Solve the Brownian motion SDE on paper. Here is the starting equation.
Quantitative Analyst Intern Interview Questions
10,159 quantitative analyst intern interview questions shared by candidates
5) What other question did you expect me to ask from your resume, that I must have missed? (Weird! I was unprepared for this)
There is a fair dice. After the first roll, you can decide whether to take the number or roll it again. However, you have to take the value from the second roll. If I charge you $4 to play this game and pay you whatever the dice shows, will you play this game?
Tell me some algorithms about recursion and sequence. Game theory is about distribution and the second one beat me in addition to the t-distribution.
Was asked about scenario comparisons between rolling two dice and calculating expected values.
Q1: Brain teaser, very simple, about conditional probability Q2: statistical estimation, we need to know how to use CLT and the confidence interval, simple and easy Q3: Hard question, need some knowledge in Markov chain and conditional probability. The hardest part is that I was asked to answer the following question" explain your result intuitively， what is the reason for that expectation be that value?" Q4: Dice game question with infinite many rolls, it is a hard one and the result is really counter intuitive.
what assumptions of a linear regression?
Find the limit of the expression (1+1/x)^x as x tends to infinity.
Previous salary and experience. Mastery of English Language Basic properties of Black-Scholes models and risk-neutral measures Bond pricing and convexity hedging Elementary probability models (cards, binomial distributions, gaussian limits of LLN) Programming: some pseudocode for some simple numerical interpolation routines
previous history
Viewing 621 - 630 interview questions