Assumptions of the Black-Scholes option pricing formula. And asked me to write the formula.
Quantitative Research Intern Interview Questions
3,500 quantitative research intern interview questions shared by candidates
Project details. 2D array coding questions.
conditional probability, integration, pandas numpy
1)X,Y are standard random variables, the correlation is 0.5. Given X, what's the conditional distribution of Y? 2)A,B,C are r.v.s. correlation between A and B is 0.9, between B and C is 0.9. is it possible that A is unrelated to C? 3)Given two assets, their average return, variance of return and correlation. Find a portfolio such that the sharpe ratio is optimal. 4)toss coins consecutively, get 1 pt if head is up and 2 pts if tail is up. So we can get a sequence of total points. Question: what is the probability that we have 100 pts in this sequence?
Puzzles about probability and indicator variables
Derivatives, probability brain-teasers, some basic programming questions
How to reverse a tree
The Online Assessment (OA) comprised two sections: The first section had three subsections—Mathematics, Probability/Statistics, and Coding. The second section included two medium-level Data Structures and Algorithms (DSA) problems.
Compensation expectation, resume projects, work status
Geometry and probability, intellectual puzzle.
Viewing 2021 - 2030 interview questions