You play a 100-round game: each round you can either roll a fair 20-sided die (uniform 1 to 20) or “lock in” the current face and collect that same reward for all remaining rounds. You must roll in the first round. What is your optimal stopping / locking strategy and expected value?
Quant Analyst Interview Questions
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You are playing a game where you flip a coin 5 times. You win if three heads come up in the 5 coin tosses. You lose if three tails come up in the 5 coin tosses. If you win you get £1. If you lose you lose £1. Before each flip you can choose to either double the stakes from their previous value (if you win you get £2n and if you lose you lose £2n where n is the amount you get if you win beforehand) or keep them the same. Are you willing to pay £0.50 to play this game?
Two math questions. One probability focused coin game and one expected value.
Implement search on given keywords with console interface
Probability questions (coins, birthdays, etc).
swap 2 variable without using third, find cude root of n in logn time.
Interviewer went into asking questions in Stochastic calculus.
Bayes rule question about men/women and how many of each type are infected by a disease.
Derive the expectation of max of 2 brownian motion.
Statistical Models
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