quant exam in China

[Vic_Siqiao]

i found this file in my undergrad college website, which is a real quant test(in English) designed by a quant from a big Chinese bank; this guy also have several years of experiences in wall street

 

[tigergb]

The examiner was back China early last year, so not by recent storm.

 

[sixthday]

hmm.... no offense

But the question is not really that hard, and really standard. A MFE graduate should be able to do 3 of them pretty easily.

 

[Vic_Siqiao]

hey, guys, actually im sort of kidding, i knew he was back last year. no offense. i changed the post.

as to questions, first one is easy, second one, we can see lots of examples from interest rate derivative books, third has many approach, forth is similar to bootstrapping method

 

[Sanket Patel]

They are fairly straightforward but never hurts to get some practice.