All posts by FEPress

Math Primer + Solutions Manual + NLA Primer + NLA Solutions Manual + 150IQs + Elements of Stochastic Processes + Metropolis Algorithm

2nd_ed-math_primer-cover_fe_press2nd_ed-sol_man_math_primer-cover_fe_press150IQs2Stoch Processes

“A Primer for the Mathematics of Financial Engineering” and its “Solutions Manual” (Second Editions), “A Linear Algebra Primer for Financial Engineering” and its “Solutions Manual”, “150 Most Frequently Asked Questions on Quant Interviews” (Second Edition), “Elements of Stochastic Processes: A Computational Approach”, and “The Metropoli Algorithm” can be purchased together from this page for $283.15, a 30% discount off the list price.

All the books will be signed and personalized by the authors.



More information on each title can be found at

Math Primer + Solutions Manual + NLA Primer + NLA Solutions Manual + 150IQs + IQs Brainteasers + IQs Prob Stoch Calc + Elements of Stochastic Processes + Metropolis

2nd_ed-math_primer-cover_fe_press2nd_ed-sol_man_math_primer-cover_fe_press150IQs2IQsBT150IQs2Stoch Processes

“A Primer for the Mathematics of Financial Engineering” and its “Solutions Manual” (Second Editions), “A Linear Algebra Primer for Financial Engineering” and its “Solutions Manual”, “150 Most Frequently Asked Questions on Quant Interviews” (Third Edition), “Challenging Brainteasers for Interviews”, “Probability and Stochastic Calculus Quant Interview Questions”, “Elements of Stochastic Processes: A Computational Approach”, and “The Metropolis Algorithm: Theory and Examples” can be purchased together from this page for $283.15, a 30% discount off the list price.

All the books will be signed and personalized by the authors.




More information on each title can be found at

The Metropolis Algorithm + Elements of Stochastic Processes + 150IQs

Stoch Processes150IQs2

“The Metropolis Algorithm: Theory and Examples”, “Elements of Stochastic Processes: A Computational Approach” , and “150 Most Frequently Asked Questions on Quant Interviews” (Third Edition) can be purchased together from this page for $99.75, a 15% discount off the list price.

All the books will be signed and personalized by the authors.




More information on each title can be found at

150 Most Frequently Asked Questions on Quant Interviews, Third Edition

150IQs2

The third edition of the best-selling 150 Most Frequently Asked Questions on Quant Interviews contains over 200 questions and includes for the first time statistics and machine learning questions, as well as new questions in C++ and data structures, finance, mathematics, and brainteasers..

These questions are not only frequently, but also currently asked on interviews for quantitative positions, and cover a vast spectrum, from data structures to finance, statistics, stochastic calculus, and brainteasers. The answers to all of the questions are included in the book and are written in the same very practical vein that was used to select the questions: they are complete and straight to the point – as they would be given in an interview.


The book can be purchased for $32.75, a 15% discount off the list price, for all the orders placed before December 16, 2024. The book will be signed and personalized by the authors.



Pocket Book Guides for Quant Interviews Series

IQsBT150IQs2150IQs2

150 Most Frequently Asked Questions on Quant Interviews, by Dan Stefanica, Rados Radoicic, and Tai-Ho Wang, Third Edition. FE Press, 2024

Challenging Brainteasers for Interviews, by Rados Radoicic, Ivan Matic, and Dan Stefanica. FE Press, 2023

Probability and Stochastic Calculus Quant Interview Questions, by Ivan Matic, Rados Radoicic, and Dan Stefanica. FE Press, 2021

The books can be purchased together for $98.00, a 15% discount off the list price. All the books will be signed and personalized by the authors.





A 15 questions selection, with solutions, can be downloaded here.


Table of Contents

Topics:

  • Mathematics, calculus, differential equations
  • Covariance and correlation matrices. Linear algebra
  • Financial instruments: options, bonds, swaps, forwards, futures
  • C++, algorithms, data structures
  • Statistics and machine learning
  • Monte Carlo simulations. Numerical methods
  • Probability. Stochastic calculus
  • Brainteasers

FE Press offers 15-30% discounts off the list price when two or more books are purchased together.

All the books purchased from FE Press are signed and personalized by the authors.


