which method (monte carlo and binomial trees) is fast
Financial Engineering Interview Questions
51 financial engineering interview questions shared by candidates
Please tell us a joke.
Do you know PHP and any framework?
Draw convexity on a white board.
Tell us about the technologies you have used so far
How to model the prepayment risk and default risk on a bond using calls and puts?
What scores to use to assess the risk of a loan (besides PD) What are the assumptions of linear regression? Questions regarding your resume (what kind of algorithm you used/why/what are the strengths or weaknesses of your approach)
How many simulations are needed for a MonteCarlo Simulation to work? How does MonteCarlo scale? "Write a code on how to find the day of the week of a given future date"
Behavioural questions like what if analysis
what is diamond problem
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