What models suit when doing this time series
Quantitative Associate Interview Questions
10,161 quantitative associate interview questions shared by candidates
At the first round, I was asked some details about fundamental concepts of derivatives and was given a quite simple case study as a project.
Why Citi?
understanding of BSM option pricing formula, swaps, DCF, short rate models
1. give a sort algorithm
You have 100 coins on the table. 10 are heads, 90 are tails. You are blindfolded but you can arrange the coins. How can you make 2 piles of coins with the same number of heads?
Describe in brief about your project? Some basic OOPS concepts.
Previous salary and experience. Mastery of English Language Basic properties of Black-Scholes models and risk-neutral measures Bond pricing and convexity hedging Elementary probability models (cards, binomial distributions, gaussian limits of LLN) Programming: some pseudocode for some simple numerical interpolation routines
differences between queue and stack.
1st question they asked me to find the expected value of 2 12-sided die. 2nd question they asked me which would I rather do, roll one 12-sided die and double the number or roll 2 12 sided die and add them together. If the number is <13, then your payoff is 0, and if It's over 13 your payoff is whatever number you get.
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