The Quant job market has never been tougher.
Mark Joshi has written many papers and books including the very successful introductory textbook, "The Concepts and Practice of Mathematical Finance.".
All three authors have worked as quants and they have done many interviews from both sides of the desk.
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.
Each question comes with a full detailed solution, discussion of what the interviewer is seeking and possible follow-up questions.
It now provides over 300 Interview Questions taken from actual interviews in the City and Wall Street.
Expanding on the successful first edition, this second edition has been updated to reflect the latest Questions asked.
Extensive preparation is essential.
The Quant job market has never been tougher