fe_press
  • A Primer for the Mathematics of Financial Engineering
  • Solutions Manual – A Primer for the Mathematics of Financial Engineering
  • 150 Most Frequently Asked Questions on Quant Interviews, Second Edition
Price: $105.20 (20% discount off list price) Click HERE
150IQs2
  • A Linear Algebra Primer for Financial Engineering
  • Solutions Manual – A Numerical Linear Algebra Primer for Financial Engineering
  • 150 Most Frequently Asked Questions on Quant Interviews, Second Edition
Price: $105.20 (20% discount off list price) Click HERE
Stoch Processes150IQs2
  • Elements of Stochastic Processes: A Computational Approach
  • 150 Most Frequently Asked Questions on Quant Interviews, Second Edition
Price: $67.35 (15% discount off list price) Click HERE
2nd_ed-math_primer-cover_fe_press2nd_ed-sol_man_math_primer-cover_fe_pressStoch Processes150IQs2
  • A Primer for the Mathematics of Financial Engineering
  • Solutions Manual – A Primer for the Mathematics of Financial Engineering
  • A Linear Algebra Primer for Financial Engineering
  • Solutions Manual – A Numerical Linear Algebra Primer for Financial Engineering
  • Elements of Stochastic Processes: A Computational Approach
  • 150 Most Frequently Asked Questions on Quant Interviews, Second Edition
Price: $212.25 (25% discount off list price) Click HERE

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.


The book “150 Most Frequently Asked Questions on Quant Interviews” is the Number 1 QuantNet bestselling book of 2016, and was the Number 1 QuantNet bestselling book in 2015 and Number 2 in 2014.


A 15 questions selection, with solutions, can be downloaded here.


Table of Contents

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

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.


Book Details:

  • Softcover: 265 pages
  • Publisher: Financial Engineering Press
  • List Price: $29.75
  • ISBN-13: 978-0-9797576-9-3
  • ISBN-10: 0-9797576-9-X

List Price: 29.75



Titles from FE Press:


A Linear Algebra Primer for Financial Engineering, by Dan Stefanica, FE Press 2014. This book covers linear algebra concepts for financial engineering applications from a numerical point of view. The book contains many such applications, as well as pseudocodes, numerical examples, and questions often asked in interviews for quantitative positions. Table of Contents. This is the third book in the Financial Engineering Advanced Background Series.


150IQs2 150 Most Frequently Asked Questions on Quant Interviews, by Dan Stefanica, Rados Radoicic, and Tai-Ho Wang. FE Press, 2013. This book 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. A ten questions selection, with solutions, can be downloaded here. This is the first book in the Pocket Book Guides for Quant Interviews Series.


2nd_ed-math_primer-cover_fe_press“A Primer for the Mathematics of Financial Engineering”, Second Edition, by Dan Stefanica. FE Press, 2011. This book builds the solid mathematical foundation required to understand the quantitative models used financial engineering and can be used as a reference book or as a self-study book. It contains 175 exercises, many of these being frequently asked interview questions. A Solutions Manual including detailed solutions to every exercise was published concurrently. The Second Edition of A Primer for the Mathematics of Financial Engineering was the Number 1 QuantNet bestselling book of 2013. This is the first book in the Financial Engineering Advanced Background Series.


2nd_ed-sol_man_math_primer-cover_fe_pressSolutions Manual – A Primer for the Mathematics of Financial Engineering, Second Edition, by Dan Stefanica. FE Press, 2011. 2012. Top 3 QuantNet bestselling book in 2010, 2011, 2012, and 2013. This is the second book in the Financial Engineering Advanced Background Series.


NLA Primer + NLA Solutions Manual + Elements of Stochastic Processes

Stoch Processes

“A Linear Algebra Primer for Financial Engineering” and its “Solutions Manual”, and “Elements of Stochastic Processes: A Computational Approach” can be purchased together from this page for $121.20, a 20% discount off the list price.

All the books will be signed and personalized by the authors.




More information on each title can be found at

Math Primer + Solutions Manual + Elements of Stochastic Processes

2nd_ed-math_primer-cover_fe_press2nd_ed-sol_man_math_primer-cover_fe_pressStoch Processes

“A Primer for the Mathematics of Financial Engineering” and its “Solutions Manual” (Second Editions), and “Elements of Stochastic Processes: A Computational Approach” can be purchased together from this page for $121.20, a 20% discount off the list price.

All the books will be signed and personalized by the authors.




More information on each title can be found at

Math Primer + Solutions Manual + NLA Primer + NLA Solutions Manual + 150IQs + Elements of Stochastic Processes

2nd_ed-math_primer-cover_fe_press2nd_ed-sol_man_math_primer-cover_fe_press150IQs2Stoch Processes

“A Primer for the Mathematics of Financial Engineering” and its “Solutions Manual” (Second Editions), “A Linear Algebra Primer for Financial Engineering” and its “Solutions Manual”, “150 Most Frequently Asked Questions on Quant Interviews” (Second Edition), and “Elements of Stochastic Processes: A Computational Approach” can be purchased together from this page for $212.25, a 25% discount off the list price.

All the books will be signed and personalized by the authors.




More information on each title can be found at

Math Primer + Solutions Manual + NLA Primer + NLA Solutions Manual + Elements of Stochastic Processes

2nd_ed-math_primer-cover_fe_press2nd_ed-sol_man_math_primer-cover_fe_pressStoch Processes

“A Primer for the Mathematics of Financial Engineering” and its “Solutions Manual” (Second Editions), “A Linear Algebra Primer for Financial Engineering” and its “Solutions Manual”, and “Elements of Stochastic Processes: A Computational Approach” can be purchased together from this page for $190.10, a 25% discount off the list price.

