Explain how you would hedge a digital option
Quant Developer Interview Questions
2,952 quant developer interview questions shared by candidates
Leetcode question to find higher powers of an integer
Problem assigned - Future expectation value of arbitrary function of S, E[phi(S(t))] where dS=sigma(S)dW. Asked to solve via PDE vs stochastic. Code in C++ or else to show the methods are equivalent for various different functional forms of sigma and phi.
How can you generate a Poisson distributed random variable?
Probability and Expected Value abount dices and coins
Basic probability questions and fraction questions
how many throws of a 6-sided dice do you expect to see each number at lease twice
Probability type of questions.
Do you know your Greeks?
1) how to code a moving quantile function efficiently
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