Round 2: Investment Bank Quantitative Research
Question 1: In Monte Carlo simulation, name a few ways to reduce variance.
Question 2: Give an example (in finance) where you would use control variates?
Round 2: Investment Bank Quantitative Research
Question 1: In Monte Carlo simulation, name a few ways to reduce variance.
Question 2: Give an example (in finance) where you would use control variates?
Round 1: Investment Bank Quantitative Research
Question: Calculate the first derivative of evaluated at using points to accuracy