SIG / Susquehanna · Stochastic Processes

SIG / Susquehanna 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. Susquehanna (SIG) is known for poker- and game-theory-flavoured interviews built around expected value, probability and decision-making under uncertainty. Below are 3 stochastic processes problems of the kind asked at SIG / Susquehanna.

All SIG / Susquehanna questions, every stochastic processes question, or the whole bank.