Tracer la courbe des différents grecques en fonction du strike (pour un call européen)
Quantitative Research Intern Interview Questions
3,500 quantitative research intern interview questions shared by candidates
What does 'beta neutral' mean?
Explain what is a PCA? What do you get when you apply a PCA on stocks returns?
Wide range of tough questions on probability, statistics and algorithms.
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.
Probability questions based on a coin toss.
What is polymorphism? If you have N bonds, each can either default or not default, how many possibilities are there?
walk through your resume and behavioral questions
Q: What abilities/contexts do you feel most comfortable or confident in?
Factor models, probability theory questions, whats 2**30
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