goldman sachs strategist

goldman sachs strategist

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时间:2017-12-07

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1、GoldmanSachsStrategist1.Wentthroughyourresumehowyouhavetheapproximateofsquarerootof37?findthelocationofthenumberinanarray.desrcibethecodes.2.DevelopaprogramgettingtheFibonaccinumber2.Findtheexpectationoftimesofrollsifuwanttogetall6numberswhenucanrollinga6sideddie.Alsoexplaint

2、heunderlyingdeduction.3.Spotanarbitrageopportunitywhengivenaspecificsituationthatsomeoptionsaremis-priced.3.Whatisthecomputationalcomplexityofquicksort?Deriveitmathematically.4.Giventhreerandomvariables(x,y,z)thatarei.i.d,whatistheprobabilityofx+y+z<15.Codeasqrtfunctionwit

3、houtusingbuiltinfunctions.6.Whatisadeadlock?WhatdeterministicschedulingalgorithmdoesJREuse?Describetheprocess.Alsoaskedaboutuserlevelthreads7.TheygavemeaphonecallafterIappliedonmyschoolcareerwebsite.Surprisingly,Iwasaskedonlyonetechnicalquestion.Therestwasachataboutmycareer,m

4、ysituation,andsometimewasspentonmypastexperiences.Ithoughtitwouldhavebeenmoretechnicalbutitwasn't.Iguesseveryinterviewerisdifferentandit'simportanttobereadyforanything.8.TheygavemeaphonecallafterIappliedonmyschoolcareerwebsite.Surprisingly,Iwasaskedonlyonetechnicalquestion.Th

5、erestwasachataboutmycareer,mysituation,andsometimewasspentonmypastexperiences.Ithoughtitwouldhavebeenmoretechnicalbutitwasn't.Iguesseveryinterviewerisdifferentandit'simportanttobereadyforanything.9.Youareplayingthisgamewithflippingacoin.Youcanplayitasmanytimesasyouwantuntilth

6、ereisahead.Atthenthtime,whenyougetahead,theywillpaythe2^ndollars.Howmuchareyouwillingtoplaythisgame?What'sthefairvalue?10.HowtomaximizeAxgivenBx=b.11.WritecodesoftheprojectIhavedone12.Howtomakerand5fromrand7generator.expectedno.ofrollsb4allthefacesofdiceuget13.1)Manufacturean

7、doptionfromplainvanillasthatmakesmoneyincaseoflowvolatilityanddoesnotlosetoomuchintheoppositescenario.2)Weareinajunction.pistheprobabilitythatatleastonecarwillpassthroughitwithinthenext20minutes.Givemetheprobabilitythatnocarwillpasswithinthenext5minutes.14.DefinitionofLevypro

8、cess,probabilityspace15.Horserace:25horses,5lanes,findtheminimumnumb

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