Goldman 面试

Derivatives Pricing: Explain the Black-Scholes-Merton model for option pricing and its assumptions. Discuss any limitations of the model.

Stochastic Calculus: What is Ito's Lemma, and how is it used in quantitative finance? Provide an example of its application. OU Process, how to convert SDE to PDE, how to change Black scholes equati

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Curated Interview Questions from Top Companies

sk factors?   Talk about credit derivatives swaps(CSD), total return swap(TRS) .
As a front office quant, how do you support trading desk day to day ? Give me an example to show your responsiblity and contribution.

有问题请问

感谢分享！请问下：
LZ是experience hire还是ng？多久工作经验？
LZ是什么background？
LZ面什么职位？desk quant？

面试的是DESK Q。

匿名用户 发表于 2023-7-22 07:34
感谢分享！请问下：
LZ是experience hire还是ng？多久工作经验？
LZ是什么background？

同问楼主是experienced hire还是ng，同问bg，感谢！