how to approximate the value of sqrt of 2
Quantitative Research Intern Interview Questions
4,853 quantitative research intern interview questions shared by candidates
Some sample questions: - what is vol arb? why does it work? explain it in high detail. - how do you know a model is good? what if it performs badly for a week? two weeks? - what is sharpe? explain it in terms of risk. - what is drawdown. - explain the options surface. why is there a skew? - where does black scholes fail? what is a better model?
risk neutral. B-S model.
option pricing problems using martingales
General questions about my experience and what I knew about sports trading
What was your focus in your master's program?
What are the limits of your model. What do you want to do at the bank.
For a fair coin, what is the expected number of coin flips to get three heads in a row?
Why you want to make a change? Explain one of your project.
What is fractional banking, and how is the interest rate related to it?
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