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Quantitative Associate Interview Questions
10,156 quantitative associate interview questions shared by candidates
If you have an option that pays you 5 dollar when the stock price hit $10. The stock price is currently $5. What is the price of the option?
What id the implied volatility? Why do we observe volatility smile?
Basic questions from CAPM/ Regression
Calcul stochastique, probabilités élémentaires et programmation (C, C++). Pas compliqué mais il faut venir préparé.
- Given a function f(x)=y, without knowing the function, only knowing Y when asking X, what is the most efficient / fast way to find where f(x)=0 ?
What was my biggest weakness and why?
* When did you have to change scope during one of your engagements and how did the customer respond? * Describe what models you have used and for what kind of valuation purposes.
What is a virtual function?
Lots of question on Derivatives and their pricing even Exotics
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