A Practical Guide to Quantitative Finance Interviews

A Practical Guide to Quantitative Finance Interviews Author Xinfeng Zhou
ISBN-10 9781435715752
Year 2008
Pages 195
Language en
Publisher Lulu.com
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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.

Practical Guide to Quantitative Finance Interviews

Practical Guide to Quantitative Finance Interviews Author Xinfeng Zhou
ISBN-10 1438236662
Year 2008
Pages 195
Language en
Publisher
DOWNLOAD NOW READ ONLINE

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.

Vault Guide to Advanced Finance and Quantitative Interviews

Vault Guide to Advanced Finance and Quantitative Interviews Author Jennifer Voitle
ISBN-10 UVA:X004683278
Year 2002
Pages 281
Language en
Publisher Vault Reports Incorporated
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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.

Heard on the Street

Heard on the Street Author Timothy Falcon Crack
ISBN-10 0970055293
Year 2013-08
Pages 276
Language en
Publisher
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THIS IS A MUST READ! It is the first and the original book of quantitative questions from finance job interviews. Painstakingly revised over 18 years and 14 editions, Heard on The Street has been shaped by feedback from many hundreds of readers. With over 50,000 copies in print, its readership is unmatched by any competing book. The revised 14th edition contains over 185 quantitative questions collected from actual job interviews in investment banking, investment management, and options trading. The interviewers use the same questions year-after-year, and here they are with detailed solutions! This edition also includes 140 non-quantitative actual interview questions, giving a total of more than 325 actual finance job interview questions. There is also a revised section on interview technique based on Dr. Crack's experiences interviewing candidates and also based on feedback from interviewers worldwide. The quant questions cover pure quant/logic, financial economics, derivatives, and statistics. They come from all types of interviews (corporate finance, sales and trading, quant research, etc.), and from all levels of interviews (undergraduate, MS, MBA, PhD). The first seven editions of Heard on the Street contained an appendix on option pricing. That appendix was carved out as a standalone book in 2004, and it is now available in its revised second edition: "Basic Black-Scholes" ISBN=0970055242. Dr. Crack has a PhD from MIT. He has won many teaching awards, and has publications in the top academic, practitioner, and teaching journals in finance. He has degrees/diplomas in Mathematics/Statistics, Finance, Financial Economics and Accounting/Finance. Dr. Crack taught at the university level for over 20 years including four years as a front line teaching assistant for MBA students at MIT. He has worked as an independent consultant to the New York Stock Exchange, and his most recent practitioner job was as the head of a quantitative active equity research team at what was the world's largest institutional money manager.

An Introduction to Quantitative Finance

An Introduction to Quantitative Finance Author Stephen Blyth
ISBN-10 9780199666591
Year 2013-11
Pages 192
Language en
Publisher Oxford University Press
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The quantitative nature of complex financial transactions makes them a fascinating subject area for mathematicians of all types. This book gives an insight into financial engineering while building on introductory probability courses by detailing one of the most fascinating applications of the subject.

The Complete Guide to Capital Markets for Quantitative Professionals

The Complete Guide to Capital Markets for Quantitative Professionals Author Alex Kuznetsov
ISBN-10 9780071709521
Year 2006-11-22
Pages 600
Language en
Publisher McGraw Hill Professional
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The Complete Guide to Capital Markets for Quantitative Professionals is a comprehensive resource for readers with a background in science and technology who want to transfer their skills to the financial industry. It is written in a clear, conversational style and requires no prior knowledge of either finance or financial analytics. The book begins by discussing the operation of the financial industry and the business models of different types of Wall Street firms, as well as the job roles those with technical backgrounds can fill in those firms. Then it describes the mechanics of how these firms make money trading the main financial markets (focusing on fixed income, but also covering equity, options and derivatives markets), and highlights the ways in which quantitative professionals can participate in this money-making process. The second half focuses on the main areas of Wall Street technology and explains how financial models and systems are created, implemented, and used in real life. This is one of the few books that offers a review of relevant literature and Internet resources.

Quantitative Finance

Quantitative Finance Author Erik Schlogl
ISBN-10 9781584884798
Year 2013-11-19
Pages 354
Language en
Publisher CRC Press
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Quantitative Finance: An Object-Oriented Approach in C++ provides readers with a foundation in the key methods and models of quantitative finance. Keeping the material as self-contained as possible, the author introduces computational finance with a focus on practical implementation in C++. Through an approach based on C++ classes and templates, the text highlights the basic principles common to various methods and models while the algorithmic implementation guides readers to a more thorough, hands-on understanding. By moving beyond a purely theoretical treatment to the actual implementation of the models using C++, readers greatly enhance their career opportunities in the field. The book also helps readers implement models in a trading or research environment. It presents recipes and extensible code building blocks for some of the most widespread methods in risk management and option pricing. Web Resource The author’s website provides fully functional C++ code, including additional C++ source files and examples. Although the code is used to illustrate concepts (not as a finished software product), it nevertheless compiles, runs, and deals with full, rather than toy, problems. The website also includes a suite of practical exercises for each chapter covering a range of difficulty levels and problem complexity.

