Quant Job Interview Questions and Answers (Second Edition)

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 latestquestions 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 isseeking and possible follow-up questions. Topics covered includeoption pricing, probability, mathematics, numerical algorithms andC++, as well as a discussion of the interview process and thenon-technical interview. All three authors have worked as quants and they have done many interviews from both sides of the desk. Mark Joshihas written many papers and books including the very successful introductorytextbook, "The Concepts and Practice of Mathematical Finance."