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Morgan Stanley Interview Questions

Below are 26 quant interview questions of the kind asked at Morgan Stanley, spanning Brain Teasers, Probability, Stochastic Processes, Calculus & Linear Algebra, Finance, Options & Greeks, Portfolio & Risk, Statistics. Each comes with a full worked solution — sign in to check your answers and track your progress.

5
Clock Hands at 3:15
Brain TeasersMorgan StanleyBarclays
Easy
9
Last Digit of 2^100
Brain TeasersGoldman SachsMorgan Stanley
Easy
11
Burning Ropes — 45 Minutes
Brain TeasersGoldman SachsMorgan Stanley
Medium
17
Three Switches
Brain TeasersGoldman SachsMorgan Stanley
Medium
19
Monty Hall
ProbabilityGoldman SachsMorgan Stanley
Easy
29
Two Children
ProbabilityGoldman SachsMorgan Stanley
Easy
34
Exponential Survival
ProbabilityDE ShawMorgan Stanley
Medium
40
Expectation of GBM
Stochastic ProcessesGoldman SachsMorgan Stanley
Hard
41
Variance of Brownian Motion
Stochastic ProcessesGoldman SachsMorgan Stanley
Easy
49
Limit of sin(x)/x
Calculus & Linear AlgebraGoldman SachsMorgan Stanley
Easy
55
Limit of (1+1/n)^n
Calculus & Linear AlgebraGoldman SachsMorgan Stanley
Easy
57
L'Hôpital — (eˣ−1)/x
Calculus & Linear AlgebraGoldman SachsMorgan Stanley
Easy
62
Integrate x·eˣ
Calculus & Linear AlgebraGoldman SachsMorgan Stanley
Medium
90
Put-Call Parity
FinanceGoldman SachsMorgan Stanley
Easy
91
Black-Scholes ATM Call
FinanceGoldman SachsMorgan Stanley
Medium
97
Rule of 72
FinanceGoldman SachsMorgan Stanley
Easy
98
Gordon Growth Model
FinanceGoldman SachsMorgan Stanley
Medium
101
Current Yield
FinanceBarclaysMorgan Stanley
Easy
105
Present Value of an Annuity
FinanceMorgan StanleyJ.P. Morgan
Medium
114
Early Exercise of a Call
Options & GreeksGoldman SachsMorgan Stanley
Medium
118
Find the Put from Parity
Options & GreeksGoldman SachsMorgan Stanley
Easy
122
Covered Call Max Profit
Options & GreeksMorgan StanleyIMC Trading
Easy
125
Value at Risk (Normal)
Portfolio & RiskGoldman SachsMorgan StanleyMillennium Management
Medium
130
VaR Time Scaling
Portfolio & RiskGoldman SachsMorgan Stanley
Medium
137
Variance of a Sum
StatisticsGoldman SachsMorgan Stanley
Easy
138
Central Limit Theorem
StatisticsGoldman SachsMorgan Stanley
Easy

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