Quant Job Interview Questions And Answers (by Mark Joshi, Nick Denson, Andrew Downes)


Author(s): Mark Joshi, Nick Denson, Andrew Downes

Publisher: CreateSpace Independent Publishing Platform
Publish date: 2008-05-25
ISBN-10: 143821703X
ISBN-13: 9781438217031
Language: English
Description: This is the first edition. The second edition is now
available.
Designed to get you a job in quantitative finance, this book
contains over 225 interview questions taken from actual interviews
in the City and Wall Street. Each question comes with a full
detailed solution, discussion of what the interviewer is seeking
and possible follow-up questions. Topics covered include option
pricing, probability, mathematics, numerical algorithms and C++, as
well as a discussion of the interview process and the non-technical
interview. Mark Joshi wrote the popular introductory textbooks "the
Concepts and Practice of Mathematical Finance" and "C++ Design… more…

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