how many throws of a 6-sided dice do you expect to see each number at lease twice
Quant Interview Questions
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Probability and Expected Value abount dices and coins
Basic probability questions and fraction questions
How can you generate a Poisson distributed random variable?
Problem assigned - Future expectation value of arbitrary function of S, E[phi(S(t))] where dS=sigma(S)dW. Asked to solve via PDE vs stochastic. Code in C++ or else to show the methods are equivalent for various different functional forms of sigma and phi.
Leetcode question to find higher powers of an integer
Do you know your Greeks?
1) how to code a moving quantile function efficiently
Calculate the integral of a given function. Calculate the integral using Monte Carlo method
What is stationarity in a stochastic process? Not to be confused with stationarity distribution of a Markov Chain.
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