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Extended edition with 75 QuestionsAuthorJean Peyre has built a strong experience of quant interviews, both as an interviewee and an interviewer. Designed to be exhaustive but concise, this book covers all the parts you need to know before attending an interview.ContentThe book compiles 75 real quant interview questions asked in the banking industry1) Brainteasers2) Stochastic Calculus - Brownian motion, Martingale, Stopping time3) Finance - Option pricing - Exchange Option, Forward starting Option, Straddles, Compound Option, Barrier Option4) Programming - Sorting algorithms, Python, C++5) Classic derivations - Ornstein Uhlenbeck - Local Volatility - Fokker Planck - Hybrid Vasicek Model6) Math handbook - The definitions and theorems you need to know

Cracking the Finance Quant Interview: 51 Interview Questions and Solutions

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