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Quant Interview Questions

Questions that might come up in quantitative finance job interviews

Sunday, February 25, 2007

Two Normal Distributions

Given X,Y, both normal random distributions (N(0,1)). Their correlation is rho. If I tell you X is negative, what can you tell me about Y?

Solution:
Posted by Lingyis at 1:18 AM

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  • ▼  2007 (25)
    • ►  October (3)
    • ►  June (6)
    • ▼  February (15)
      • Linearity of Expectation
      • Burning the chopsticks
      • Crossing the bridge
      • Check whether a singly linked list contains a loop
      • Jars of Pills
      • Apples, Oranges and Mixes
      • Cake Cutting Technique
      • Reverse a linked list
      • Find the permutations of a string using recursion
      • Two Normal Distributions
      • Draw All Balls
      • Random Reduction
      • Sorting
      • Remove Node in Linked List
      • Scarabs on a Dodecagon
    • ►  January (1)

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