Morgan Stanley Interview Question
Web:
www.morganstanley.com
|
HQ:
New York, NY
Overview |
| |
Salaries |
| |
Reviews |
| |
Interviews |
| |
Photos |
| |
Jobs |
| |
|
391 Interview Reviews |
Back to all Morgan Stanley Interview Questions & Reviews
Interview questions and reviews posted anonymously by interview candidates
Interview Question for Quantitative Analyst at Morgan Stanley:
Nov 11, 2011
1 of
1 people found this helpful
What is the probability of a Brownian motion hit 1 before hitting -2. The Brownian motion starts at 0.
Add Tags
[?]
See more for this Morgan Stanley Quantitative Analyst Interview
Helpful Question?
Yes |
No
Inappropriate?
Answers & Comments (3)
Apr 21, 2012
Why ?
Helpful Answer?
Yes |
No
Inappropriate?
May 19, 2012
Let p be the required probability
If the first move is to the right(with prob 0.5), it hits 1
If the first move is to the left, then we have to find the prob of hitting 1 before hitting 2, starting from -1, which is equal to (1-p).
So p = 0.5 + 0.5*(1-p)
p=2/3
If the first move is to the right(with prob 0.5), it hits 1
If the first move is to the left, then we have to find the prob of hitting 1 before hitting 2, starting from -1, which is equal to (1-p).
So p = 0.5 + 0.5*(1-p)
p=2/3
Helpful Answer?
Yes |
No
Inappropriate?
To comment on this
question,
Sign In with Facebook or
Sign Up
You might also be interested in: Interview Questions, Quantitative Analyst Interview Questions, Morgan Stanley Interview
0 of 0 people found this helpful
by James: