Stochastic Processes Questions for Market Maker Interviews
A market maker round does not test stochastic processes the way a textbook does. This set is the overlap - the stochastic processes questions that actually turn up in this format.
40 questions, all free to practise. The split is 3 easy, 16 medium, 21 hard.
- Crossing the origin twiceEasyStochastic ProcessesView →
- Retries under a hard capEasyExpected ValueStochastic ProcessesView →
- Where the arrivals landEasyProbabilityStochastic ProcessesView →
- An ant returning to its cornerMediumExpected ValueStochastic ProcessesView →
- Expected duration of a fair gameMediumExpected ValueStochastic ProcessesView →
- Expected flips for HHMediumRandom VariablesExpected ValueView →
- Expected flips for HTMediumExpected ValueStochastic ProcessesView →
- Expected rolls for two sixes in a rowMediumExpected ValueStochastic ProcessesView →
- First passage to ±1MediumStochastic ProcessesView →
- Gambler's ruin (unfair)MediumProbabilityStochastic ProcessesView →
- HT before HH in coin flipsMediumProbabilityStochastic ProcessesView →
- Is W(t)³ a martingale?MediumStochastic ProcessesView →
- Is the random walk squared a martingale?MediumExpected ValueStochastic ProcessesView →
- Log-dynamics of a geometric Brownian motionMediumStochastic ProcessesView →
- Periodicity and limiting distributionMediumStochastic ProcessesView →
- Risk-neutral up probabilityMediumStochastic ProcessesFinance & DerivativesView →
- The SDE of the reciprocalMediumStochastic ProcessesView →
- Tuning an exponential random walkMediumProbabilityStochastic ProcessesView →
- Variance of a stochastic integralMediumProbabilityStochastic ProcessesView →
- A 12 before two 7sHardProbabilityStochastic ProcessesView →
- Amoeba extinctionHardProbabilityStochastic ProcessesView →
- Branching process extinction (critical)HardProbabilityStochastic ProcessesView →
- Conditioning a Brownian bridgeHardStochastic ProcessesView →
- Drunk man on a bridgeHardExpected ValueStochastic ProcessesView →
- Ehrenfest urn stationary distributionHardProbabilityStochastic ProcessesView →
- Expected flips for HHHHardExpected ValueStochastic ProcessesView →
- Expected flips for HTHHardExpected ValueStochastic ProcessesView →
- Exponential martingale compensatorHardCalculusStochastic ProcessesView →
- Four heads in a rowHardExpected ValueStochastic ProcessesView →
- Hitting zero on a ringHardProbabilityStochastic ProcessesView →
- Laplace transform of a Brownian exit timeHardStochastic ProcessesView →
- Making a power of Brownian motion a martingaleHardStochastic ProcessesView →
- Making change in lineHardCombinatoricsStochastic ProcessesView →
- Optional stopping between +3 and −5HardExpected ValueStochastic ProcessesView →
- Quadratic variation in mean-squareHardStochastic ProcessesView →
- Second moment of a Gaussian-kernel stochastic integralHardCalculusStochastic ProcessesView →
- The leap-frog's favorite landing spotHardProbabilityStochastic ProcessesView →
- Variance of an Itô integralHardStochastic ProcessesView →
- When a power of the process is a submartingaleHardProbabilityStochastic ProcessesView →
- World Series bettingHardExpected ValueStochastic ProcessesView →
Widen the search
This set is a slice of two larger ones. If it is too narrow, start here instead:
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