عنوان

Practical guide to quantitative finance interviews /

1438236662

9781438236667

Practical guide to quantitative finance interviews /

[Book]

Xinfeng Zhou ; edited by Brett Jiu.

1st ed.

[Scotts Valley, Calif.] :

[Createspace],

2008.

v, 195 pages :

illustrations ;

26 cm

Includes bibliographical references and index.

General principles -- 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 -- Calculus and linear algebra. Limits and derivatives ; Integration ; Partial derivatives and multiple integrals ; Important calculus methods ; Ordinary differential equations ; Linear algebra -- 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 -- Stochastic process and stochastic calculus. Markov chain ; Martingale and random walk ; Dynamic programming ; Brownian motion and Stochastic calculus -- Finance. Option pricing ; The Greeks ; Option portfolios and exotic options ; Other finance questions -- Algorithms and numerical methods. Algorithms ; The power of two ; Numerical methods.

0

Econometrics.

Employment interviewing, Handbooks, manuals, etc.

Finance-- Statistical methods.

Finance-- Vocational guidance.

Investment analysis.

Econometrics.

Employment interviewing.

Finance-- Statistical methods.

Finance-- Vocational guidance.

Investment analysis.

Zhou, Xinfeng.

Jiu, Brett.

20200822182809.0

[Book]

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