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Quantitative Analyst Interview Questions
10,158 quantitative analyst interview questions shared by candidates
Solve the following case study. What is your explanation?
case study questions about pricing
Three candidates voting problem, linear regression
1. All else equal, which one has higher convexity, futures or forwards? 2. When does the delta of a call option equal to 1? 3. 67 times 53 4. dice rolling questions
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Virtual function and pure virtual function.
1) 100 ants are uniformly placed on a [0,1] line, and they randomly travel toward either 0 or 1. When one collides with the other, they exchange directions. Assuming that each ant travels at the speed of 1 per hour, how long would it take for the last ant to reach the either end? 2) What is E(exp(Wt)), E((Wt)^4),... where Wt is a standard Brownian? 3) What is a martingale? Is E(Wt^2-t) a martingale? why? 4) How would you simulate a covariance matrix of 1,000 stocks where each pair has nonzero correlation? 5) Write down a black-scholes equations. What is delta, and how does it change when it approaches the maturity?
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