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