Titles Price ORDER
150IQs2150IQs2150IQs2
  • Challenging Brainteasers for Interviews
  • Probability and Stochastic Calculus Quant Interview Questions
  • 150 Most Frequently Asked Questions on Quant Interviews, Third Edition
Price: $98.00 (15% discount off list price) Click HERE
2nd_ed-math_primer-cover_fe_press150IQs2
  • A Primer for the Mathematics of Financial Engineering
  • A Linear Algebra Primer for Financial Engineering
  • 150 Most Frequently Asked Questions on Quant Interviews, Third Edition
Price: $134.80 (20% discount off list price) Click HERE
2nd_ed-math_primer-cover_fe_press2nd_ed-sol_man_math_primer-cover_fe_press150IQs2
  • A Primer for the Mathematics of Financial Engineering
  • Solutions Manual – A Primer for the Mathematics of Financial Engineering
  • A Linear Algebra Primer for Financial Engineering
  • Solutions Manual – A Numerical Linear Algebra Primer for Financial Engineering
  • 150 Most Frequently Asked Questions on Quant Interviews, Third Edition
Price: $186.25 (25% discount off list price) Click HERE
2nd_ed-math_primer-cover_fe_press2nd_ed-sol_man_math_primer-cover_fe_press150IQs2
  • A Primer for the Mathematics of Financial Engineering
  • Solutions Manual – A Primer for the Mathematics of Financial Engineering
  • 150 Most Frequently Asked Questions on Quant Interviews, Third Edition
Price: $114.80 (20% discount off list price) Click HERE
150IQs2
  • A Linear Algebra Primer for Financial Engineering
  • Solutions Manual – A Numerical Linear Algebra Primer for Financial Engineering
  • 150 Most Frequently Asked Questions on Quant Interviews, Third Edition
Price: $114.80 (20% discount off list price) Click HERE
Stoch Processes150IQs2
  • Elements of Stochastic Processes: A Computational Approach
  • The Metropolis Algorithm: Theory and Examples
  • 150 Most Frequently Asked Questions on Quant Interviews, Third Edition
Price: $99.75 (15% discount off list price) Click HERE
2nd_ed-math_primer-cover_fe_press2nd_ed-sol_man_math_primer-cover_fe_press150IQs2150IQs2150IQs2Stoch Processes
  • A Primer for the Mathematics of Financial Engineering
  • Solutions Manual – A Primer for the Mathematics of Financial Engineering
  • A Linear Algebra Primer for Financial Engineering
  • Solutions Manual – A Numerical Linear Algebra Primer for Financial Engineering
  • 150 Most Frequently Asked Questions on Quant Interviews, Third Edition
  • Challenging Brainteasers for Interviews
  • Probability and Stochastic Calculus Quant Interview Questions
  • Elements of Stochastic Processes: A Computational Approach
  • The Metropolis Algorithm: Theory and Examples
Price: $283.15 (30% discount off list price) Click HERE

Book Details:

  • Softcover: 331 pages
  • Publisher: Financial Engineering Press
  • List Price: $38.50
  • ISBN-13: 978-1734531244
  • ISBN-10: 173453124X

About the Authors

The authors have over 20 years of experience working with the students of the Baruch College Financial Engineering Masters Program who have consistently been successful interviewing for quant type positions in the New York job market, with over 90% placement every year, including through the challenging 2008-2009 years.

Dan Stefanica has been the Director of the Baruch MFE Program since its inception in 2002, and is the author of the best-selling A Primer For The Mathematics Of Financial Engineering, now in its second edition. He teaches graduate courses on numerical methods for financial engineering, as well as pre-program courses on advanced calculus and numerical linear algebra with financial applications. His research spans numerical analysis, graph theory, and geophysical fluid dynamics. He has a PhD in mathematics from New York University and taught previously at the Massachusetts Institute of Technology.

Rados Radoicic has been on the faculty of the Baruch MFE Program since 2006, teaching graduate courses on financial instruments, econometrics, and statistics, as well as pre-program courses on advanced calculus with financial applications. He has done extensive research in discrete and computational geometry, extremal combinatorics, and graph theory. He has a BS and a PhD in mathematics from the Massachusetts Institute of Technology.

