tell me about yourself; some basics of prob. and linear algebra; data frame questions in python and r
Quantitative Research Associate Interview Questions
815 quantitative research associate interview questions shared by candidates
What are the assumptions of the Black Scholes model and why are they not realistic?
Solving SDE
Assumptions of the Black-Scholes option pricing formula. And asked me to write the formula.
conditional probability, integration, pandas numpy
1)X,Y are standard random variables, the correlation is 0.5. Given X, what's the conditional distribution of Y? 2)A,B,C are r.v.s. correlation between A and B is 0.9, between B and C is 0.9. is it possible that A is unrelated to C? 3)Given two assets, their average return, variance of return and correlation. Find a portfolio such that the sharpe ratio is optimal. 4)toss coins consecutively, get 1 pt if head is up and 2 pts if tail is up. So we can get a sequence of total points. Question: what is the probability that we have 100 pts in this sequence?
Throw a die with 6 faces two times. You may guess whether their sum is even. If you guess right, you win one dollar. What is your expected earn?
What strategy would you employ if given the chance to play this game: You receive the amount of dollars shown on the face of a die. You may re-roll the die at most 3 times, but it costs $0.7 to reroll.
Types of regularization in regression and machine learning.
What did u do about ur projects on the resume? Math, Coding, Finance questions.
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