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 latest
questions 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 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. All three authors have worked as quants
and they have done many interviews from both sides of the desk. Mark Joshi
has written many papers and books including the very successful introductory
textbook, "The Concepts and Practice of Mathematical Finance."
