- Paperback: 326 pages
- Publisher: CreateSpace; 1st edition (May 25, 2008)
- Language: English
- ISBN-10: 143821703X
- ISBN-13: 978-1438217031
- Product Dimensions: 9.9 x 7 x 0.9 inches
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 Patterns and Derivatives Pricing." He also worked as a senior quant in industry for many years and has plenty of interview experience from both sides of the desk.