Find the limit of the expression (1+1/x)^x as x tends to infinity.
Quantitative Analyst Internship Interview Questions
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Previous salary and experience. Mastery of English Language Basic properties of Black-Scholes models and risk-neutral measures Bond pricing and convexity hedging Elementary probability models (cards, binomial distributions, gaussian limits of LLN) Programming: some pseudocode for some simple numerical interpolation routines
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Explain your research (for 4 times).
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Solve 80 mental math questions in 8 minutes
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They asked me to price a fair value for a derivative given a simulated order book.
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