Bias-variance trade off in model fitting.
Quantitative Researcher Intern Interview Questions
4,814 quantitative researcher intern interview questions shared by candidates
I cannot disclose the exact questions. However, they were brainteasers.
Invert matrix Solve an ordinary differential questions Questions about stochastic processes
Multiple questions in each round. I list a few here - Something about Black Scholes equation and Delta hedging. Reverse a linked list. Form all permuation order iof a given array. You drop a stick on a notebook. Stick of lendgth d. Notebook line seperation is lengtth l. Whats the probability stick doesnt cross any line.
Derivation of Dupire Local Vol equation
What models suit when doing this time series
Using any programming language how would you numerically code the integration between 2 areas?
Detailed questions about the inner workings of my previous employer which I was not comfortable answering. Asked about my C++ skills.
smallest integer x such that x! has 100 digits
X follows Unif(-1,1) —> Cov(X,X^2) —> Cov(X, X^4)
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