How do you speed up the convergence of a Monte Carlo simulation? Do you know anything about C++ templates / Python @classmethod decorator / how to verify the properties of a pseudorandom generator? Also, specific questions about choices and assumptions made in case study. Presentation lasted 10-12 minutes, but Q&A lasted four times as long.
Draw distribution of 200 coin flip of biased coin with probability of H is 2/3.
A fair coin is tossed 100 times to create a sequence of heads and tails. A participant is allowed to ask 1 yes or no question (e.g. was the first coin flip heads?), then plays a game where he tries to guess all 100 coins. The participant is awarded $1 for every coin guessed correctly, and loses $1 for each incorrect guess. Find and prove an optimal strategy.
Signed an NDA so cannot disclose the questions. There is a suggested reading list which is pretty comprehensive.
Go through your resume. Why do you choose Millward Brown?
NDA signed, cannot give details. Mostly focused on probability and statistics, see that example test on the companies website.
I signed an NDA prohibiting from discussing the questions.
Know basics about finance, stocks
Factor models, probability theory questions, whats 2**30
Lots of expectation values questions
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