Quant Job Interview Questions and Answers (Second Edition)

Mark Joshi

ISBN 10: 0987122827 / ISBN 13: 9780987122827

Editore: Mark Joshi, 2013

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This item is printed on demand. New copy - Usually dispatched within 5-9 working days 812. Codice articolo C9780987122827

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Titolo: Quant Job Interview Questions and Answers (...

Casa editrice: Mark Joshi

Data di pubblicazione: 2013

Legatura: Paperback

Condizione: New

Edizione: seconda edizione

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Riassunto:

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."