citi quantitative analyst

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1、CitiQuantitativeAnalyst1.WhyyoutransferredfromAtoBwhyyoupickedAwhatareyourfavoritetechnicalandnon-technicalcourseswhyyoustudiedxxgivemethemostquantitativeprojectyouhaveeverhad2.Adiceisrolledtwice,whatistheprobabilitythatonthesecondchanceitwouldbe6.3.WritedownEinstein'sequations.Whatisinva

2、riantquantityingeneralrelativity.WhatisthedifferentbetweenspectralandSudospectralmethods.WhatisthedifferentbetweenvoidpointerandNullpointer.CanCstructurecontainafunctioncall.Howtosolvestheschrodinger'sequation.Howtoreduceerrorinfinitedifferencing.4.WhatarethevariablesinvolvingBSpricing?5.

3、AftersometechnicalquestionsIwasaskedwhichareaIwasmostinterestedin,strategy,model,orprogramming?6.Tellmesomealgorithmsaboutrecursionandsequence.Gametheoryisaboutdistributionandthesecondonebeatmeinadditiontothet-distribution.7.Whataretype1errorandtype2error?whatisp-value8.Youhave100coinsont

4、hetable.10areheads,90aretails.Youareblindfoldedbutyoucanarrangethecoins.Howcanyoumake2pilesofcoinswiththesamenumberofheads?9.Whatisthepriceofa1-dayCallOptiononCitistockstruckat-the-money?10.Alotoffitquestions.Howquantdoyouthinkyouarecomparedtoyourclassmates,etc.Easymathquestiongiven2sides

5、ofatrianglewhatistherangethatthe3rdsidecanbe.11.Burntworopes,oneneeds60minus,anotherneeds30.Howtoget45minustime.12.Pleasetrytobeasdetailedaspossibleregardingthetechnicalquestion,businesscase,etc.13.Whatprogramminglanguageshaveyoulearned14.Whatcomputationalmethodshaveyoulearned15.SolvetheB

6、rownianmotionSDEonpaper.Hereisthestartingequation.16.Derive"uv"integralrulefromanydifferentiationidentityyouremember.Youcanuseonly"basic"identitiesandno"advanced"calculusinyourderivation.17.Describeoneprojectindetail.18.Howtofindoutthemissingnumberofdistinct99numberfrom1to100?19.Howdoyouv

7、iewB-SModel?20.Youhave99distinctnumbersfrom1-100,howwouldyoufindwhichnumberismissing?21.Howmanycombinationsthathaveatleastonefivefromzeroto100022.Describebackgroundresearch23.Whatistheprobabilityofformingaacutetrianglefromthreerandomdotsinacircle24.Canyoustarttomorr