Recent content by msj

It's pretty funny that our interview question book is in the list at both 7 and 10...

I have now done release 0.3 of Kooderive. For those not familiar, this is an open source project for pricing derivatives using Monte Carlo simulation. It contains implementations in both C++ and CUDA to allow running on either CPU or GPU. The flagship example is the pricing of a 40 rate...

Thanks for the plug. The second edition of Quant Job Interview Questions and Answers by Joshi Denson and Downes is now out. It has over 300 questions with answers. www.amazon.com/Quant-Interview-Questions-Answers-Second/dp/0987122827/

if DataPtr points to a dynamically allocated object this is your last chance to destroy that object and free memory

I hope that everyone finds it useful.

there are no plans to do an e-book.

OK I've finally got it published. The sequel to "The concepts and practice of mathematical finance" is now out. Carrying on where the first book left off, I've tried to keep it focussed on practicalities and things that I think all quants should know. www.markjoshi.com/more

I am the admin. Narinder and John are doing most of the work at the moment.

it is now available on amazon.com http://www.amazon.com/Quant-Interview-Questions-Answers-Second/dp/0987122827/

well, it's aimed at people with employers to pay the bill...

The current version (from SVN) has if (isInSubset_[n][currentIndex_] && !i->done) { which would suggest that once a product has terminated then it won't be called again. Was it different in release 0.8?

i agree that this is sub-optimal. I'll try to find some time to fix it.

you may prefer to buy it from CreateSpace if you are in the US. See Mark Joshi's Home Page

We have finally released our interview question and answer book. For more information see Mark Joshi's Home Page

hmm, i wonder where you got that list. We are actually working on a book of questions and answers. So i'd appreciate any contributions via Mark Joshi's Home Page or by e-mail.