Nichts Besonderes zu erwähnen, Programmieren vielleicht.
Quantitative Research Intern Interview Questions
4,813 quantitative research intern interview questions shared by candidates
Now I consider it trivial, but at the time I had not studied enough quant finance to have come across Breeden-Litzenberger results for constructing the pdf for the terminal value of an asset at some point in the future.
integration with respect to the domains of the integral.
first round: behavior second round: tech, including stochastics, math, statistics, and a little programming third round: tech
What is VaR and expected shortfall?
How would you define stationarity in the context of time series/stochastic processes? Is the Wiener process stationary?
Can you talk about options?
how to improve the performance of rolling average?
Are you sure that you want to build models, or you'll switch back to business/risk analytics eventually
questions about interest rate modelling
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