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Quant Job Interview Questions And Answers
by Mark Joshi, Nick Denson (Author), Andrew Downes (Author)
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Amazon.com Product Description (ISBN 143821703X, Paperback)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.
(retrieved from Amazon Thu, 12 Mar 2015 18:20:21 -0400)
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