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Book description

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.

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