QFE University

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Monte Carlo (Market Risk & Option Pricing)

1.     What is Monte Carlo simulation and how is it used in quantitative finance? The Monte Carlo method is a computational technique used to model and solve financial problems that involve uncertainty and complex dynamics. It is particularly useful in areas where closed-form analytical solutions are difficult or impossible to derive. Monte Carlo simulation is …

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90 Python Interview Questions

  1.     What is Python? What are the benefits of using Python language as a tool in the present scenario? Python is a widely-used general-purpose, object-oriented, and high-level programming language. Python is commonly used for developing websites and software, task automation, data analysis, data visualization and machine learning. The following are the benefits of using …

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Fixed Income Products & Risk Management (45 Q&A)

Q1. What is fixed income? Fixed income refers to a type of investment in which an investor lends money to an issuer (usually a corporation, government, or other entity) in exchange for periodic interest payments and the return of the principal amount at a predetermined future date. Fixed income investments are also commonly known as bonds …

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Portfolio Theory (22 Q&A)

Q1. What does it mean for an investor to be risk-averse, risk neutral, risk seeking and risk tolerant? Risk-Averse: A risk-averse investor is one who prefers lower-risk investments with relatively stable returns over higher-risk investments with potentially higher returns. They prioritize protecting their capital and are willing to accept lower returns in exchange for reduced risk. …

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Financial Engineering Projects

Financial Engineering Projects to make your Resume Attractive for Quants Jobs 1. Black-Scholes Model Implementation: Build a program that implements the Black-Scholes option pricing model, which is fundamental for valuing European-style options. 2. Monte Carlo Simulation for Options: Develop a Monte Carlo simulation to price options, especially useful for complex options with various features and …

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Quantitative Trading Interviews

Key topics to Study for Quantitative Trading Interviews 1. Basic Probability Concepts – Sample spaces, events, and outcomes.– Probability axioms (Kolmogorov axioms).– Conditional probability and independence.– Law of total probability and Bayes’ theorem. 2. Random Variables – Discrete and continuous random variables.– Probability mass functions (PMFs) and probability density functions (PDFs).– Cumulative distribution functions (CDFs).– …

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Financial Engineering Books

General Finance Textbooks 1) Options, Futures and Other Derivatives, John Hull2) The Concepts and Practice of Mathematical Finance, Mark Joshi3) Paul Wilmott on Quantitative Finance, Paul Wilmott Option Pricing Theory and Stochastic Calculus 1) Financial Calculus: An Introduction to Derivative Pricing, Martin Baxter and Andrew Rennie2) Arbitrage Theory in Continuous Time, Tomas Björk3) Stochastic Calculus …

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Keywords for Quant Resume

Including relevant keywords in your Quant Resume can help it get noticed by automated applicant tracking systems and recruiters. Here are 50 keywords to consider 1. Quantitative Modeling2. Financial Analysis3. Risk Management4. Time Series Analysis5. Mathematical Modeling6. Statistical Analysis7. Quantitative Research8. Derivative Pricing9. Stochastic Calculus10. Portfolio Optimization11. Risk Assessment12. Monte Carlo Simulation13. Black-Scholes Model14. VaR …

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