Solutions Manual – A Primer for the Mathematics of Financial Engineering, Second Edition, by Dan Stefanica. This is the first book in the Financial Engineering Advanced Background Series. The Second Edition of A Primer for the Mathematics of Financial Engineering was the Number 1 QuantNet bestselling book of 2013. A Solutions Manual including detailed solutions to every exercise was published concurrently. It contains 175 exercises, many of these being frequently asked interview questions. This book builds the solid mathematical foundation required to understand the quantitative models used financial engineering and can be used as a reference book or as a self-study book. “A Primer for the Mathematics of Financial Engineering”, Second Edition, by Dan Stefanica. This is the first book in the Pocket Book Guides for Quant Interviews Series. A ten questions selection, with solutions, can be downloaded here. This book contains over 150 questions that are frequently, and also currently, asked on interviews for quantitative positions, covering a vast spectrum, from C++ and data structures, to finance, stochastic calculus and brainteasers. This is the third book in the Financial Engineering Advanced Background Series.ġ50 Most Frequently Asked Questions on Quant Interviews, by Dan Stefanica, Rados Radoicic, and Tai-Ho Wang. The book contains many such applications, as well as pseudocodes, numerical examples, and questions often asked in interviews for quantitative positions. This book covers linear algebra concepts for financial engineering applications from a numerical point of view. Price: $212.25 ( 25% discount off list price)Ī Linear Algebra Primer for Financial Engineering, by Dan Stefanica, FE Press 2014. Price: $67.35 ( 15% discount off list price) Elements of Stochastic Processes: A Computational Approach.Price: $105.20 ( 20% discount off list price) Price: $175.30 ( 25% discount off list price) Solutions Manual – A Numerical Linear Algebra Primer for Financial Engineering.Solutions Manual – A Primer for the Mathematics of Financial Engineering.Price: $122.80 ( 20% discount off list price) 150 Most Frequently Asked Questions on Quant Interviews, Second Edition.A Linear Algebra Primer for Financial Engineering.A Primer for the Mathematics of Financial Engineering.He has a PhD in applied mathematics from National Chiao Tung University. His research spans fields as varied as quantitative finance, statistics, and Riemannian geometry. Tai-Ho Wang has been on the faculty of the Baruch MFE Program since 2008, teaching graduate courses on stochastic processes and optimization methods, as well as pre-program courses in probability. He has a BS and a PhD in mathematics from the Massachusetts Institute of Technology. He has done extensive research in discrete and computational geometry, extremal combinatorics, and graph theory. Rados Radoicic has been on the faculty of the Baruch MFE Program since 2006, teaching graduate courses on financial instruments, econometrics, and statistics, as well as pre-program courses on advanced calculus with financial applications. He has a PhD in mathematics from New York University and taught previously at the Massachusetts Institute of Technology. His research spans numerical analysis, graph theory, and geophysical fluid dynamics. He teaches graduate courses on numerical methods for financial engineering, as well as pre-program courses on advanced calculus and numerical linear algebra with financial applications. The authors have over 20 years of experience working with the students of the Baruch College Financial Engineering Masters Program who have consistently been successful interviewing for quant type positions in the New York job market, with over 90% placement every year, including through the challenging 2008-2009 years.ĭan Stefanica has been the Director of the Baruch MFE Program since its inception in 2002, and is the author of the best-selling A Primer For The Mathematics Of Financial Engineering, now in its second edition. Financial instruments: options, bonds, swaps, forwards, futures.Mathematics, calculus, differential equations.The book “150 Most Frequently Asked Questions on Quant Interviews” is the Number 1 QuantNet bestselling book of 2016, and was the Number 1 QuantNet bestselling book in 2015 and Number 2 in 2014.Ī 15 questions selection, with solutions, can be downloaded here.
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150 Most Frequently Asked Questions on Quant Interviews is the first book in the Pocket Book Guides for Quant Interviews Series and contains over 150 questions that are frequently, and also currently, asked on interviews for quantitative positions, covering a vast spectrum, from C++ and data structures, to finance, stochastic calculus and brainteasers.
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