Given the correlations of X,Y and Y,Z, find the minimum correlation between X,Z.
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Prove Black-Scholes How Monte-Carlo works.
Possible day to day scenarios at work and how I would respond.
Monte carlo methods example, basic operation
Tell me about the Brownian motion, and couple of other processes that address the same characteristics.
How would you calculate the probability of 3 consecutive dice rolls giving increasing numbers? What could you tell us about Brownian motion?
What is Git? What is ito's theorem? What is your preferred IDE? What is brownian motion? What is the latest python version? What is a static class? What is agile methodology? Two ways to reverse a list in python What is list comprehension? Total Combinations of 6-digit telephone number with no restriction Have 3 coins, all of them are fair. Coin 1 has 2H, Coin 2 has 2T, and Coins 3 has 1H & 1T. One coin is thrown at random and has a H. If the same coin is tossed again, what is the probability that it will be a H?
1. PDE for asian option 2. Longstaff for monte carlo
Current situation and current compensation package.
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