- Joined
- 9/21/15
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- 11
Hi everyone,
I'm new here so I hope this is the right section to post this thread.
I'm writing in hope that someone could help me out suggesting some references for an upcoming interview that I have.
I have a PhD in applied mathematics, and although my background is mathematical biology and it has nothing to do with finance, I managed to get some quant interviews. In particular, in a couple of weeks I have the 3rd interview at Citi (in the risk department, not exactly a "traditional" quant role as far as I understand).
Anyway, the first interview was just a chat. The second got technical and they gave me a math problem (nothing related to fianance though) and we discussed a bit Black-Scholes formulas for options (during the first interview they suggested I started to read something related to options).
Well now they want to interview me again and they said again just "study equity options" (and the math behind them). Well, to me that sounds very generic and it's really hard to understand how to plan the study. There are a lot of resources and I wouldn't even know where to start.
I have studied a little bit some chapters related to options from the famous book by Hull before the 2nd interview, but even there that book is huge and it's hard for me to understand which part might be more or less "fundamental" to know.
Obviously I don't have much time and their goal is just to see, given that I don't have a financial background, how much I am eager to work there and mostly how fast I am able to learn in a short time.
So I am asking you, how should I organize the study for "options" given what I said above? What are the main things to know financially/mathematically, what kind of references (eventually chapters/sections) would you suggest me to study?
Thanks a lot
I'm new here so I hope this is the right section to post this thread.
I'm writing in hope that someone could help me out suggesting some references for an upcoming interview that I have.
I have a PhD in applied mathematics, and although my background is mathematical biology and it has nothing to do with finance, I managed to get some quant interviews. In particular, in a couple of weeks I have the 3rd interview at Citi (in the risk department, not exactly a "traditional" quant role as far as I understand).
Anyway, the first interview was just a chat. The second got technical and they gave me a math problem (nothing related to fianance though) and we discussed a bit Black-Scholes formulas for options (during the first interview they suggested I started to read something related to options).
Well now they want to interview me again and they said again just "study equity options" (and the math behind them). Well, to me that sounds very generic and it's really hard to understand how to plan the study. There are a lot of resources and I wouldn't even know where to start.
I have studied a little bit some chapters related to options from the famous book by Hull before the 2nd interview, but even there that book is huge and it's hard for me to understand which part might be more or less "fundamental" to know.
Obviously I don't have much time and their goal is just to see, given that I don't have a financial background, how much I am eager to work there and mostly how fast I am able to learn in a short time.
So I am asking you, how should I organize the study for "options" given what I said above? What are the main things to know financially/mathematically, what kind of references (eventually chapters/sections) would you suggest me to study?
Thanks a lot
