Probability and Stochastic Calculus Quant Interview Questions (Pocket Book Guides for Quant Interviews)

If you master this book, you will be ace interviews and amaze interviewers with your knowledge of probability and stochastic calculus!Reading through this book is a learning experience. It is clear the authors are academics - the solutions are detailed, and, frankly, I could not find one singe mistake in the book so far. Amazing!It is also clear the authors have experience with quant interviews - these are questions I would ask on interviews.The book is as much a cheat sheet for interviewers (you can find questions at all levels, from easy to very challenging) as it is a way for people interviewing to learn rigorous proofs and understand questions that are asked on interviews.I keep reading more and more questions from the book and find that I am more and more confident answering them and fully understanding them.Hands down the best and most fun interviewing book to read and learn from!

I’m a quant portfolio manager, and I bought the book mainly for the purpose of interviewing quant candidates.Going thru the questions, I can tell they are very well designed and cover the exact areas of skillset a qualified candidate should have.I would highly recommend to quant candidates / students to go thru the questions and check / improve your problem solving skills.

Some solutions are painfully complicated yet there are much better alternatives.

a bit hard to read

Good set of questions, although in my interviewing experience, there is a lot of these questions that would not be admissible due to time constraints. Problems for which the solutions need 2 pages of math to solve won't show up in an interview because normally interviewers have only 5-10 minutes to hear your thought process. My biggest issue with the book tho is the annoying amount of plain wrong solutions. Make sure you follow these with a grain of salt. There are also plenty of cases where they really took the hard route to solve VERY easy problems.