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?
Quantitativo Interview Questions
10,165 quantitativo interview questions shared by candidates
Do you watch anime? [One of the quants was into anime.]
Options hedging questions
Let M be a 2x2 matrix (forgot the exact numbers). What is tr(Σk=0 to infinity M^k)?
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?
How many N in [100,400] s.t. N^N is perfect square
Well, I could not speak to them.
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