How to construct a digital option?
Quantitative Researcher Interview Questions
4,814 quantitative researcher interview questions shared by candidates
What is the main focus of IRFS 9
Asked about my skills, experience.
Random walk question: for a,b on the real line (with a<b), what is the probability of getting to b if you start at some point c between a and b? (I was given explicit values for a, b and c)
Describe your classwork to us
1. Effect of auto correlation on Sharpe 2. Ridge/lasso regression
black scholes model explanationa nd strategy building
Vertiefung über CDS, Interest Swaps, Portfoliotheorie
Gave a written test with a variety of technical questions covering SDEs to linear algebra
Question on my resume, pretty straight forward.
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