Brownian motion, linear regression
Model Validation Interview Questions
132 model validation interview questions shared by candidates
Stochastic Calculus and pricing derivatives.
derive BS model of a call option and a put option, calculate greeks of a call option. what is CIR IR model, what is HW two factor model, in math equations.
how do you work under pressure
Pandas, R, SQL, Statistics, Behavioural and Personal History
career plan for the next 3-5 years
What is a left join in sql?
Tell me what your role in this project.
Derive Ho-Lee model, Explain t-fwd measure, some questions around equity models, write down and indicate BS equation and model limitations, experience in validation
How do do you deal with missing values and do they cause bias.
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