Practical guide to quantitative finance interviews
By: Xinfeng Zhou ; edited by Brett Jiu
Contributors: Jiu, Brett
Edition: 1st ed.
Publisher: [Createspace]
Published: 2008
Place of publication: [Scotts Valley, Calif.]
Language: eng
Number of pages: 195
ISBN-13: 9781438236667
Subjects: Statistical methods; Employment interviewing; Finance; Investment analysis; Econometrics; Handbooks, manuals; Vocational guidance
Notes: Includes bibliographical references and index.
Table of contents: title: General principles; title: Brain teasers. Problem simplification ; Logic reasoning ; Thinking out of the box ; Application of symmetry ; Series summation ; The pigeon hole principle ; Modular arithmetic ; Math induction ; Proof by contradiction; title: Calculus and linear algebra. Limits and derivatives ; Integration ; Partial derivatives and multiple integrals ; Important calculus methods ; Ordinary differential equations ; Linear algebra; title: Probability theory. Basic probability definitions and set operations ; Combinatorial analysis ; Conditional probability and Bayes' formula ; Discrete and continuous distributions ; Expected value, variance & covariance ; Order statistics; title: Stochastic process and stochastic calculus. Markov chain ; Martingale and random walk ; Dynamic programming ; Brownian motion and Stochastic calculus; title: Finance. Option pricing ; The Greeks ; Option portfolios and exotic options ; Other finance questions; title: Algorithms and numerical methods. Algorithms ; The power of two ; Numerical methods.