Practical guide to quantitative finance interviews /
General Material Designation
[Book]
First Statement of Responsibility
Xinfeng Zhou ; edited by Brett Jiu.
EDITION STATEMENT
Edition Statement
1st ed.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
[Scotts Valley, Calif.] :
Name of Publisher, Distributor, etc.
[Createspace],
Date of Publication, Distribution, etc.
2008.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
v, 195 pages :
Other Physical Details
illustrations ;
Dimensions
26 cm
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references and index.
CONTENTS NOTE
Text of Note
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.