Frequently Asked Questions in Quantitative Finance

by Paul Wilmott

This is a nice little book that summarizes questions and answers that many new quants may have about the quantitative finance field. The book answers questions at a relatively high level and too keep each question short only the most important points are stressed. Readers unfamiliar with this book can see what others have said here.

At the end of the book is a section on common quant interviewing questions. To make sure that I understood this material as well as possible I solved (and wrote up) as many of the questions as I had time for. For the problems that worked, I also developed working mathematical codes, that can be used to produce numerical solutions. You can find this material by following the various links on this page.

Book Notes:
Code For Various Problems:
As always, I am interested in hearing about any errors that might exist in this material.

John Weatherwax
Last modified: Sun Jul 13 17:55:46 EDT 2008