a lot of stochastic calculus type of questions
Analyste Quantitatif Interview Questions
10,233 analyste quantitatif interview questions shared by candidates
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6 side dice, average time to roll all sides
Array; Algorithm; Functions.
What's a virtual function?
how to derive the black scholes option formula binary search algorithm
A container is full of water, which comes out of a hole in the bottom at a rate of 1 liter per minute. After six minutes, the level of the water has halved. Find the initial amount of water in the container.
What makes you a successful analyst at JP Morgan ?
two integers with unknown length, expecting one digit at a time and higher digit comes first
In London, temperature is now at x degrees Celsius. Imagine someone wants to buy an option from you. The payoff of the option is the difference in temperature between today and in exactly 1 year. How would you price this option? Example: Temperature today: 7°C, temperature at the same day in one year 8°C. Payoff: 1 USD
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