Price a binary option at the money. Do it again with two time steps.
Quantitative Research Interview Questions
4,814 quantitative research interview questions shared by candidates
Tell me about interest rate. What is yield curve. Basic questions about options like BS formula.
The classical 5 pirates 100 coins question
Logical test: 15 questions with 12 possible answers, but there was only one right answer. It was quite difficult.
How do you build a model with DCF
prove convergence of harmonic series
questions based on mathematics, probability, derivatives and arbitrage
Tell me about one of your projects
describe yourself, why morgan stanley, did you apply to any other investment positions?
How to detect cycle in a linked-list. Prove the algo.
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