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2023-02-18

Xinfeng_Zhou_-_A_Practical_Guide_To_Quantitative_Finance_Interviews-CreateSpace_Independent_Publishing_Platform_(2008)

准备量化岗面试(英文版)时用的神书。
涵盖但不限于很多经典Brain Teaser题,代数,概率论,离散数学,随机过程,期权定价,数值方法等的知识点和Tech questions。

由于无法复制pdf文本,只能手打部分目录如下:
Chapter 1 General Principles
Chapter 2 Brain Teasers
2.1 Problem Simplification
2.2 Logic Reasoning
...
Chapter 3 Calculus and Linear Algebra
3.1 Limits and Derivatives
3.2 Integration
3.3 Partial Derivatives and Multiple Integrals
...
Chapter 4 Probability Theory
4.1 Basic Probability Definations and Set Operations
4.2 Combinatorial Analysis
4.3 Conditional Probability and Bayes Formula
...
Chapter 5 Stochastic Process and Stochastic Calculus
5.1 Markov Chain
5.2 Martingale and Random Walk
5.3 Dynamic Programming
...
Chapter 6 Finance
6.1 Option Pricing
6.2 The Greeks
6.3 Option Portfolios and Exotic Options
...
Chapter 7 Algorithm and Numerical Methods
7.1 Algorithms
7.2 The Power of Two
7.3 Numerical Methods


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