Ebook A Practical Guide To Quantitative Finance Interviews, by Xinfeng Zhou
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A Practical Guide To Quantitative Finance Interviews, by Xinfeng Zhou
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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.
- Sales Rank: #23730 in Books
- Published on: 2008-04-09
- Original language: English
- Number of items: 1
- Dimensions: 10.00" h x .48" w x 8.00" l,
- Binding: Paperback
- 210 pages
About the Author
Xinfeng Zhou, Ph.D., CFA, FRM, currently works as an equities strategist at a global investment bank in New York City. Before that, he was a research analyst at Barclays Global investors in San Francisco. He graduated from MIT with a graduate certificate in Financial Technology and an MS in Operations Research from Sloan School of Management and a Ph.D. in Applied Biosciences from School of Engineering.
Most helpful customer reviews
2 of 2 people found the following review helpful.
Errata, page 120
By sak2161
Very good problems. Want to point out a possible error at the top of page 120. Book says:
E[f(n+1)] = E[f(n)] + [1/2 * 1] + 1/2 * E[f(n+1)]
I think it should be:
E[f(n+1)] = E[f(n)] + [1/2 * 1] + 1/2 * (E[f(n+1)] + 1)
0 of 0 people found the following review helpful.
Amazing book for quant interviews!
By Helen Ball
The questions this book cover repeatedly appeared in the quant interviews I attended. Extremely helpful.
The answers and explanations are well-written and thorough.
1 of 1 people found the following review helpful.
ok book, better ones out there
By street alex
All my Chinese colleagues on the desk love this book. I do not think this book is that good - Stefanica and Joshi are better organized and have more relevant questions. Also, the answers are scattered and not very clear. But it is a book to read, since interviewers read it.
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