Free Downloads Quant Job Interview Questions And Answers (Second Edition)
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."
Paperback: 388 pages
Publisher: Pilot Whale Press; 2 edition (May 25, 2013)
Language: English
ISBN-10: 0987122827
ISBN-13: 978-0987122827
Product Dimensions: 7 x 0.8 x 10 inches
Shipping Weight: 1.4 pounds (View shipping rates and policies)
Average Customer Review: 4.1 out of 5 stars See all reviews (14 customer reviews)
Best Sellers Rank: #44,196 in Books (See Top 100 in Books) #16 in Books > Business & Money > Skills > Business Mathematics #34 in Books > Business & Money > Job Hunting & Careers > Interviewing #70 in Books > Textbooks > Business & Finance > Finance
I completely agree with the previous opinion.I have been interviewing with investment banks for some period. The permanent difficulty has been how to prepare for the interview. Who is a bit familiar with the topic knows, that virtually any subject ( from Lie groups and connexions to IFRS bookkeeping standards ) can pop up during the interviews. Given the time constraint for the preparation theses technical interviews are always a "pain in the arse".But not any longer. Actually the problems in this book ARE the questions which are asked by the firms. Just to name a few :1. Solve the OU equation and get its moments ( Lehman )2. What are martingales, filtration, etc ( BarCap )3. Generate exponentially distributed random numbers in 2D ( Morgan Stanley )4. The barrier options and their vega ( ABN Amro )5. Hedging and its practices ( a small IT firm in Munchen )6. And a LOT ( really ) of coin throwing, binomial trees, mostly associated with practical finanacial problems ( CDS, ameriacan and barrier options, etxc).7. Soring algorithmsThese problems ARE covered in the problem set. So if you can solve, say, 70% of all questions it must be sufficient to get through the interviews.There are some problems with the book. It should contain a bit more stuff on PDE's and first generation exotics. E.g.1. Schetch the quantitative behavoiur of a solution of a double barrier for a given payoff2. Derive the price for a perpetual up and in option ( etc )I am recommending this book with the books of Joshi ( Concepts of Finance ) and Rebonato ( the perfect hedger and the fox ).If you interview for a senior position these books may also suit you, since you are often grilled with these coin throwing things even for a VP position.
This is a great book if you need to prepare for quantitative interviews of any kind, and not just quantitative finance interviews. The book has a nice collection of logic and probability puzzles which get asked at a variety of interviews. Then there are lots of Black-Scholes, option pricing questions which might be of help to those facing quant interviews. There are math questions from complex analysis, matrix theory that I found really good.All questions are solved, and the author also gives some follow up questions after the solutions. I often found some of these follow up questions very hard, and maybe the author can give some hints to them too. The author runs a website where you can interact with him, but then I am sure he is too busy to be answering all queries. So maybe in a future edition he will drop some hints to some of the harder follow up problems too.And in the probability questions, the author doesnt use ideas from stochastic theory, which could lead to some problems being solved really quick. So maybe the author should also consider including alternative solutions to questions, whenever and whereever possible.
I am a math finance student who will soon start a summer internship on Wall Street. I want to leave feedback for the best and worst books that I used in my studies so far.The book is well balanced. The advice on the interviewing process and what should expect there is excellent. Topics covered:Options pricingProbabilityInterest ratesNumerical techniquesMathematicsCoding in C++BrainteasersThere are extra questions (but with no solutions) in each chapter.The solutions are good and detailed. One comment is that the questions are thrown together in a way that makes it hard to know which ones are easy/hard, and are more likely to be asked in first interviews. But if you know everything in the book you look really good on interviews.
The first interviews book to have real programming questions, and a good selection of topics. Too bad the related questions at the end of most questions do not have solutions. The authors give the impression that they try hard to look smart.
It's great as expected.
A good friend when preparing for the quant interviews.
I like this book, it serves the purpose.
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