All the books will be signed and personalized by the authors.




More information on each title can be found at

Math Primer + NLA Primer + Elements of Stochastic Processes

2nd_ed-math_primer-cover_fe_pressStoch Processes

“A Primer for the Mathematics of Financial Engineering, “A Linear Algebra Primer for Financial Engineering”, and “Elements of Stochastic Processes: A Computational Approach” can be purchased together from this page for $138.80, a 20% discount off the list price.

All the books will be signed and personalized by the authors.




More information on each title can be found at

Elements of Stochastic Processes

Stoch Processes

Elements of Stochastic Processes: A Computational Approach by Professor C. Douglas Howard, the coordinator of the Financial Mathematics major at Baruch College, City University of New York, and a faculty member in the Baruch MFE Program, was published in November 2017.

This is an advanced undergraduate text on the fundamental probabilistic models that arise in many diverse applications. The presentation of these models is “computational” in the sense that it is easily adapted to computer-based Monte Carlo simulation. A guiding principle was to be rigorous without the use of measure theory.

Elements of Stochastic Processes: A Computational Approach is available for $44.50, a 10% discount off the list price, for all orders placed before February 15, 2018.


All the books will be signed and personalized by the author.


Downloads:

Table of Contents

An Interacting Particle System

Random Walks in Two Dimensions

Itô’s Formula for Brownian Motion


FE Press offers discounts of up to 25% off the list price when two or more books are purchased together.

All the books purchased from FE Press are signed and personalized by the authors.


 Titles Price ORDER
2nd_ed-math_primer-cover_fe_pressStoch Processes
  • A Primer for the Mathematics of Financial Engineering
  • A Linear Algebra Primer for Financial Engineering
  • Elements of Stochastic Processes: A Computational Approach
Price: $138.80 (20% discount off list price) Click HERE
2nd_ed-math_primer-cover_fe_press2nd_ed-sol_man_math_primer-cover_fe_pressStoch Processes
  • A Primer for the Mathematics of Financial Engineering
  • Solutions Manual – A Primer for the Mathematics of Financial Engineering
  • A Linear Algebra Primer for Financial Engineering
  • Solutions Manual – A Numerical Linear Algebra Primer for Financial Engineering
  • Elements of Stochastic Processes: A Computational Approach
Price: $190.10 (25% discount off list price) Click HERE
2nd_ed-math_primer-cover_fe_press2nd_ed-sol_man_math_primer-cover_fe_press150IQs2Stoch Processes
  • A Primer for the Mathematics of Financial Engineering
  • Solutions Manual – A Primer for the Mathematics of Financial Engineering
  • A Linear Algebra Primer for Financial Engineering
  • Solutions Manual – A Numerical Linear Algebra Primer for Financial Engineering
  • 150 Most Frequently Asked Questions on Quant Interviews
  • Elements of Stochastic Processes: A Computational Approach
Price: $212.25 (25% discount off list price) Click HERE
2nd_ed-math_primer-cover_fe_press2nd_ed-sol_man_math_primer-cover_fe_pressStoch Processes
  • A Primer for the Mathematics of Financial Engineering
  • Solutions Manual – A Primer for the Mathematics of Financial Engineering
  • Elements of Stochastic Processes: A Computational Approach
Price: $121.20 (20% discount off list price) Click HERE
Stoch Processes
  • A Linear Algebra Primer for Financial Engineering
  • Solutions Manual – A Numerical Linear Algebra Primer for Financial Engineering
  • Elements of Stochastic Processes: A Computational Approach
Price: $121.20 (20% discount off list price) Click HERE

Topics:

  • Fundamental limit theorems such as the weak and strong laws of large numbers, the central limit theorem, as well as the monotone, dominated, and bounded convergence theorems
  • Markov chains with finitely many states
  • Random walks in one, two and three dimensions
  • Arrival processes and Poisson point processes
  • Brownian motion, including basic properties of Brownian paths such as continuity but lack of differentiability
  • An introductory look at stochastic calculus including a version of Itô’s formula with applications to finance, and a development of the Ornstein-Uhlenbeck process with an application to economics

About the author: Douglas Howard is the coordinator of the bachelor of science major in financial mathematics at Baruch College, City University of New York, where he has taught in the mathematics department for nearly twenty years. He has almost a decade of Wall Street experience involving the application of probabilistic models to the financial markets.


Book Details:

  • Softcover: 245 pages
  • Publisher: Financial Engineering Press
  • List Price: $49.50
  • ISBN-13: 978-0-9797576-7-9

NLA Primer + 150 IQs Bilingual

150IQs_bilingual

“A Linear Algebra Primer for Financial Engineering” and “150 Most Frequently Asked Questions on Quant Interviews – Chinese/English Edition” can be purchased together from this page for $90.95, a 15% discount off the list price.

All the books will be signed and personalized by the authors.




More information on each title can be found at

Math Primer + 150 IQs Bilingual

2nd_ed-math_primer-cover_fe_press150IQs_bilingual

“A Primer for the Mathematics of Financial Engineering” and “150 Most Frequently Asked Questions on Quant Interviews – Chinese/English Edition” can be purchased together from this page for $90.95, a 15% discount off the list price.

All the books will be signed and personalized by the authors.




More information on each title can be found at