Most questions were rather typical behavioral and past experiences interview questions .
Derivatives Analyst Interview Questions
662 derivatives analyst interview questions shared by candidates
Black scholes model? Limits of the model, how do we determine implied volatility? What is a swap? How do you determine the fixed rate of a swap? Greeks? Put-call parity? What is a call? What is a put? What is a future? What is the value of a swap at initiation? What is interpolation? Log normal distribution? If correlation between interest rate and future price is positive, what is more expensive a future or a forward price? What is a vanila option? How do you replicate a binary option? Differences between futures and forwards? Types of binary options If the spot price is 200, the cont. Interest rate 5% and expiration is in 1 year, what is the price of the future? Montecarlo simulations What is VaR? Credit VaR? What would you do if your BS model gives you a call value of Y and the market value of the option is X?
2.5% of 64000
tell about derivatives , stock market and few calculation questions
What is technical definition of IRR
they asked about strategies used in options market
Option Greek Basic EC and PE related questions Family members Basic stocks market knowledge Options strategy
Questions basiques sur la gestion d'actifs et sur les produits dérivés (IRS, CDS, options, ...)
Should you buy a call or put option when you predict the price of a stock will go up?
Tell me about Family background
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