Tai-Ho Wang has been on the faculty of the Baruch MFE Program since 2008, teaching graduate courses on stochastic processes and optimization methods, as well as pre-program courses in probability. His research spans fields as varied as quantitative finance, statistics, and Riemannian geometry. He has a PhD in applied mathematics from National Chiao Tung University.


Titles from FE Press:


A Linear Algebra Primer for Financial Engineering, by Dan Stefanica, FE Press 2014. This book covers linear algebra concepts for financial engineering applications from a numerical point of view. The book contains many such applications, as well as pseudocodes, numerical examples, and questions often asked in interviews for quantitative positions. Table of Contents. This is the third book in the Financial Engineering Advanced Background Series.


150IQs2 150 Most Frequently Asked Questions on Quant Interviews, by Dan Stefanica, Rados Radoicic, and Tai-Ho Wang. FE Press, 2013. This book contains over 150 questions that are frequently, and also currently, asked on interviews for quantitative positions, covering a vast spectrum, from C++ and data structures, to finance, stochastic calculus and brainteasers. A ten questions selection, with solutions, can be downloaded here. This is the first book in the Pocket Book Guides for Quant Interviews Series.


2nd_ed-math_primer-cover_fe_press“A Primer for the Mathematics of Financial Engineering”, Second Edition, by Dan Stefanica. FE Press, 2011. This book builds the solid mathematical foundation required to understand the quantitative models used financial engineering and can be used as a reference book or as a self-study book. It contains 175 exercises, many of these being frequently asked interview questions. A Solutions Manual including detailed solutions to every exercise was published concurrently. The Second Edition of A Primer for the Mathematics of Financial Engineering was the Number 1 QuantNet bestselling book of 2013. This is the first book in the Financial Engineering Advanced Background Series.


2nd_ed-sol_man_math_primer-cover_fe_pressSolutions Manual – A Primer for the Mathematics of Financial Engineering, Second Edition, by Dan Stefanica. FE Press, 2011. 2012. Top 3 QuantNet bestselling book in 2010, 2011, 2012, and 2013. This is the second book in the Financial Engineering Advanced Background Series.


The Metropolis Algorithm + IQs Brainteasers + IQs Prob Stoch Calc + 150 IQs

IQsBT150IQs2150IQs2

“The Metropolis Algorithm: Theory and Examples”, “Challenging Brainteasers for Interviews”, “Probability and Stochastic Calculus Quant Interview Questions” and “150 Most Frequently Asked Questions on Quant Interviews” can be purchased together from this page for $118.15, a 15% discount off the list price.

All the books will be signed and personalized by the authors.




More information on each title can be found at

The Metropolis Algorithm + Math Primer + Solutions Manual + NLA Primer + NLA Solutions Manual + Elements of Stochastic Processes

2nd_ed-math_primer-cover_fe_press2nd_ed-sol_man_math_primer-cover_fe_pressStoch Processes

“The Metropolis Algorithm: Theory and Examples”, “A Primer for the Mathematics of Financial Engineering” and its “Solutions Manual” (Second Editions), “A Linear Algebra Primer for Financial Engineering” and its “Solutions Manual”, and “Elements of Stochastic Processes: A Computational Approach” can be purchased together from this page for $216.75, a 25% discount off the list price.

All the books will be signed and personalized by the authors.




More information on each title can be found at

The Metropolis Algorithm + Math Primer + NLA Primer + Elements of Stochastic Processes

2nd_ed-math_primer-cover_fe_pressStoch Processes

“The Metropolis Algorithm: Theory and Examples”, “A Primer for the Mathematics of Financial Engineering, “A Linear Algebra Primer for Financial Engineering”, and “Elements of Stochastic Processes: A Computational Approach” can be purchased together from this page for $167.20, a 20% discount off the list price.

All the books will be signed and personalized by the authors.




More information on each title can be found at

The Metropolis Algorithm + Elements of Stochastic Processes

Stoch Processes

“The Metropolis Algorithm: Theory and Examples” and “Elements of Stochastic Processes: A Computational Approach” can be purchased together from this page for $67.15, a 15% discount off the list price.

All the books will be signed and personalized by the authors.




