<t>Not so sure about the fourth question, but I beleive it went something like this:You have a chess board (a square lattice of 8x8). In the "first" square you put one coin, in the "second" you put two coins, in the "third" you put four coins, and so on... If you fill the whole board like this (the ...

<t>Yes it still is a GBM but the parameters change as GBM_(S)[mu,sigma] to GBM_(1/S)[-mu+sigma^2,-sigma] (I am not sure of the sign changes). To prove just use Ito's lemma for 1/S and do the algebra. Afterwards the interviewer mentioned that some people call it Siegel's paradox (or something like th...

<t>Player,Out of curiosity, how did you get your interview? Did you apply online directly to GS? If so, to an associate or to an analyst position?Last year I had a phone interview with FICC ( an FX desk), the questions I got were (a part from some fluffy questions about career plans and the usual):-...