X and Y are IID. What is the corr(X+Y,X-Y)?
Quantitative Analyst Interview Questions
10,159 quantitative analyst interview questions shared by candidates
Tell me about the sorting algorithms you know, and explain the difference between them?
X and Y equal $2.50. X is twice the cost of Y. What are X and Y respectively?
- 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
Difference between backtests for fixed income and equities
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
- How to measure a default probability for a company ? - Compute expectation of min(X,Y) where X,Y are independent and uniform in [0,1] - How do you test and implement safeguards for your code ?
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.
The trapping rainwater problem (famous interview problem, you can find this on leetcode).
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