X and Y are IID. What is the corr(X+Y,X-Y)?
Quantitative Analyst Intern Interview Questions
10,159 quantitative analyst intern interview questions shared by candidates
how can you construct an arbitrage given these two call options(same maturity) : C1: strike 40, prize now 4 C2: strike 30, prize now 3
Tell me about the sorting algorithms you know, and explain the difference between them?
Phone interview: play a game of rolling a 6-side dice: for each roll, you can get the face value or reroll it, and you can roll it three times at most. Suppose you are a rational person, how munch would you pay for this game?
What are some standard boundary conditions for a differential equation. Brainteasers Programming Maths Financial Maths questions
Difference between backtests for fixed income and equities
- probability of a bi-dimensional brownian to get out of a ring through the outer limit before the inner limit -describe an algorithm to find the longest sequence of consecutive answers in an array, in O(n) complexity
Describe the algorithms to solve KNN.
Happy number, maximum sum of sub sequence of an array
Find the minimum number of socks I need to take out from a box of red and black socks to ensure that I have k pairs of socks.
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