Binomial tree. Price a call option with dividends.
Quantitative Interview Questions
10,168 quantitative interview questions shared by candidates
No extremely difficult or surprise questions; if you have sufficient background in quantitative techniques, particularly applied maths and you are well prepared, everything should go well.
What is a normal distribution?
How maps are implemented in C++?
Based on the AR(1) plot, what can you conclude about the correlation.
Brownian motion
One step binomial tree model. He have S0 = 100 and S1 equal to 110 in the up state and 90 in the down state. Assuming the risk free rate is zero. What is the price of a call option with strike 90.
Given an array of integers, return the occurence of each elements
You are playing a game with one other person. If the person rolls a dice and gets a 1, he wins. If he doesn't roll a 1, you can roll a dice and if you roll a 6, you win. If you don’t roll a 6, it goes back to the person. What is each person’s probability of winning the game
A few phone calls with technical questions (brain teasers and some options theory), followed by a zoom call with behavioral questions, and an onsite final round.
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