Quant Job Interview Questions and Answers - Couverture souple

Joshi, Mark; Denson, Nicholas; Downes, Andrew

Couverture souple

ISBN 10 : 0987122827 ISBN 13 : 9780987122827

Editeur : Mark Joshi, 2013

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."

A propos du livre

Présentation de l'éditeur

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.

Détails de l'édition

• Éditeur: Mark Joshi
• Date d'édition: 2013
• Langue: anglais
• ISBN 10: 0987122827
• ISBN 13: 9780987122827
• Reliure: Broché
• Numéro d'édition: 2
• Nombre de pages: 388
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible