Explain the numeraire change argument behind the Libor market model.
Quantitative Researcher Intern Interview Questions
4,854 quantitative researcher intern interview questions shared by candidates
Binominal tree question
stochastics: Brownian motion, martingale
Probability puzzles. Toughest one I remember was... What is the expected number of Hamiltonian cycles in a random graph?
Brainteasers and technical quastions.
What is the difference between Public, Protected and Private in object oriented languages?
the modified duration of 10-year treasury bound is?
They asked about easy coding problems on Leetcode, and asked me to describe a quantitative project I did before
Assumptions of linear regression Probability that x^3 ends with 11 Minimum number of guesses to find a random number between 1 and 1000
We have a fair coin and flip it N times. What we count is the number of switches. A switch is head followed by tail or tail followed by head. What is the expected number of switches?
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