what causes volatility smile?
Quant Analyst Interview Questions
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Followed up with the previous puzzle. What if 6 pirates, what if 7 pirates? Then afterwards can you see a pattern?
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There are three ants each on their own side of an equilateral triangle. What's the probability that they will not collide?
Let's generate u1,u2.. from a uniforme distribution in [0,1]. What is the average stopping time T for the sum (u1+..+uT) to be greater than 1 ?
Suppose 30-day volatility was at a given level, approximate 1 year volatility?
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