How to generate normal random variables with uniform random variables. Describe Black-Scholes equation and how to solve it.
Junior Quantitative Analyst Data Analyst Interview Questions
8,224 junior quantitative analyst data analyst interview questions shared by candidates
Explain Ridge and Lasso Regression
Why finance ? Tell me about your school projects ?
- How to find the minimum of a function ?
- Local volatility and stochastic volatility differences ?
Several detail questions about data structures.
Lots of coding exercises and statistical questions
1. What is numeraire and its relationship with Girsanov 2. How to price option with Montecarlo
We had a talk about my previous experience. There were questions about my expectation about the position.
Q: they asked about the parameters and meanings of Black-Scholes Option Pricing Model Q: they also asked a conditional probability question
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