Walk me through B&S model (assumptions, main results ) ? What do not hold in practice ? How can we fix it ? Implied volatility ? What assumption is responsible for such a phenomenon ? What about stochastic volatility ?
Sviluppatore Quant Interview Questions
2,930 sviluppatore quant interview questions shared by candidates
Given a string, e.g., 'aaabbc', give a result like 3a2b1c.
Probability Theory, Software engineering process,
In a binary search tree, given a node as input, find the node that contains the value closer and higher from the value of the input node.
get a bowl contains n strings of noodles, and fold your eyes to connect them tail to tail, what are the expect number of circles you will get?
tell me about yourself (resume based)
Cannot disclose due to restrictions
Generate a fair coin from a biased coin
Teach me one thing about a personal interest of yours.
Try to lowball mostly on salary and just standard questions like walk me through your CV etc
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