Stochastic interview questions

52 stochastic questions from quant interviews, each with the approach, the worked solution, and the concepts it tests.

The set breaks down as 7 medium, 28 hard and 17 expert.

Firms that ask stochastic questions in this bank include Jane Street, Two Sigma, Goldman Sachs, Citadel Securities and D.E. Shaw & Co..

A question from this topic: What is Ito's lemma?