Probability questions based on a coin toss.
Quantitative Researcher Intern Interview Questions
2,686 quantitative researcher intern interview questions shared by candidates
Tracer la courbe des différents grecques en fonction du strike (pour un call européen)
What does 'beta neutral' mean?
Explain what is a PCA? What do you get when you apply a PCA on stocks returns?
A fair coin is tossed 100 times to create a sequence of heads and tails. A participant is allowed to ask 1 yes or no question (e.g. was the first coin flip heads?), then plays a game where he tries to guess all 100 coins. The participant is awarded $1 for every coin guessed correctly, and loses $1 for each incorrect guess. Find and prove an optimal strategy.
Factor models, probability theory questions, whats 2**30
Lots of expectation values questions
Optimal betting question based on Kelly's criterion.
walk through your resume and behavioral questions
Experience with the Credit Default Model
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