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Consider a random walk on a discrete grid of 11 points (0 through 10). Supposed you have equal probabilty of stepping up or down. If you reach either 10 or 0 you must stop. If you start at point 6, what is the probability that you arrive at 10 before you arrive at 0?
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Quantitative Analyst

Interviewed at Goldman Sachs

3.7
Oct 31, 2012

Consider a random walk on a discrete grid of 11 points (0 through 10). Supposed you have equal probabilty of stepping up or down. If you reach either 10 or 0 you must stop. If you start at point 6, what is the probability that you arrive at 10 before you arrive at 0?

1) Manufacture and option from plain vanillas that makes money in case of low volatility and does not lose too much in the opposite scenario. 2) We are in a junction. p is the probability that at least one car will pass through it within the next 20 minutes. Give me the probability that no car will pass within the next 5 minutes.
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Strategist

Interviewed at Goldman Sachs

3.7
Dec 6, 2013

1) Manufacture and option from plain vanillas that makes money in case of low volatility and does not lose too much in the opposite scenario. 2) We are in a junction. p is the probability that at least one car will pass through it within the next 20 minutes. Give me the probability that no car will pass within the next 5 minutes.

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