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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.

for what it's worth I taught myself C++ without knowing C or java. But i did know a few other languages: basic, pascal, lisp, assembler. My suggested program of books on learning it is on Mark Joshi's Home Page In terms of time, there are so many different levels of knowing is the problem.

I've set up a books forum on Mark Joshi's Home Page The main purpose is to discuss details in my books, and other books being used for self study. So if you have a query that's the place to ask.

I am sending off the changes this week so if you have any further comments please let me know asap. NB there is now a book bulletin board www.markjoshi.com/design

I deliberately haven't read Crack's book but from what I know of it, the essential difference is that we will be presenting questions asked of people going for Derivatives pricing jobs, whereas Crack's book is aimed at MBAs who have to deal with quantitative questions. e.g. we have quite a few...

One of my many projects is working on a book of interview questions for quant jobs. This one is progressing quickly however, as I have some collaborators. I'd be interested in any contributions.

thanks for your comments. it's true that the guide could be more prominent on my web site and i intend to address that. Quite a few sites do direct link to it, and i think that most wannabe quants do read it at some point. Although the readership is certainly niche, it's precisely the niche...

By the way, i think my guide is the ideal place to advertise jobs or masters courses since it is ideally targeted at the right people. But so far I have had zero interest. What does everyone think about advertising in the guide?

thanks but I would rather keep control of the manuscript

I've done some new chapters for my C++ book. If you have studied the first edition and want to guinea pig, please contact me stating who you are and how long you would take to read 100 pages.

well it's covered in textbooks, eg Wilmott or my book

use the auxiliary variable method.

I have updated it again recently. By the way, I'd ask you not to post copies as they quickly get out of date, and the URL of the latest version never changes.