Critical Notes for Quant and Developer Interviews

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9781466364028: Critical Notes for Quant and Developer Interviews
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The book consists of critical knowledge points and hundreds of real interview questions. It is a practical guide to interviews of a quant position in financial firms and a developer position in software firms like Microsoft, Google, and Amazon. The two purposes may look different, but they are compatible. Programming skill test is often an inherent part of quant interviews. It is quite similar to what tested in IT technology interviews. Furthermore, the programming skill required by quant developer positions is no less than that required by top IT firms. Thus, the part dealing with programming skill in this book is constructed properly with the objective of being adequate for IT developer interviews. Topics covered include calculus, linear algebra, probability, statistics, financial econometrics, stochastic process and stochastic calculus, derivative pricing, interest rate models, finance, numerical methods, C++ and object-oriented programming, data structures, algorithm design, design patterns, design principles, and brain teasers. 2nd Edition (June 2012). 3rd Edition (April 2013). "Amazon Verified Purchase" reviews: http://www.amazon.co.uk/product-reviews/1466364025/ref=dp_top_cm_cr_acr_txt?ie=UTF8&showViewpoints=1

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