If X and Y are standard normals that are uncorrelated is X+Y normal? Provide a proof or a counter example.
Quantitative Associate Interview Questions
10,234 quantitative associate interview questions shared by candidates
Let's say there are 10 apples in the re-fridge. and all of them will be gone bad at the same speed. You are only able to have one apple per day. which of apple would you to have in each day?
Tracer la courbe des différents grecques en fonction du strike (pour un call européen)
The interview was pretty straight forward, first they asked about my past experiences and projects that involved Python as they were interested in someone that is very familiar with the language. Then they asked me questions about the factors that influence change in interest rates, and if i were familiar with the derivatives used to hedge it.
Partner interview, the questions asked was centered around what is going on in the market and some macro economical questions were added. Expected more technical questions, but there were very few.
Why are you interested in EY?
Mainly math and coding, standard quant interview questions with probability and stats algorithms and analysing time complexities
Problème de Black-Scholes et extension des autres modèles
How would you price this (example) derivative?
Talking about previous experience and projects
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