With same parameters and BS assumptions, which one is cheaper, vanilla or Asian option? Why?
Quantitative Analyst Summer Intern Interview Questions
236 quantitative analyst summer intern interview questions shared by candidates
The phone call interviews are more challenging than the final round, quantitative and sometimes system design questions. The final round is more about getting to know you and your experience. Be sure to be able to explain yourself clearly, cus you will be talking to senior-level folks. But the final decision tends to be very random, probably also because there are tons of overqualified candidates.
C++, Calculus, Linear Algebra, Differential Equations, Stochastic Differential Equations, Statistics, Finance
Find a median in an array.
Describe the definition of Martingale.
Options, Brownian Motions, Martingale, Probabilities, C++ and etc.
Current price of DJIA, MS, and Euro exchange rate.
Three random variables have uniform pairwise covariance. What range of correlation is possible?
Let W_t be a standard Brownian motion. For what value of k is W_t^3 + kt W_t a martingale?
56 questions of math, finance, and coding (python, C++, Java)
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