SDE equation and PDF numerical solutions
Model Validation Interview Questions
132 model validation interview questions shared by candidates
Mostly excel based questions
How Black Scholes derive their model in their original paper?
How can you determine the the proper threshold your logistic regression using the ROC curve.
linear regression
How do you test a pricing model.
Describe internal compliance procedures in your current company.
what is martingale, describe ito process
what is VaR? Questions about Time series analysis
Green book type questions + greeks under Black and Scholes
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