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finance2010
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Posts: 1
Joined: July 4th, 2010, 12:47 am

### quant problems by a large IB

PRE-SELECTION TESTGENERAL LOGICOn which of the two days of the week, Saturday or Sunday, does New Year?s Dayfall more often?QUANT KNOWLEDGEFind a formula to price the following fixed-odds bet (in a Black & Scholes pricingframework): I wish to win ♦ if over the next ♦ days, the ♦ has a high-low range[exceeding/not exceeding] ♦ points.Implement the formula in the programming language of your choice.Example: I wish to win $1000 if over the next 7 days the USD/JPY has a high-low range exceeding 2points.For example, if the USD/JPY has a range of low=98.45 and high=100.98 over the next 7 days, I willwin$1000 (because high ? low = 2.53 > 2).CODING KNOWLEDGEA high-traffic e-commerce website such as BetOnMarkets.com requires robust andquality code.Please review the following code and list all the problems that you see with it.Please list all the coding errors/poor coding practices that you can see in thiscode.sub output(){print "<ul>"$conn = mysql_connect( "mysql.foo.org:412", "kum", "overmoon" );mysql_select_db( "kum",$conn ); #selects a database$q = " SELECT * FROM main WHERE id > " .$_GET["id"]. ";";$res = mysql_query($q, $conn);while($row = mysql_fetch_assoc($res) ){print "<li>".$row['description']."</li>";}print "</ul><ul>";$q = " SELECT * FROM main WHERE id < " .$_GET["id"]. ";";$res = mysql_query($q, $conn);while($row = mysql_fetch_assoc($res) ){print "<li>".$row['description']."</li>";}print "</ul>";}WEBSITE PRICING REVIEWPlease review a sampling of bet prices on betonmarkets.com, and give your critiquethereof. How far do you believe prices could be improved? What challenges do youbelieve you would encounter?Recruitment questionnaire ? Quantitative Analyst, BetOnMarkets 5

DavidJN
Posts: 1744
Joined: July 14th, 2002, 3:00 am

### quant problems by a large IB

Is there some purpose to your posting or is this an example of spam?

Alkmene
Posts: 301
Joined: January 18th, 2007, 10:19 pm

### quant problems by a large IB

Interested in an asnwer to the NY questions ...

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