How would you implement the Fibonacci sequence?
Quantitative Research Interview Questions
4,818 quantitative research interview questions shared by candidates
What is polymorphism?
Derive Black Scholes/ Sample mean and confidence intervals/ Forward contracts/ plenty of Stochastic calculus in Superday/ Basic probability - coin toss (probability of getting two sixes in a row in 3 tosses)
Compute the limit of a function. I recall it was tricky and one had to construct certain upper and lower bounds on the function.
basic quantitative interview question
Phone interviews concentrate quant question, mathematics, programming. Very technical interview. Eg. What is Brownian Motion? Characteristics of Brownian Motion, Derivatives Modelling and Pricing related question.
Binomial tree. Price a call option with dividends.
what's the probability that a lognormal process breach the lower barrier before breaching the upper barrier?
The assumptions about linear regression and what to check to improve your model.
P(cancer|positive result) given several probabilites.
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