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Quant Job Interview - Questions and Answers

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QUANTQuestions&AnswersMark JoshiNick DensonAndrew DownesDesigned to get you a job in quantitativefinance,this book contains over 225interview questions taken from actualinterviews in the City and Wall Street.Each question comes with a full detailedsolution,discussion of what the intervieweris seeking and possible follow-up questions.Topics covered include option pricing,probability,mathematics,numericalalgorithms and C++,as well as a discussionof the interview process and thenon-technical interview.Mark Joshi wrote the popular introductorytextbooks"the Concepts and Practice ofMathematical Finance'”and“C++DesignPatterns and Derivatives Pricing.He also worked as a senior quant in industryfor many years and has plenty ofinterviewexperience from both sides of the desk.1SN978-143821703190000978143821703
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