Technical questions: 1. A typical probability question involves Bayes' theorem. 2. Random number generation: how to generate an integer uniformly distributed between 1 and 7 (inclusive) using a uniform random integer generator from 1 to 5? 3. Option price theory: Call-pull parity, European call vs Americal call.
Quantitative Research Intern Interview Questions
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Questions based on puzzles, coding, and prob stats
Given a random number generator which provides a random real value between 0 to 1, how can you estimate the value of pi?
It was some leet code questions with some array manipulations.
Explain logistic regression. Some statistics questions
Calculate p^n. What is the computation time for p*p^(n-1)? How to reduce the computation time?
Stochastic process like solving O-U process, C++ puzzles, comparison of sorting algorithms
What's the finite difference formula for heat equation?
1) Python shallow copy 2) Assumptions of linear regression 3) Creation stacks using 2 queues
What is the probability measure and what is the risk-neutral measure?
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