Do you watch anime? [One of the quants was into anime.]
Quantitativ Interview Questions
10,158 quantitativ interview questions shared by candidates
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Let M be a 2x2 matrix (forgot the exact numbers). What is tr(Σk=0 to infinity M^k)?
Q: We have a straddle which strike K = 0, the underlying asset price S ~ N(0,1). What is the expected value of the straddle?
You are given an array of integers in which ever integer appears twice, except for one. Find the integer that only appears once.
Bond negative convexity
If you have 8 balls and a scale. If you can only take two measurements, how do you find the one ball that is lighter than the other 7?
Expected coin toss for get N consecutive heads.
What will be the value of C after running the following pseudo-code? a is 1 B is 100 C is 0 Loop 10000 times: C is average of a and B If a is equal to C or B is equal to C: Exit Loop Set a to B Set B to C ®A. Between 0 and 35 Ob. Between 35 and 45 Oc. Between 45 and 55 Qd. Between 55 and 65 Oe. Between 65 and 75 Of. Between 75 and 100
You have a function F that computes the product of matrices. If X is MxN matrix and Y is NxK matrix then F(X,Y) is going to output matrix product X*Y and take MxNxK nanoseconds. You need to calculate a product of five matrices, P=A*B*C*D*E. The dimensions of the matrices are as follows: A is 2x100, B is 100x10, C is 10x10, D is 10x100, and E is 100x2. How many nanoseconds does it take to calculate P in the fastest way possible using only function F?
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