Round 2: Investment Bank Quantitative Research
Question 1: What is the variance of a Brownian Motion at time ?
Question 2: What is , where is a Brownian Motion at time ?
Question 3: Given that , what is the probability that for ? That is, find
Round 2: Investment Bank Quantitative Research
Question 1: What is the variance of a Brownian Motion at time ?
Question 2: What is , where is a Brownian Motion at time ?
Question 3: Given that , what is the probability that for ? That is, find