When we perform OLS for a linear regression problem, if the errors are not iid, positively correlated or negatively correlated, what will happen to your estimation?
Quant Analyst Interview Questions
2,930 quant analyst interview questions shared by candidates
Describe the Black-Scholes model, derive several properties of the price in this model, make some qualitative comments.
Walk through resume. What is your current research. Do you have experience with databases
What did you do in your internship
why do you want this job?
Describe your biggest advantage over other people
Green book brainteasers + coding question. Interview was friendly but did not help. Few questions about my experience. I was rejected 2-3 weeks later.
How do you project cashflows for annuity
Asked not to disclose the questions.
Assume you have 99 unbiased coin and 1 biased coin with 2H. You flips 10 times and get all H, What is the probability of the coin you are fliping is biased one?
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