yield curve building, interest rate derivatives modelling
Quantitative Interview Questions
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Typical quantitative questions (see Heard on the Street): decompose exotic payoffs in vanilla payoffs; solve ode's, etc
Explain different options greeks and distributions
Tell me about a project you did.
Every time a farmer dips a bucket into the well, it comes back with a random amount of water uniformly distributed between 0 and 1 liter, which his cow then drinks. The farmer stops once the cow has consumed more than 1 liter. On average, how many times will the farmer need to dip his bucket into the well before stopping?
The dataset was complex.
calculate VWAP form a pandas data frame
Hangman Challenge, using python to write an autonomous algorithm to solve it
Was a hangman solving algorithm in python
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