question about studying for financial engineering interviews: 150 most frequently asked questions

[Christopher lee]

So I bought the book 150 most frequently asked questions on quant interviews. i never learned some of the math involved in these problems. is that expected? or are we supposed to have studied all these topics in college?

 

[IntoDarkness]

except the stochastic calculus, then yes

 

[mhy]

except the stochastic calculus, then yes

These days, even kids straight out of college have taken stochastic calculus...

These questions typically involve 'tricks' that you have to realize to solve them. This knowledge can only be gained by practice and seeing similar types of problems over and over again. Usually they don't involve more than algebra/calculus/probability - what sort of problems did you see that you never saw before?

 

[Gavin L]

Depends if you're still in college or graduated... if you're in an MFE it goes without saying you should know all the content. Probably the stoccal is not needed as an undergrad., but as mhy pointed out you should probably get some books for that too...