Please respond by email to the questions below within one hour of receiving the test. Best of luck with your assignment.
Financial Maths
Assuming no credit risk, would you take 100$ now or 105$ in one year? Why?
What do stock investors use Put options for?
What is Maximum Drawdown of an asset? how do you calculate it using the asset daily price time series
What is the annualised volatility of an asset? how do you calculate it using the asset daily price time series
What is the delta of an At the Money call option?
What is worth more a 95% strike Put or a 100% (At the money) Put, priced at inception for the same underlying?
Matlab
Create in 1 command line a vector that starts at 0, takes increments of 1/3 and stops at 2
How do you define a class?
How do you use parallel processing in Matlab?
What are Matlab toolboxes and give an example of one you encountered/used
What is the Matlab operator used to multiply 2 vectors element by element?
Why would you define a class to be static?
Write a function in Matlab that calculates the factorial of a number n, i.e. product of 1,2,3… until n
A is a (3,3) matrix:
A = 1 2 3
4 5 6
7 8 0
What is the result of A(2,:) ?
Python
Can you create a pandas dataframe from 2 lists of 2 different lengths? Why/why not?
Give 2 examples of both mutable and immutable objects in Python.
How do you define a class?
How would you prematurely end the nth iteration of a single for-loop in order to move on to the n+1th iteration of that same for-loop?
How would you print out to console the nth row of the nth column in a pandas dataframe? Give the specific code that would apply to any dataframe of any size, i.e. no hard-coding.
What is a key difference between a function and a method in Python?
Why might you use ‘if “__name__” == “__main__”: main()’ syntax in a module?
Why use a virtual environment for a given project in Python?
Why/when might you use logging instead of printing to console?
Write a simple Python module with a function that prints out to the console today’s UK time, including only the year, month and date.