1. PDE for asian option 2. Longstaff for monte carlo
Quant Interview Questions
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Stuff about my resume(projects, background, education).
How do banks make profit?
Asked about past experiences, resume, very simple behavioral interview.
drop things from 100 floors
An ordinary differential equation
1. how to deal with outliers in the data 2. basic python questions 3. resume related questions
15 probably questions. Most of them assume uniform distribution on a circle or a sphere. The others are easy. One discrete random walk question.
Mostly focus on the document that I filled.
How your CTA portfolio perform in the past?
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