A and B throws a dice in turn (A,B,A,B,....), A will throw first, and the first ppl to throw a SIX will win. What is probability of A wins?
Quantitative Modeling Interview Questions
73 quantitative modeling interview questions shared by candidates
what's the Heteroscedasticity, why residuals in your model matters, give me a loop in SAS, how to choose in time series
What is it that you want from this job and why would you be a good candidate?
If you have an option that pays you 5 dollar when the stock price hit $10. The stock price is currently $5. What is the price of the option?
What id the implied volatility? Why do we observe volatility smile?
Questions included linear and time series regression concepts
Variable selection process where data have large number of variables.
What's the duration of floating rate note?
What sorts of financial data have you worked with? Have you ever worked with Gaussian Copulas.
Say you can draw numbers from a uniform distribution, how can you use this to approximate pi?
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