Preparing for MFE admission interviews

[nishank gupta]

Hi guys,

May I know which books I can read, what kind of questions are asked.

 

[Pavlos Sakoglou]

Hi guys,

May I know which books I can read, what kind of questions are asked.

Depending on your educational level, there are some useful books to take a look at some of the basic problems. Check here the Quant Interview books:
https://www.quantnet.com/threads/ma...uants-mfe-financial-engineering-students.535/

But I would recommend to focus on the basics cause they would hardly ask you advanced stuff. They wanna know that you have a solid basic background so that they can build on you. Some suggestions to review:
Stats: basic distributions in stats and some probability problems, coin flip questions mainly and expected value
Linear algebra: find eigen values, determinants, identity matrix, multiply matrix and vector
Calculus: differentiations, integrations and maybe some extrema or series expansions, graph a function and find solutions (not obvious ones) -- approach with Newton's method for example
C++ : recursive functions, swap values, build a dynamic array, store and print values
Finance: What are the greeks (what's delta, gamma, rho etc), give me the BS models, option strategies and representations and questions on them, interest rates (a dollar today semiannually compounded with x% how much is it in 4 years -- give the formula etc)

They could ask you more advanced stuff, but it depends on the program and your background.

 

[nishank gupta]

Thanks Pavlos!