A Practical Guide to Quantitative Finance Interviews

by Xinfeng Zhou

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 brain teasers, calculus, linear algebra, probability, stochastic processes and stochastic calculus, finance and programming.

Genres: Finance, Mathematics, Education, Economics, Technology

195 pages, Paperback

First published April 9, 2008

Reviews

[ernest (Ellen) · Rating 5 out of 5]

Regardless of whether or not you are a quant you should read this book. It’s the best way to learn basic stochastic processes, finance, and problem solving/puzzles! Was nerdsniped at a friend’s dorm by the brain teasers at the start of the book, kept reading because of the stochastic processes, and ended up learning a few fun facts about finance. (For example, 1) should never exercise American option early with no dividend, 2) how to arbitrage if options are priced suboptimally)

Everyone should read!

[David]

pretty helpful!

[Aman Upadhyay · Rating 5 out of 5]

An exceptionally good book for very fast paced interview preparation. It gives you innumerable useful logics for solving maths quant questions condensed in just 200 pages. Highly recommended!

[Vodka Joey · Rating 5 out of 5]

Leaving the interviews aside, those questions themselves are intellectually interesting.

[Shehryar Saroya · Rating 2 out of 5]

Good crash course, fun questions

[David Brewster · Rating 3 out of 5]

There is bad editing and bad English which makes it difficult to understand the questions/content, but it is a useful book nonetheless.

[Freek · Rating 5 out of 5]

lots of numbers

[Avi]

Unfortunately I had to read this but still counting it towards my 100 book goal this year

[Calvin · Rating 4 out of 5]

I've had the pleasure of grinding this book for many late nights over the past week for a Citadel interview. I hope it goes well...

[Zhang Chenxi · Rating 4 out of 5]

goated

[Yao Dong · Rating 4 out of 5]

Good overview of most possible types of questions in different areas. Also provide reference to other sources for further study.

[Yiting Zhang · Rating 5 out of 5]

Very helpful in preparing for quant interviews. Can be used as a brief introduction.

[Spada Z · Rating 5 out of 5]

interesting to read even not for quant interview. Just like brain gym.