Mathematica, C/C++ and Java
Demos and Tools

Vault Guide to Advanced and Quantitative Finance Interviews

Interview preparation for investment banking, trading, corporate finance, risk management or quantitative jobs, derivatives, fixed income, equities, currency and commodity markets, and risk management.

Welcome!  This site contains a collection of tools written in Mathematica, Java, C and C++ for applications in finance, applied mathematics and engineering.  The Mathematica applications may be downloaded in notebook form, or viewed as Word documents.. 
This site is being updated (as of August 2006) so please check back for new additions.

Watch this site for more books and accompanying spreadsheets to the Advanced Quantitative Analysis book. 
View an excerpt from the book.
You can also find the book on Vault's site which contains a PDF version of a sample chapter

See Guide to Finance Interviews Practice Guide here.

Want help preparing for your interview, resume review/writing or career coaching?  Click here:

Last updated August 28, 2006, more to come
Added Interview Questions
Errata, Updates and Resources for Edition 1 Vault Guide to Advanced and Quantitative Finance Interviews
Selected Spreadsheets to Accompany Book

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Notebooks | C++/VBA/Math Tools | Selected Papers | The Singular Value Decomposition | Grand Canyon March 2006