2) Value a call option OTM, with r = 0, using a binomial model
Quantitative Analyst Summer Intern Interview Questions
236 quantitative analyst summer intern interview questions shared by candidates
Definition and calculating methods of VaR
Describe linear regression. Difference between Bayesian vs. frequentist probability
Have you worked on any Quant-type of projects before?
What is the difference between a class and a struct?
Why finance? Why Bank of America? Simple technical questions on Greeks, VBA, and VaR. A question on CDS. Give an example where you explained some concepts to someone without a technical background. How would you start solving a problem from scratch without any references or external help?
A time when you solved a problem
1. Two containers with volumes of 3 and 5 liters. How you could measure 4 liters of water? 2. Stock A, B with volatility 5% and 10%. They are independent. How you relocate them?
Comparing HMM and RNN.
Solve an optimisation problem with differential equations.
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