How do you price a options that has an underlying with 30% chance of price A and 70% chance of price B.
Quant Interview Questions
2,930 quant interview questions shared by candidates
Linear regression, Beta, t-stats, R-squared
3 tests on math, computer science, finance 3 in person interviews Heavy focus on basic statistical inference knowledge and options pricing abilities
What factors in production could cause a backtested strategy to perform different than expected?
Roll a dice and get the surface value as payoff, vs roll a 100 dices and get the average of all surfaces as payoff. If price of playing this game is 4, which mode would you choose to play with?
I was asked not to share
Difference between mutual fund and ETF. Disadvantage of PCA.
What is geometric Brownian motion
so far waiting for the results of technical exam
What is polymorphism? What is encapsulation?
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