Assumptions about the linear regression
Quantitative Interview Questions
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Option dynamics and Ito’s lemma
lot of questions about resume
The PFE profile of products such as options, swap, swaptions...etc.
No particularly difficult question
What does 'beta neutral' mean?
Explain what is a PCA? What do you get when you apply a PCA on stocks returns?
coin flip probs, additional conditions
some coin toss / card problem with follow-ups
walk through your resume and behavioral questions
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