Information Technology Interview Questions

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I was asked many technical questions including meaning no arbitrage condition risk neutral pricing, martingale, interest rate models, frequentist econometrics estimation methods such as GMM plus bayesian econometrics such as effect of prior choice and weight of prior and posterior on the parameter estimation.
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Information Technology Officer

Interviewed at IMF

4.3
Jan 20, 2017

I was asked many technical questions including meaning no arbitrage condition risk neutral pricing, martingale, interest rate models, frequentist econometrics estimation methods such as GMM plus bayesian econometrics such as effect of prior choice and weight of prior and posterior on the parameter estimation.

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