Quant Job Interview Questions and Answers (Second Edition) (Paperback) (ISBN-13: 9780987122827)

The quant job market has never been tougher. Extensive preparation is essential. Expanding on the successful first edition, this second edition has been updated to reflect the latest questions asked. It now provides over 300 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. All three authors have worked as quants and they have done many interviews from both sides of the desk. Mark Joshi has written many papers and books including the very successful introductory textbook, "The Concepts and Practice of Mathematical Finance."

Author: Mark Joshi, Nicholas Denson, Andrew Downes
ISBN-10: 0987122827
ISBN-13: 9780987122827
Publisher: Pilot Whale Press
Language: English
Published: 05/25/2013
Pages: 388
Format: Paperback
Weight: 1.48lbs
Size: 10.00h x 7.00w x 0.80d