MSc Quantitative Finance EHT UZH - interview

[randall_flag]

I received an offer for an interview. They will ask questions about fundamentals of calculus, linear algebra, probability, statistics, economics, and finance. Does anyone know which kind of questions I can expect from them? Particularly, I am wondering if they will ask more o less basic questions (let's say, how to compute the eigenvectors) or in depth questions (find likelihood ratio critical region from a population with a certain probability density function). Of course, both questions can be seen as 'fundamentals', but they are surely on a different level of difficulty.

 

[zhaiquant]

I received an offer for an interview. They will ask questions about fundamentals of calculus, linear algebra, probability, statistics, economics, and finance. Does anyone know which kind of questions I can expect from them? Particularly, I am wondering if they will ask more o less basic questions (let's say, how to compute the eigenvectors) or in depth questions (find likelihood ratio critical region from a population with a certain probability density function). Of course, both questions can be seen as 'fundamentals', but they are surely on a different level of difficulty.

I also received interview from this program. I though they may ask some questions in the textbook they provide in their website, such as basic concepts.

 

[randall_flag]

Congrats to you too for the interview. Exactly; however, I am not sure what they may mean with 'fundamentals', which as you said probably covers 'basic concepts'. Could you come up with some examples of question?

 

[zhaiquant]

Congrats to you too for the interview. Exactly; however, I am not sure what they may mean with 'fundamentals', which as you said probably covers 'basic concepts'. Could you come up with some examples of question?

I guess: definition of sigma-algebra, probability measure etc in probability theory.

 

[nashynash]

hi guys, I've made application too but with lack of success. I was wondering which were your background skills... what kind of bachelor degree and average grade. Hope the interview went just fine... i'll try again next year. Any secret advice? Types of questions at the end of the day?

 

[pfloress]

Hi guys, did you pass by the interview? Please could you provide some info about if thanks!

 

[summe]

Hello everyone, could someone provide some info about the interview and maybe your background? I would be very greatful!