String list related questions of leetcode style
Quantitativ Interview Questions
10,163 quantitativ interview questions shared by candidates
Math, Data science, Software development, derivatives pricing
Basic programming, order, etc. There are some stochastic calculus.
Stochastic calculus, option pricing in the binomial model.
The recruiter's questions were boilerplate, it was obvious she was just reading them and recording what I said. Only needed a few functioning neurons to answer them.
Can you tell me if the log diff between two stock prices is stationary based on graph.
programming questions based on oops, then simple probability questions
Virtual function, two consecutive 6 of dice, linear regression, data structure.
Virtual function and pure virtual function.
1) 100 ants are uniformly placed on a [0,1] line, and they randomly travel toward either 0 or 1. When one collides with the other, they exchange directions. Assuming that each ant travels at the speed of 1 per hour, how long would it take for the last ant to reach the either end? 2) What is E(exp(Wt)), E((Wt)^4),... where Wt is a standard Brownian? 3) What is a martingale? Is E(Wt^2-t) a martingale? why? 4) How would you simulate a covariance matrix of 1,000 stocks where each pair has nonzero correlation? 5) Write down a black-scholes equations. What is delta, and how does it change when it approaches the maturity?
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