Probability and Stochastic Calculus Quant Interview Questions (Pocket Book Guides for Quant Interviews) Paperback – May 17, 2021

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.