Quantitative Finance Summer Associate was asked...5 August 2010

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12

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You can suppose there are n people in the room and think of them in a row. The first one has to shake hands with (n-1) people (because he doesn't have to shake hands with himself). The second one has already shaken hands with the first one, so he has (n-2) shakes remaining... and so on. So you have to sum: (n-1)+(n-2)+(n-3)+...+1= (n/2)*(n-1) Then you have to solve (n/2)*(n-1)=66 and you get n=12. Less

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n(n-1)/2=66 so n=12

Quantitative Finance Summer Associate was asked...5 August 2010

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17/44 of the stock with variance of .3 and 27/44 from the stock with variance of .2 Less

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No, if you can short, the variance could be reduced even further since the stocks are correlated. Less

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Above answers used variance in portfolio variance equation, rather than std. Answer is .386 for security with var .3, and .613 for security with var .2 Less

Summer Internship Quantitative Finance was asked...12 April 2010

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I mean it is not correct (but probably I do not have got true): 1 hour A can make 20% (1/5) B can make 12.5% (1/8) A+B can make 32.5% (1/5 + 1/8 = 13/40) The work will be finished at 100% (1) 1 hour - 32.5% (13/40) x hour - 100% (1) x = 1*1/(13/40) = 40/13 = 3.077 (hours) tha half of the equation was good, but: 8 = X + 1.6*X = 2.6X; -> x=8/2.6) Please post a comment if I do not have true!!! Less

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40/13

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http://brainteaserbible.com/interview-brainteaser-andy-and-ben-working-together

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I detailed my CV and what relevant subjects I could teach. Also went through my demo. Less

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I wanted to teach Urdu

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To implementing the policies and plans developed by the top managers

Quantitative Finance Summer Associate was asked...5 August 2010

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By Ito W^n is a martingale for n=0,1

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Xt is a martingale you get f(Xt) is a martingale if f is linear otherwise convexity or concavity will increase or decrease the expectation, think of Jensen inequality. Less

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Agree, for any n>1 you get a drift term

Quantitative Finance Program was asked...13 September 2010

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25/3

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sorry, should be 25/3

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169/16

Quantitative Finance Summer Associate was asked...5 August 2010

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ln(root 3)

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ln(3)/2

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Reaching back to high school, I'd say -.5

Quantitative Finance Program was asked...24 November 2010

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sqrt(2)-1

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0: it is an undercritical process.

Quantitative Finance was asked...27 January 2011

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(1+p+p^2+p^3)/4 = p So p = sqrt(2) - 1.

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P(dying out)= \sqrt(2)-1

Quantitative Finance Analyst was asked...17 November 2016

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It's not very hard.

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