Tracer la courbe des différents grecques en fonction du strike (pour un call européen)
Quantitativer Analyst Interview Questions
10,166 quantitativer analyst interview questions shared by candidates
Where do you see yourself in 5 years?
What does 'beta neutral' mean?
Explain what is a PCA? What do you get when you apply a PCA on stocks returns?
How would you price this (example) derivative?
Questions on securitization and probability.
Why are you interested in quant? what is your biggest strength? What is the most difficult part of your current role? Salary expectations?
coin flip probs, additional conditions
some coin toss / card problem with follow-ups
Assumptions about the linear regression
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