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AuthorJoshi, Mark
TitleQuant job interview questions and answers
Type of publicationBooks
Physical description xii, 375 p. : ill. ; 26 cm.
Publisher 2nd ed., Pilot Whale Press, ©2013
Сall numberHF5549.5.I6 J67 2013
Location2nd floor
BibliographyIncludes bibliographical references (p. 365-366) and index
Subjectquantitative analysts
finance, vocational guidance
GenreTextbooks/Оқулықтар/Учебная литература
Summary"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." --
ContentsThe interview process --
Option pricing --
Probability --
Interest rates --
Numerical techniques and algorithms --
Mathematics --
Coding in C++ --
Logic/brainteasers --
The soft interview --
Top ten questions
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