Monthly Archives: September 2007

Interview Question: Where’s the Crystal Ball?

Sample Question #194 (finance) List at least three ways to forecast volatility. (Comment: volatility questions are very common at quant interviews)

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Interview Question: Integration

Sample Question #193 (mathematics) Find the closed-form solution to the following:   where W(s) is a standard Brownian motion.

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Interview Question: Private Protection

Sample Question #192 (programming – C++) What are some of the differences between private and protected inheritance in C++?

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Interview Question: Far or Near

Sample Question #191 (statistics) In cluster analysis, it’s important that we measure the distance properly and correctly. What are some of the ways to measure distance?

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Interview Question: Creating a Dummy

Sample Question #190 (programming – Matlab or R) You have a very large dataset. For one of the variables in the dataset — for example, the dataset is from a population of people and the variable of interest is age … Continue reading

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The National Financial Mathematics Career Fair

The 2007 National Financial Mathematics Career Fair will be held on Friday, Oct. 26, in New York City. The registration deadline is tomorrow, Sept. 28. Only current students in one of the participating programs can register and attend this event. … Continue reading

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Interview Question: Friend or Foe

Sample Question #189 (programming – C++) Does a non-member function have to be a friend in order to access members of a class?

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