Quant Job Interview Questions And Answers

Posted by Stephen thangaraj at 17:55

  • 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
Description
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.

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