Quant Job Interview Questions And Answers

By Nick Denson, Andrew Downes, Mark Joshi, et al.

Book Overview

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 thepopular introductory textbooks "the Concepts and Practice of Mathematical Finance" and "C++ Design Patterns and Derivatives Pricing." He also workedas a senior quant in industry for many years and has plenty of interview experience from both sides of the desk.

• Format: Paperback
• Language: English
• ISBN: 143821703X
• ISBN13: 9781438217031
• Release Date: May 2008
• Publisher: CreateSpace
• Length: 326 Pages
• Weight: 1.56 lbs.
• Dimensions: 10.0" x 0.8" x 7.0"