More information on each title can be found at

The Metropolis Algorithm



The Metropolis Algorithm: Theory and Examples by Professor C. Douglas Howard, the coordinator of the Financial Mathematics major at Baruch College, City University of New York, and a faculty member in the Baruch MFE Program, was published in May 2024.

Book Price: $29.50. All the books will be signed and personalized by the author.


All the applications are implemented with the accompanying source code freely downloadable on GitHub at
https://github.com/CDouglasHoward13/Metropolis

The Metropolis algorithm is a Markov Chain Monte Carlo optimization technique of stunningly broad applicability.

This short monograph quickly develops the underlying theory of ergodic Markov chains, explains the algorithm in general terms, and presents eight specific applications ranging from a Sudoku puzzle solver to the Traveling Salesman Problem.

Four Puzzling Applications

  • Sudoku Solver
  • Creating Sudoku Puzzles
  • Generating Random Crossword Puzzles
  • KenKen Solver

Four Serious Applications

  • Reconstructing Degraded Images
  • The Traveling Salesman Problem
  • Portfolio Optimization
  • Data Clustering

    • Downloads:

      Table of Contents

      Sudoku Solver

      Portfolio Optimization


      FE Press offers discounts of up to 25% off the list price when two or more books are purchased together.

      All the books purchased from FE Press are signed and personalized by the authors.


       Titles Price ORDER
      Stoch Processes
      • The Metropolis Algorithm: Theory and Examples
      • Elements of Stochastic Processes: A Computational Approach
      Price: $67.15 (15% discount off list price) Click HERE
      150IQs2150IQs2150IQs2
      • The Metropolis Algorithm: Theory and Examples
      • Challenging Brainteasers for Interviews
      • Probability and Stochastic Calculus Quant Interview Questions
      • 150 Most Frequently Asked Questions on Quant Interviews, Second Edition
      Price: $118.15 (15% discount off list price) Click HERE
      2nd_ed-math_primer-cover_fe_pressStoch Processes
      • The Metropolis Algorithm: Theory and Examples
      • A Primer for the Mathematics of Financial Engineering
      • A Linear Algebra Primer for Financial Engineering
      • Elements of Stochastic Processes: A Computational Approach
      Price: $167.20 (20% discount off list price) Click HERE
      2nd_ed-math_primer-cover_fe_press2nd_ed-sol_man_math_primer-cover_fe_pressStoch Processes
      • The Metropolis Algorithm: Theory and Examples
      • A Primer for the Mathematics of Financial Engineering
      • Solutions Manual – A Primer for the Mathematics of Financial Engineering
      • A Linear Algebra Primer for Financial Engineering
      • Solutions Manual – A Numerical Linear Algebra Primer for Financial Engineering
      • Elements of Stochastic Processes: A Computational Approach
      Price: $216.75 (25% discount off list price) Click HERE

      Topics:

      • Ergodic Markov Chains
      • The Metropolis Algorithm
      • Four Puzzling Applications
      • Four Serious Applications

      About the author: Douglas Howard is the coordinator of the bachelor of science major in financial mathematics at Baruch College, City University of New York, where he has taught in the mathematics department for nearly twenty years. He has almost a decade of Wall Street experience involving the application of probabilistic models to the financial markets.


      Book Details:

      • Softcover: 85 pages
      • Publisher: Financial Engineering Press
      • List Price: $29.50
      • ISBN-13: 978-1734531237

      IQs Brainteasers + IQs Prob Stoch Calc + 150 IQs + Math Primer + Solutions Manual + NLA Primer + NLA Solutions Manual + Elements of Stochastic Processes

      150IQs2150IQs2150IQs22nd_ed-math_primer-cover_fe_press2nd_ed-sol_man_math_primer-cover_fe_pressStoch Processes

      “Challenging Brainteasers for Interviews”, “Probability and Stochastic Calculus Quant Interview Questions”, “150 Most Frequently Asked Questions on Quant Interviews”, “A Primer for the Mathematics of Financial Engineering” and its “Solutions Manual” (Second Editions), “A Linear Algebra Primer for Financial Engineering” and its “Solutions Manual”, and “Elements of Stochastic Processes: A Computational Approach” can be purchased together from this page for $258.50, a 30% discount off the list price.

      All the books will be signed and personalized by the authors.




      More information on each title can be found at