150 Most Frequently Asked Questions on Quant Interviews (Pocket Book Guides for Quant Interviews)

This is a wonderful little book! It fits in your pocket, so you can easily carry it with you and study it even during a crowded subway ride.After a warm-up chapter, all questions presented in the book are just stated in a long list, with no accompanying solution after each question. So there is no temptation to immediately read the answer if you get stuck. This is a very thoughtful editorial choice and it fits very well with the aim of the book to train you for interviews.Subsequent chapters provide detailed solutions to each question. Topics covered are: Calculus, Linear Algebra, Financial Instruments, C++ and Data structure, Monte Carlo and Numerical methods, Probability and Stochastic Calculus, Brain Teasers. The selection of topics fits very well with the kind of questions you will be likely to encounter. And the choice of questions for each topic is well balanced.Study this book and you will have a pretty good idea of what to expect during quant interviews.

I love this little book. It had been my good friend on the subway.I bought several interview books when looking for a quant job, and found out the "Green Book" and this 150FAQ are the best! They don't have much overlap. Some questions in the "Green Book" are too unusual, so I was always thinking about who would ask those questions that do not make much sense. But the questions covered in this book are very meaningful!It is not only an interview book but also a refined encyclopedia for basic quant knowledge. I always found out interesting stuff that motivated me to learn more and go deeper.I have also met some related questions in my real quant interview experience. It helped me a lot!

The book arrived within a business day, thanks to Amazon! Absolutely must have to kick-start interview preparation in the field of Quant Fin. Loved the questions on Linear Algebra, Calculus & Probability. The book is very compact and helps to skim through a night before the interviews.

Nice, light book but a lot of the same questions appear as in other related books

Excellent C++ section and the brainteasers are a lot of fun. I found questions we ask on phone screens or final rounds. Also got ideas for new questions and liked the first ten questions, too. Will make you look very smart if you know these questions. The author gives clear solutions.

One of the best books I used for quant interview preperation!

good

Dan is an awesome person

Ce livre m'a permis de très bien me préparer pour mes entretiens en finance de marché. Le format est très pratique !

If you are preparing for grad school interview or quants job interview, this is the handbook for you. The questions are very hard and may take hours to solve, but you get the answers from the authors in details. But it is not a self contained book so you do need prerequisite knowledge in financial math such as probability, calculus, stochastic calculus and etc. to understand the answers. The algorithm part is quite hard as I never learned C++. But this is by far the best book I have ever used and is written by great people in the industry from the prestigious Baruch College MFE program.

Quite a few of the questions are simply reciting definitions/results. Others are a bit too straightforward and are not particularly enlightening. Having used both books now, I think I prefer Crack's Heard on the Street.

This is a great text to prove to yourself that you have understood what you may have read on literally any Quant topic. The solutions are full, explicit and clear which allow you to develop understanding by working through the problems. I would personally recommend this book on the stochastic calculus section which helped my learning exponentially. Usually everyone has their dreaded section, whether it be the financial theory, stochastic calculus, numerical methods or even computer science, tackling that section (trust me everything's there) in this book, gives amazing confidence and is always achievable due to the thorough solutions.A must have, enjoy!

I feel that the solutions are not well-written. And the book is a bit expensive for the value. But I have decided to keep the book as it is hard to find an alternative, especially for the stochastic calculus section.