Nope, I didn’t write this one, but my friend Xinfeng Zhou, Ph.D., CFA, FRM, a quant strategist at a top investment bank (his firm has asked him not to associate the firm’s name with the book), has written a very good guide to quantitative finance interviews, with lots of sample questions and detailed solutions. I acted as the book’s editor, but it’s 100% Xinfeng’s work.
My own personal involvement aside, I have to say this is by far the best book on quant interview questions — and it can definitely help those looking to ace quant job interviews. Over 200 real interview problems and solutions are presented.
At this point it’s only available on a website called Lulu, at this link: http://www.lulu.com/content/2283252. However, Xinfeng and I expect it to be available on Amazon.com and other bookseller websites in the near future (it takes time for the book distribution to work its way through the wholesale and retail channels).
I’ll add a link to Amazon.com once the book is available for sale there.
A Practical Guide to Quantitative Finance Interviews, by Xinfeng Zhou (ISBN 978-1-4357-1575-2)
Table of contents:
1. General Principles
2. Brain Teasers
3. Calculus and Linear Algebra
4. Probability Theory
5. Stochastic Process and Stochastic Calculus
7. Algorithms and Numerical Methods