Quant Job Interview Questions and Answers (Second Edition)

Mark Joshi, Andrew Downes, Nicholas Denson

ISBN 10: 0987122827 / ISBN 13: 9780987122827

Published by Mark Joshi, AU, 2013

About this Item

Seller Inventory # LU-9780987122827

Bibliographic Details

• Title: Quant Job Interview Questions and Answers (Second Edition)
• Publisher: Mark Joshi, AU
• Publication Date: 2013
• Language: English
• ISBN 10: 0987122827
• ISBN 13: 9780987122827
• Binding: Paperback
• Edition: 2nd Edition
• Condition: New

About this title

Synopsis

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."