Quant interview questions

1,322 questions · page 5 of 34

• You note the height of the first person to walk past, then count how many more…Probability · Advanced
• You may re-roll a fair hundred-sided die as often as you like, paying $1 each time.Probability · Advanced
• In the law of total variance, what does the term Var(𝔼[X|Y]) measure?Probability · Advanced
• Derive the value of the game in which you may re-roll a fair n-sided die as…Probability · Advanced
• A family has two children.Probability · Advanced
• Your opponent has $2 and you have $1.Probability · Advanced
• Flipping a fair coin, which takes longer on average: the first occurrence of…Probability · Advanced
• A coin lands heads with probability 0.6.Probability · Advanced
• You price by Monte Carlo using antithetic pairs whose payoffs correlate at −0.5.Probability · Advanced
• How many fair coin flips are needed on average to first see the pattern HTH?Probability · Advanced
• A symmetric random walk starts at the origin.Probability · Advanced
• A stock at $100 follows a lognormal with zero expected return and 20% annual volatility.Probability · Advanced
• A stick of length one is broken at two points chosen independently and uniformly along it.Probability · Advanced
• Three points are chosen independently and uniformly on a circle.Probability · Advanced
• X and Y are independent standard normals.Probability · Advanced
• Roll a die to get N, then roll N further dice and add them up.Probability · Advanced
• The same walk – symmetric, starting at 0, stopped at +3 or −2.Probability · Advanced
• Which bag was it?, part 3 of 3Probability · Advanced
• The gambler with an edge, part 3 of 3Probability · Advanced
• Two forecasts, part 3 of 3Probability · Advanced · Free solution
• The die with a second chance, part 3 of 3Probability · Advanced
• For the single optional re-roll of a fair six-sided die, at what re-roll fee…Probability · Expert
• Assets A and B correlate at 0.8, and B and C also at 0.8.Probability · Expert
• You choose the pattern HHH and your opponent, choosing afterwards, picks THH.Probability · Expert
• You draw independent uniforms on [0,1] until their running sum exceeds one.Probability · Expert
• You estimate π by drawing points uniformly in the unit square and counting the…Probability · Expert
• The pot holds $60 and your opponent bets $30.Games, decision theory and puzzles · Foundation
• Twenty-one matches, players alternate taking one, two or three, and whoever…Games, decision theory and puzzles · Foundation
• Two players take turns flipping a fair coin, and the first to flip heads wins.Games, decision theory and puzzles · Foundation
• Two players take turns adding a whole number from 1 to 10 to a running total…Games, decision theory and puzzles · Foundation
• In Texas Hold'em, you are dealt pocket aces once in how many hands, on average?Games, decision theory and puzzles · Foundation
• The pot holds $150 including your opponent’s bet, and you must call $50.Games, decision theory and puzzles · Foundation
• What is the angle, in degrees, between the hour and minute hands of a clock at 3:15?Games, decision theory and puzzles · Foundation
• Pennies with uneven stakes, part 1 of 3Games, decision theory and puzzles · Foundation
• Three heaps of Nim, part 1 of 3Games, decision theory and puzzles · Foundation
• A die game with paid re-rolls, part 1 of 3Games, decision theory and puzzles · Foundation
• Hiring the best candidate, part 1 of 3Games, decision theory and puzzles · Foundation
• You roll a fair die and may re-roll once, keeping the second value if you do.Games, decision theory and puzzles · Applied · Free solution
• In the secretary problem, what is the probability the optimal policy finds the…Games, decision theory and puzzles · Applied
• Twelve coins, one counterfeit and either heavier or lighter.Games, decision theory and puzzles · Applied