If you apply for quant analyst/quant developer job at investment bank/ hedge fund your quantitative finance interview will generally consist of 4 parts: Programming (C++,python,data structures) General probability/calculus questions Stochastic calculus Derivatives pricing questions for asset class (equity derivatives,interest rate…
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Tag: c++
How to prepare for quantitative finance intervew
Posted in OTC derivatives valuation Tagged with: c++, otc derivatives, python, quantitative risk analysis
set up global include and lib dirs in visual studio 2012
1) open any project go to View->Property Manager 2) pick up any project and choose DEBUG/RELEASE wi32/win64 configuration -> Microsoft.Cpp.Win32.user file choose VC++ directories and add desired Include and Lib dirs to appropriate section (in this case boost dirs) Microsoft.Cpp.Win32.user…
