Items related to Quant Job Interview Questions And Answers
Synopsis
This is the first edition. The second edition is now available.
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.
"synopsis" may belong to another edition of this title.
About the Author
Mark S. Joshi is a Professor in the Centre for Actuarial Studies at the University of Melbourne. He has wide experience of teaching courses in financial mathematics and has previously held posts at the University of Cambridge and at Royal Bank of Scotland Group Risk Management. In February 2004 he was appointed Head of Quantitative Research Centre (QUARC) at RBS. He is the author of six books and numerous papers on both financial and pure mathematics, and has been an invited speaker at many international conferences.
Review
Review of first edition
... Joshi's book justifies the price both in cash, and more importantly the number of hours it will consume to make sure you do this stuff right. Give there are >225 main questions that can work out as one to two weeks of your life, and of course, I have to tell you that the longer you take to work through it the more time you should work on this stuff to get the job you want. ...
Given this review you can expect to see it in the new recommended reading list for our Quant Career Guide.
Dominic Connor on wilmott.com
"About this title" may belong to another edition of this title.
- PublisherCreateSpace
- Publication date2008
- ISBN 10 143821703X
- ISBN 13 9781438217031
- BindingPaperback
- LanguageEnglish
- Edition number1
- Number of pages326
- Rating
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QUANT JOB INTERVIEW, QUESTIONS and ANSWERS, Version 1.01 *
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UnStated Publisher, Lexington, KY * * * * *, 2010
ISBN 10: 143821703X
ISBN 13: 9781438217031
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Hardcover. Condition: Near Fine. Near Fine/, 2010 (illustrator). Book: Near Fine/, $69.77 9781438217031 QUANT JOB INTERVIEW, QUESTIONS and ANSWERS, Version 1.01 * JOSHI, Mark; DENSON, Nick; DOWNES, Andrew UnStated Publisher 2010 Lexington, KY * * * * * UnStated Edition Tall Wide Thick H/c. Glossy Red Spine With Title In 0ff~White, Blue, Light Red And Black Letters Soft Cover Book: Near Fine/, Shelf, Edge And Corner Wear. 316 Numbered Pages That Are Printed On 0ff~White Paper In Fine/ Condition, Clean And Tight To The Spine. Cover Is Starting To Lift Up, Due To Exposure To Light. Edge Of Pages On Bottom Were Rubbed Up Against Something That Left A Brown Stain On The Surface Only, Not Into Pages Themselves. D/j: None. = No Odors, No Writing, No Names, No Rippling, Not Stuck Together, No Book Plate, Not X~Library, No Remainder Or Other Marks. This Item Will Be Sent In A = Padded Mailing Envelope = To Prevent Shipping Damage So That It Will Arrive In The Description Described. Description Applies To This B00K, Only. = This B00K Is Hard To Find, Will Be Packaged And Shipped Carefully, = To Avoid Shipping Damage And Will Make It, An Excellent Addition To Your Own Personal Library Collection, Or As A Gift, For The Discriminating Reader / Collector. = WORLD WIDE SHIPPING, AVAILABLE *. Seller Inventory # 016482
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