How to hedge out a digital call option
Quantitative Research Interview Questions
4,814 quantitative research interview questions shared by candidates
- Application of Ito formula E(W_t) ?
mathematics, statistics, programming, language, team working
Question on anagrams. Rewording strings in the most efficient way
a lot of stochastic calculus
1. Try to explain my previous projects to people in other fields with different backgrounds, why what I did in projects are interesting and useful. 2. What I learned in classes of my current school impressed me most. 3. Talk about my previous experiences in coding and numerical analysis.
The most unexpected questions is that they challenged the model I used for a academic project. They ask how do you know your model is appropriate for the problem. This questions seems easy, but I did not prepare and thus screwed up the interview.
integration of 1/cos(x)
Binary option pricing
2) Value a call option OTM, with r = 0, using a binomial model
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