quant questions and answers
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Quant Questions and AnswersTRANSCRIPT
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Front CoverBack CoverContentsPrefaceWhat this book is and is notHow to use this bookWebsiteStructureThe publication of this book
1. The interview process1.1 Introduction1.2 Getting an interview1.3 The standard interview1.4 The phone interview1.5 The take-home exam1.6 The exam1.7 Follow-up1.8 Dos and don'ts1.9 When to apply?1.10 The different roles1.11 Sorts of employers1.12 Where people go wrong
2. Option pricing2.1 Introduction2.2 Questions2.2.1 Black-Scholes2.2.2 Option price properties2.2.3 Hedging and replication2.2.4 The Greeks2.2.5 General2.2.6 Trees and Monte Carlo2.2.7 Incomplete markets
2.3 Solutions2.3.1 Black-Scholes2.3.2 Option price properties2.3.3 Hedging and replication2.3.4 The Greeks2.3.5 General2.3.6 Trees and Monte Carlo2.3.7 Incomplete markets
3. Probability3.1 Introduction3.2 Questions3.2.1 General3.2.2 Stochastic processes
3.3 Solutions3.3.1 General3.3.2 Stochastic processes
4. Interest rates4.1 Introduction4.2 Questions4.3 Solutions
5. Numerical techniques and algorithms5.1 Introduction5.2 Questions5.3 Solutions
6. Mathematics6.1 Introduction6.2 Questions6.2.1 General6.2.2 Integration and differentiation
6.3 Solutions6.3.1 General6.3.2 Integration and differentiation
7. Coding in C++7.1 Introduction7.2 Questions7.3 Solutions
8. Logic/Brainteasers8.1 Introduction8.2 Questions8.3 Solutions
9. The soft interview9.1 Introduction9.2 Soft questions and answers9.3 Finance data questions
10. Top ten questions10.1 Introduction10.2 Questions
BibliographyIndex