If implied volatility is lower than realized, how does one make money hedging a call option?
Quantitative Researcher Interview Questions
4,818 quantitative researcher interview questions shared by candidates
draw random variables from uniform distribution[0,1], stop when the sum exeed one. what's the expectation of the sum?
which has higher probability? 1. roll a dye twice, get two 6 2. roll a dye ten times, never get a 6
How many people in a group so that at least two of them have a birthday on the same month?
The probability that the sum of 2 prime numbers between 1 and 20 is even?
I randomly pick four numbers from the first fifteen primes. What is the probability that their sum is odd?
If you toss a fair coin N times, what is probability that you will get an even number of heads? Follow up: now what if you have N - 1 fair coins, and the Nth coin is not fair, but lands on heads with probability p?
What do you know about Time Series Analysis?
If I break a stick of unit length into three random pieces, what’s the expected length of the largest piece?
At some point in time there are N cars moving on the same direction on a one-lane road. Their speeds form a random sample of some continuous distribution. Each car will move at its current speed unless it reaches another (slower) car, at which point it will slow down to the speed level of the slower car. What is the expected number of car clusters that will be observed in the long run?
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