Quantitative Research Intern Interview Questions

4,854 quantitative research intern interview questions shared by candidates

What is vega? When will vega become the largest? The relationship between European option and American Option? How do you use Monte Carlo simulation to price American Option? How can you determine if the result is good?
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Quantitative Analyst

Interviewed at Bank of America

3.9
Dec 9, 2024

What is vega? When will vega become the largest? The relationship between European option and American Option? How do you use Monte Carlo simulation to price American Option? How can you determine if the result is good?

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