Problème de Black-Scholes et extension des autres modèles
Quantitative Programmer Interview Questions
10,234 quantitative programmer interview questions shared by candidates
Why are you interested in EY?
Mainly math and coding, standard quant interview questions with probability and stats algorithms and analysing time complexities
Option dynamics and Ito’s lemma
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.
How would you price this (example) derivative?
lot of questions about resume
The PFE profile of products such as options, swap, swaptions...etc.
No particularly difficult question
some coin toss / card problem with follow-ups
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