Friday, February 27, 2009

blackcock day of reckoning

hello everyone. for those of you who care enough about my life to continue reading, this entry will be a compilation of the questions i received today at superday. this was for blackrock financial modeling group.

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technical questions:

1)
use C++ to program an entire program (that should compile) that does the following:

takes 4 inputs (number of quarters, number of dimes, number of nickels, number of pennies) and return the total amount of change you have.

2)
what is deconstructing and why is it necessary?

3)
what is a resource like memory that when is allocated, must be de allocated?

4)
you have two random variables X and Y. both of their variances is 1. what is the variance of X + Y?

if given that the covariance between X and Y is 1, what is variance of X + Y?

5)
you have a rock in a boat sitting in a pool. you remove the rock and put it into the bottom of the pool. the rock's density is greater than water. does the level of water increase, decrease, or stay the same?

6)
integrate:

a)
integral of  1/x * dx

b)
integral of lnx  * dx

7)
integrate:

a)
integral from negative infinity to infinity: x* e^ (-x^2/2) * dx

b)
integral from negative infinity to infinity: e^(-x^2/2) * dx

find two more methods of integrating both integrals.

8)
what is duration of 10 year zero coupon bond?
what is duration of portfolio of 70% 10 year zero coupon bond and 30% 20 year zero coupon bond?

9)
in fixed income, what is convexity?

10)
write a recursive function.

11)
write a program that does the following (in compilable c++ code):

the input is a number. return true if the number has any number of consecutive numbers that add up to it (for example 5 would return true because 2+3, consecutive numbers, is 5. 4 would return false).

12)
write a program that calculates factorial with input n.

13)
what is dangling pointer?

14)
how to find the size of an 'int'? (integer object)

15)
write a program (pseudocode, thank GOD) that does the following:

take a string and reverses it (thanks mike gao)

16)
what is mortgage back security?

17)
what are chances that of 1000 flipped coins, 600 of them are heads?

18)
what does US government have influence over the mortgage backed securities? and for blackrock's clients?

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other questions

1)
why family guy over simpsons and king of the hill?

2)
capital markets or computer science?
(i had the fudge this answer, of course.)

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i think thats it. such an intense superday. but finally glad that its over!

andy

2 comments:

Shelley said...

haha financial modeling group? its probably abbreviated as fml group.

Unknown said...

This made me think of high school CS and that makes my head hurt. Stacks and queues.. yuck.