"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." --
Содержание
The interview process -- Option pricing -- Probability -- Interest rates -- Numerical techniques and algorithms -- Mathematics -- Coding in C++ -- Logic/brainteasers -- The soft interview -- Top ten questions
