Software Engineer/Quant was asked...20 August 2014

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1001 integer between 1000*lg2+1000*lg5 and 1000*lg2+1000*lg5 + 2 so the answer is 1000+1 Less

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The answer is 1001, but to prove it you need to note that 1000log2 is not an integer Less

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int(1000*lg2)+1 + int(1000*lg5)+1 = 1001

Junior Quant Developer was asked...5 April 2016

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basic probability, independent event

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There is no stopping time? Usually this type of math question has a stopping time like "the game stops if you roll a 6". Less

Entry Level Quant Developer was asked...6 November 2011

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If y = x x and x > 0 then ln y = ln (x x) Use properties of logarithmic functions to expand the right side of the above equation as follows. ln y = x ln x We now differentiate both sides with respect to x, using chain rule on the left side and the product rule on the right. y '(1 / y) = ln x + x(1 / x) = ln x + 1 , where y ' = dy/dx Multiply both sides by y y ' = (ln x + 1)y Substitute y by x x to obtain y ' = (ln x + 1)x x Less

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sorry, i copy pasted this, the x x is is really a x^x. Essentially this is just a logarithmic differential exercise, exploiting the fact that d/dx ln f(x) = f'(x) / f(x) so that f'(x) = d/dx ln(f(x)) * f(x) Less

Quant Trader Developer (QTD) was asked...10 January 2021

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Have a think about it, reading the answer here isn't going to help you. Try starting from a smaller number of chips. Less

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Start second, always pick differently from opponent

Senior Quant Developer was asked...11 November 2020

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I looked at the permutations of the array of switch actions

Quant Developer was asked...22 July 2010

Quant Developer was asked...6 October 2017

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matrix mult

Quant Developer was asked...19 April 2017

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Passed 2 questions

Quant Developer was asked...6 October 2009

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Consider for each exercise date the effective rate over the tenor of the swaption taking into account the prevailing rate up to the exercise date and the strike rate. Would it be advantageous to wait or exercise? Less

Haskell Quant Developer was asked...8 November 2022

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I just used my admittedly quite basic Haskell knowledge to get it working. They said they were hiring for all levels but apparently it was not enough. Less