Explain the existence of volatility smile.
Derivatives Analyst Interview Questions
662 derivatives analyst interview questions shared by candidates
What happens to the gamma of an ATM option when maturity approaches zero?
Which product is more expensive between: - an autocallable on the worst of two stocks with correlation 1 - an autocallable on the worst of two stocks with correlation -1
Probabilities, Statistics and Mental Maths/ Sequences. People were really nice and questions interesting.
Example: 1, 4, 9, 16, X Whats the next number
Probability of getting at least 60 heads when flipping a coin 100 times
Just did OA - reasonable EV and Sequences: 8 sequences, 7 EV and prob questions.
F: Skizzieren Sie das Auszahlungsprofil eines Turbo-Optionsscheins!
What was a time things did not go to plan, and if you could back in time and change them, what would you change?
cos'è la duration, che rischio misura?
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