How I Became a Quant

How I Became a Quant Author Richard R. Lindsey
ISBN-10 1118044754
Year 2011-01-11
Pages 386
Language en
Publisher John Wiley & Sons
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Praise for How I Became a Quant "Led by two top-notch quants, Richard R. Lindsey and Barry Schachter, How I Became a Quant details the quirky world of quantitative analysis through stories told by some of today's most successful quants. For anyone who might have thought otherwise, there are engaging personalities behind all that number crunching!" --Ira Kawaller, Kawaller & Co. and the Kawaller Fund "A fun and fascinating read. This book tells the story of how academics, physicists, mathematicians, and other scientists became professional investors managing billions." --David A. Krell, President and CEO, International Securities Exchange "How I Became a Quant should be must reading for all students with a quantitative aptitude. It provides fascinating examples of the dynamic career opportunities potentially open to anyone with the skills and passion for quantitative analysis." --Roy D. Henriksson, Chief Investment Officer, Advanced Portfolio Management "Quants"--those who design and implement mathematical models for the pricing of derivatives, assessment of risk, or prediction of market movements--are the backbone of today's investment industry. As the greater volatility of current financial markets has driven investors to seek shelter from increasing uncertainty, the quant revolution has given people the opportunity to avoid unwanted financial risk by literally trading it away, or more specifically, paying someone else to take on the unwanted risk. How I Became a Quant reveals the faces behind the quant revolution, offering you?the?chance to learn firsthand what it's like to be a?quant today. In this fascinating collection of Wall Street war stories, more than two dozen quants detail their roots, roles, and contributions, explaining what they do and how they do it, as well as outlining the sometimes unexpected paths they have followed from the halls of academia to the front lines of an investment revolution.

Quantitative Finance For Dummies

Quantitative Finance For Dummies Author Steve Bell
ISBN-10 9781118769430
Year 2016-06-07
Pages 408
Language en
Publisher John Wiley & Sons
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An accessible, thorough introduction to quantitative finance Does the complex world of quantitative finance make you quiver? You're not alone! It's a tough subject for even high-level financial gurus to grasp, but Quantitative Finance For Dummies offers plain-English guidance on making sense of applying mathematics to investing decisions. With this complete guide, you'll gain a solid understanding of futures, options and risk, and get up-to-speed on the most popular equations, methods, formulas and models (such as the Black-Scholes model) that are applied in quantitative finance. Also known as mathematical finance, quantitative finance is the field of mathematics applied to financial markets. It's a highly technical discipline—but almost all investment companies and hedge funds use quantitative methods. This fun and friendly guide breaks the subject of quantitative finance down to easily digestible parts, making it approachable for personal investors and finance students alike. With the help of Quantitative Finance For Dummies, you'll learn the mathematical skills necessary for success with quantitative finance, the most up-to-date portfolio and risk management applications and everything you need to know about basic derivatives pricing. Covers the core models, formulas and methods used in quantitative finance Includes examples and brief exercises to help augment your understanding of QF Provides an easy-to-follow introduction to the complex world of quantitative finance Explains how QF methods are used to define the current market value of a derivative security Whether you're an aspiring quant or a top-tier personal investor, Quantitative Finance For Dummies is your go-to guide for coming to grips with QF/risk management.

Doing Sociolinguistics

Doing Sociolinguistics Author Miriam Meyerhoff
ISBN-10 9781317527138
Year 2015-06-26
Pages 212
Language en
Publisher Routledge
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Doing Sociolinguistics: A practical guide to data collection and analysis provides an accessible introduction and guide to the methods of data collection and analysis in the field of sociolinguistics. It offers students the opportunity to engage directly with some of the foundational and more innovative work being done in the quantitative or variationist paradigm. Divided into sixteen short chapters, Doing Sociolinguistics: can be used as a core text in class or as an easy reference whilst undertaking research walks readers through the different phases of a sociolinguistic project, providing all the knowledge and skills students will need to conduct their own analyses of language features excerpts from key research articles; exercises with real data from the authors’ own research; sample answers to the exercises; and further reading is supported by the Routledge Sociolinguistics Companion website (www.routledge.com/textbooks/meyerhoff) which features further online exercises with sound files. Designed to function as both a core text for methods classes in sociolinguistics and as a companion to the Routledge textbook Introducing Sociolinguistics, this book will be essential reading for all students studying and researching in this area.

Financial Calculus

Financial Calculus Author Martin Baxter
ISBN-10 0521552893
Year 1996-09-19
Pages 233
Language en
Publisher Cambridge University Press
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Modern introduction to mathematics of pricing, construction and hedging of derivative securities.

Theory of Financial Risk and Derivative Pricing

Theory of Financial Risk and Derivative Pricing Author Jean-Philippe Bouchaud
ISBN-10 9781139440271
Year 2003-12-11
Pages
Language en
Publisher Cambridge University Press
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Risk control and derivative pricing have become of major concern to financial institutions, and there is a real need for adequate statistical tools to measure and anticipate the amplitude of the potential moves of the financial markets. Summarising theoretical developments in the field, this 2003 second edition has been substantially expanded. Additional chapters now cover stochastic processes, Monte-Carlo methods, Black-Scholes theory, the theory of the yield curve, and Minority Game. There are discussions on aspects of data analysis, financial products, non-linear correlations, and herding, feedback and agent based models. This book has become a classic reference for graduate students and researchers working in econophysics and mathematical finance, and for quantitative analysts working on risk management, derivative pricing and quantitative trading strategies.

Quantitative Trading with R

Quantitative Trading with R Author Harry Georgakopoulos
ISBN-10 9781137437471
Year 2015-02-02
Pages 272
Language en
Publisher Springer
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Quantitative Finance with R offers a winning strategy for devising expertly-crafted and workable trading models using the R open source programming language, providing readers with a step-by-step approach to understanding complex quantitative finance problems and building functional computer code.

Vault Guide to Finance Interviews

Vault Guide to Finance Interviews Author D. Bhatawedekhar
ISBN-10 1581313047
Year 2005
Pages 157
Language en
Publisher Vault Reports Incorporated
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If you're looking for a job with an investment bank, mutual fund, hedge fund or commercial bank, this is the guide for you. The Vault Guide to Finance Interviews is a must for your finance job search.