What does B-S equation look like if stock prices is arithmetic Brownian motion instead of GBM?
Quantitative Researcher Intern Interview Questions
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There are 100 coins and someone flips them and doesn't tell us the results. I can ask one Yes/No question. After the answer I will start guessing the coin flip results. For each correct guess I get 1 dollar and for each wrong guess I lose 1 dollar. What is the best strategy to play this game and what is the maximum expected value of the return.
Q1: We have two integers A and B and we know A/B is in the interval [0.48, 0.52]. What are all possible values for B?
4 coin flips, probability of at least 2 heads
If rolling two dice, probability of rolling a square number (1,4,9,..)
1. 2 players, 30 sided die. A choose the number first and B then choose a different number. The one who choose the number which is closer to the number the die rolls wins the amount (the die rolls) of money. For example, A choose 9, B choose 10, if die rolls 7 then B pay A 7 dollars. Would you like to be A or B? What number would you choose? What is your expected return? Does your strategy depend on you opponent?
Three coding questions, one is linear interpolation, one is temperature prediction and the third one is a follow-up question (optional).
One is about a simple sorted array search. One is about typical statistical models.
What is the distribution the sum of two uniform? Draw points on a circle.
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