1) dynamic programming: cansum(int a, list [b,c,d]), return whether a can be a sum of elements in the list; 2) option pricing: explain ito's lemma 3) two players, one bid a k from U(0,1), expectation of draws to bid the opponent
Analyste Quantitatif Interview Questions
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Intuition of zero-arbitrage in options pricing. Interviewer guided the thought process.
Q: They ask about the strategies you use in more detail than is necessary.
Q: what is your signal
Explain linear regression and give me its closed form solution
I don't remember much but it was pretty basic stuff.
Finding relation among a big dataset
What is the Put Call Parity
Pair programming problem solvable with dynamic programming
Dynamic programming, probability, regularization, feature selection
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