Let (X,Y) be jointly Gaussian with correlation p. What is E(max(X,Y)) as a function of p?
Quant Analyst Interview Questions
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I was asked on Heston model, Monte Carlo simulations, PDE's methods and their comparisons, Interest rates model, HJM, Hull-White.
Describe yourself and a time where you made a hard decision?
How extensively do you use Python?
Asked about my masters thesis paper, asked to explain several different models in machine learning
Estimate the number of trees in the UK
There is a question regarding why you want to do trading
Calculate expected payoff in a simple card game between two players from a 3 card deck.
how much money would you pay to be able to have the option to roll the dice again if you got the number you roll's worth in dollars.
Difficult combinatorics and standard probability/ brain teaser
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