DE Shaw · Stochastic Processes

DE Shaw Stochastic Processes Interview Questions

Stochastic processes and Itô calculus — Brownian motion, random walks, gambler’s ruin and geometric Brownian motion — underpin derivatives pricing and quant research interviews. The D. E. Shaw group runs research-heavy interviews covering probability, stochastic processes, statistics and algorithmic problem-solving. Below are 4 stochastic processes problems of the kind asked at DE Shaw.

All DE Shaw questions, every stochastic processes question, or the whole bank.