One was "Say the exchange rate between USD and SAR is 30 - so 30 SAR = 1 USD. You buy 1 million USD using 30 million SAR, and the rate suddenly falls to 5 SAR = 1 USD." 1) did you lose or gain money, and 2) how much did you lose or gain (in USD and in SAR)
What is the meaning of insurance?
Suppose a collection of n random variables have all pairwise correlations equal to c. Find, with proof, the range of possible values of c.
Mix of probability questions and usual interview questions
Tell me about yourself ev of product of 2 d6
Basic probability questions, fair price of option on land given market.
bayes, fair price of contract
Typical quant trading brainteasers and probability problems
Q: Imagine a standard linear regression Y = B0 + B1X1 + B2X2. What can we say about this regression as corr(X1, X2) tends to 1?
Mostly probability and option knowledge.
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