2) Value a call option OTM, with r = 0, using a binomial model
Quantitative Analyst Summer Intern Interview Questions
236 quantitative analyst summer intern interview questions shared by candidates
Definition and calculating methods of VaR
Have you worked on any Quant-type of projects before?
Why finance? Why Bank of America? Simple technical questions on Greeks, VBA, and VaR. A question on CDS. Give an example where you explained some concepts to someone without a technical background. How would you start solving a problem from scratch without any references or external help?
A time when you solved a problem
What is the difference between a class and a struct?
Describe linear regression. Difference between Bayesian vs. frequentist probability
1. Two containers with volumes of 3 and 5 liters. How you could measure 4 liters of water? 2. Stock A, B with volatility 5% and 10%. They are independent. How you relocate them?
Price the barrier option. You can give a rough idea of it.
Comparing HMM and RNN.
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