1. How to find rows that contains missing values for a matrix using matlab? 2. How to calculate simple moving average with moving window n for a vector X (for example, 100*1) using matlab (cannot use any build in function such as tsmovavg)? 3. Are you familiar with different optimization function in Matlab? 4. Are you familiar with GARCH model, why use ARCH/GARCH model? What kind of stochastic process you have learned? Do you use any numerical methods to solve PDE? 5. You have a coin, you don't know whether it is a fair coin or a biased one. The probability to get a head follows a uniform distribution with (0,1). Given the first toss is a head, what is the probability that the second toss is also a head?
Quantitative Researcher Intern Interview Questions
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How would you solve the product of two terms without using *?
Types of trades I take Knowledge on options and volatility regimes
What is the yield of a treasury bond
Do you have background in machine learning
What is the integral of log(x)?
What do you know about Synovus?
Probability and Stochastic Calculus questions;
1. What is variance deduction? 2. Derive BS formula.
What is a Merger Arbitrage?
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