Walk me through B&S model (assumptions, main results ) ? What do not hold in practice ? How can we fix it ? Implied volatility ? What assumption is responsible for such a phenomenon ? What about stochastic volatility ?
Quant Analyst Interview Questions
2,926 quant analyst interview questions shared by candidates
Given a string, e.g., 'aaabbc', give a result like 3a2b1c.
Probability Theory, Software engineering process,
In a binary search tree, given a node as input, find the node that contains the value closer and higher from the value of the input node.
get a bowl contains n strings of noodles, and fold your eyes to connect them tail to tail, what are the expect number of circles you will get?
tell me about yourself (resume based)
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Generate a fair coin from a biased coin
Teach me one thing about a personal interest of yours.
Try to lowball mostly on salary and just standard questions like walk me through your CV etc
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