first question - let's play a game where you have ten chips, and you want to split them up into stacks such that you want to maximize your score, which is the product of the size of each stack. what's the best you can do with 10? what about 100 chips? what about N chips arbitrarily large?
Two players each roll a dice. They each win if their number is higher than the other, but they are not obligated to bet. If the first person declines the bet, that round ends. The second person knows whether the first person made a bet or not. Which player has a higher payout?
Given two bowling balls and one weighs X kg, they are the same density, if this bowling ball is 10 inches diameter and the other is 16 inches diameter, how much does it weight?
What are assumptions of black scholes model
Walk me through a research project you've done in class or personal time.
What SQL syntax would you use to query data from different tables within a specified range?
Asked calibration of Libor Market Model
Walk through the CV, with persistent emphasis on every detail about the strategies I am currently working on.
Why do you want to be a quant?
How do you decide which variables are the most important in a regression.
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