Brain teaser using dynamic programming. Optimization problems using lagrange optimizer. Statistics problems: binomial distribution and law of large number.
Quantitative Research Internship Interview Questions
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1. Brownian motion 2. Coding ability
Brain teasers, nothing unexpected
resume related, options and BS model, and an case study
What is the CAPM in finance?
A series of questions on bond prices and avoiding rounding errors in computing.
describe the STL in C++
Skewness of the expected payoff of an options position (which I can't remember right now).
can't think of any. lots of personality fit questions. interviewers didn't seem to be very well prepared
Core CS concepts like networks and os.
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