Binomial tree. Price a call option with dividends.
Quantitative Research Associate Interview Questions
3,500 quantitative research associate interview questions shared by candidates
what's the probability that a lognormal process breach the lower barrier before breaching the upper barrier?
Coding problem: write a program letting player go through the dungeon
my experiences, machine learning, coding, stats
All technical questions, maths stats machine learning coding
Probability and coding , linear algebra based
Can you minimize piecewise linear function without adding auxiliary variables?
Asked about hands-on experience in machine learning, experience in handling large data, concepts in statistical learning, derivatives and greeks, delta gamma hedging, bayesian statistics.
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.
Gambler ruin problem. To derive the probability to win given.
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