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Quant Developer Interview Questions
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Database problem but cannot remember details
a discussion of swing contracts
Describe the simplest design pattern.
1. PDE for asian option 2. Longstaff for monte carlo
Not allowed to disclose the questions.
Explain what diversification is, simply.
Signed an NDA. Topics are undergraduate level but you need to be quick so it takes some significant preparation beforehand.
N points on the plane. Given a point x, how to decide which of the N points is the closest ?
Revoir Mouvements Browniens/ Questions C++ et de python
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