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New Interview Questions Book - "Probability and Stochastic Calculus Quant Interview Questions"

dstefan

Baruch MFE Director
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The interview questions book Probability and Stochastic Calculus Quant Interview Questions by Ivan Matic, Rados Radoicic, and Dan Stefanica can now be Pre-Ordered for $27.50 for all orders placed before May 19 (15% discount from the $32.50 list price) at Probability and Stochastic Calculus Quant Interview Questions | Financial Engineering Press

The first ten questions with solutions along with the table of contents are attached. All the pre-ordered books are signed and personalized by the authors.

The book includes 150 questions. They contain multiple fundamental ideas underlying probability and stochastic calculus questions frequently asked in interviews for quant roles, both for buy-side and sell-side roles. The answers to all of these questions are included in the book. The authors are professors and colleagues in the Baruch MFE Program, and have vast experience educating students who are very successful interviewing for quantitative positions. This is the second book in the Pocket Book Guides for Quant Interviews Series after the best-selling 150 Most Frequently Asked Questions on Quant Interviews.
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Topics:
  • Discrete Probability
  • Random Walks and Martingales
  • Continuous Probability
  • Brownian Motion
  • Stochastic Differential Equations
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Book Details:
  • Softcover: 322 pages
  • Publisher: Financial Engineering Press
  • List Price: $32.50
  • ISBN: 978-1-7345312-2-0
  • List Price: 32.50
 

Attachments

  • First 10 Questions - Probability Stochastic Calc IQs.pdf
    120.8 KB · Views: 2,416
  • Table of Contents - Probability Stochastic Calc IQs.pdf
    510.4 KB · Views: 1,006
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Hi Dr. Stefanica, how soon will the books be shipped once they are ordered?
 
I am an undergrad in math and stats with not too much coding experience or quant work experience.. i do not know what kind of quant role i want
I am going to start my MS applied math degree in fall 2021 at Columbia
When is a good time to start applying for summer 2022 internships? and when does the application period begin and end ?
How can i make my application strong for internships? I am already doing coding courses in python and revising math and stats topics from my undergrad curriculum
 
I am an undergrad in math and stats with not too much coding experience or quant work experience.. i do not know what kind of quant role i want
I am going to start my MS applied math degree in fall 2021 at Columbia
When is a good time to start applying for summer 2022 internships? and when does the application period begin and end ?
How can i make my application strong for internships? I am already doing coding courses in python and revising math and stats topics from my undergrad curriculum
Consider starting a new thread - these are good questions, but not relevant to the very good news of the interview book being published
 
Hi! Congratulations on the second book of the pocket book series! I've placed an order for the book. When can I expect to receive it? In a month or two?
The books will be signed and personalized by the authors in late May and should arrive in early June.
 
Hi Dan @dstefan,

Congrats on the new book. Look forward to it.

When going through the FE Press website, I notice that there are 2 books to be published in the Financial Engineering Advanced Background Series:
- A Probability Primer for Mathematical Finance
- Differential Equations with Numerical Methods for Financial Engineering

Would you please share some preliminary info on when will these two books be available?

Thanks,
Ronnie
 
Hi Dan @dstefan,

Congrats on the new book. Look forward to it.

When going through the FE Press website, I notice that there are 2 books to be published in the Financial Engineering Advanced Background Series:
- A Probability Primer for Mathematical Finance
- Differential Equations with Numerical Methods for Financial Engineering

Would you please share some preliminary info on when will these two books be available?

Thanks,
Ronnie
Thank you, Ronnie. Books take a while to write, so those are in various states of progress. I expect the Brainteasers for Quant Interviews book to appear next year, hopefully.

For now, enjoy the Probability and Stochastic Calculus book!
 
Hi Dan @dstefan, I'm working through your new interview book. Now, I'm working on discrete probability problems and really enjoy them. Those are good problems. I would like to ask you, what's the difference btw. problems in the second interview book and "probability, stochastic calculus, brainteasers" section in your first interview book? I intend to finish all problems in the second book since I like them and don't do any in the "probability, stochastic calculus, brainteasers" section in the first interview book. Do you think that's a good idea? Do I miss anything important? Thanks!!
 
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Hi Dan @dstefan, I'm working through your new interview book. Now, I'm working on discrete probability problems and really enjoy them. Those are good problems. I would like to ask you, what's the difference btw. problems in the second interview book and "probability, stochastic calculus, brainteasers" section in your first interview book? I intend to finish all problems in the second book since I like them and don't do any in the "probability, stochastic calculus, brainteasers" section in the first interview book. Do you think that's a good idea? Do I miss anything important? Thanks!!
The probability questions in the 150 Most Frequently Asked Questions on Quant Interviews book are more plain vanilla. Many of the questions in the Probability and Stochastic Calculus Quant Interview Questions are more advanced and they cover a lot more aspects, since there are a lot more questions just on probability and stochastic calculus.

I think you should start with the questions in the 150IQs book, and work through the questions in the ProbStochCalc book in parallel.
 
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