quantz interview preparation reading list (z)

[1] Heard on the Street: Quantitative Questions from Wall Street Job Interviews by Timothy Falcon Crack Excellent book containing hundreds of solved sample problems from Wall Street interviews. Useful appendices review important finance concepts.
[2] Options, Futures, and Other Derivatives by John C. Hull The finance bible, required reading for all Wall Street jobs.
[3] Numerical Analysis by Lee W. Johnson and R. Dean Riess This book is out of print but any other introductory numerical analysis book should do.
[4] The Princeton Review: Cracking the GRE: Math by Steven A. Leduc Concise review of undergraduate mathematics; should be able to answer questions on this material on the spot.
[5] Introduction to the Mathematics of Financial Derivatives by Salih N. Neftci More mathematically sound than Hull's book [2], though it covers less material.
[6] Stochastic Differential Equations: An Introduction with Applications by Bernt K. Oksendal An excellent introduction to stochastic calculus, required knowledge for most quantitative jobs.
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11 个回答

蔡辉

To be honest I wonder how long is the life span of investment bankers
Would Papaya GG provide some insights?

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巩旭

senior bankers do have long life spans...
As long as a junior banker manages to survive the initial 7-8 years, he/she should be fine.

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许骅

guess the life span is pretty ok,
initial 7-10 years building relationship and knowledge...
after 10 years, either head of xxx or out open your own business with your own relationship....
after 20 years, should be able retired already...

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解兰厚

Any suggestion for Structure Product?
Really appreciate!! Thanks

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许骅

good math in interest rate and credit model, then need at least 1 year
to get to familiar with the market

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解兰厚

Thanks!!! frpapaya..
If it is possible, I really would like to meet you :)

thanks a lot.

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许骅

ya, come to HK ba...hehe
then you can find me....:)

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解兰厚

Next year ba...
I still have some commitment in this island..cannot go now.

A lot of great senniors have went to HongKong...Guess you will suffer the drinks in therr :P

Higher pay and cheaper beer! Nice..


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许骅

enjoying beers, but not cheap...about same price....
but really a lot more bars, at least 10 within 20meters distance from my current house...:)

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毕达

with the experiences and contact network accumulated through years of working
you can start your own firm. A lot of senior banks ran their own business now.

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  • 许骅 提出于 2019-07-18 21:44