Interview Prep

BOOKS FOR SUCCESS

  • Options, Futures, and Other Derivatives - John C. Hull

    • Chapters 1-7, 11-13, 19

  • Python for Data Analysis - Wes McKinney

INTERVIEW TOPICS

  • Stochastic Calculus

  • Linear Algebra

  • Financial Derivatives

  • Options Greeks

  • Market Making & Market Microstructure

  • Probability & Statistics

  • Programming