Quant Job Interview Questions and Answers, 2013, 388 pages, Mark Joshi, NicholasDenson, Andrew Downes, 0987122827, 9780987122827, Mark Joshi, 2013

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The quant job market has never been tougher. Extensive preparation is essential. Expanding onthe successful first edition, this second edition has been updated to reflect the latest questionsasked. It now provides over 300 interview questions taken from actual interviews in the City andWall Street. Each question comes with a full detailed solution, discussion of what the interviewer isseeking 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 andthe non-technical interview. All three authors have worked as quants and they have done manyinterviews from both sides of the desk. Mark Joshi has written many papers and books includingthe very successful introductory textbook, "The Concepts and Practice of Mathematical Finance."

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created: 24th May 2011