- Joined
- 3/9/19
- Messages
- 7
- Points
- 13
So I've just finished Prof. Stefanica's Primer for the Mathematics of Financial Engineering, which I found to be a great financial mathematics refresher. Nothing over the top content-wise, just a review of concepts that should be familiar to a typical Baruch MFE applicant.
I now opened his Linear Algebra Primer for Financial Engineering. My first impression is that this book goes way beyond what one may be asked on an interview. What I mean is that in the 150 Most Frequently Asked Questions on Quant Interviews book, most linear algebra questions focus on such basic concepts as eigenvectors/eigenvalues, determinants, definiteness of matrices, correlation/covariance matrices, etc. In the Linear Algebra Primer, though, I can see entire chapters devoted to things I've never heard of (particularly chapters on LU decomposition and Cholesky decomposition).
So the question really is whether I need to prepare these topics for the interview. Or maybe the remaining time would be better spent on brushing up my knowledge of C++?
I now opened his Linear Algebra Primer for Financial Engineering. My first impression is that this book goes way beyond what one may be asked on an interview. What I mean is that in the 150 Most Frequently Asked Questions on Quant Interviews book, most linear algebra questions focus on such basic concepts as eigenvectors/eigenvalues, determinants, definiteness of matrices, correlation/covariance matrices, etc. In the Linear Algebra Primer, though, I can see entire chapters devoted to things I've never heard of (particularly chapters on LU decomposition and Cholesky decomposition).
So the question really is whether I need to prepare these topics for the interview. Or maybe the remaining time would be better spent on brushing up my knowledge of C++?
