Asked about derivatives.
Derivatives Analyst Interview Questions
662 derivatives analyst interview questions shared by candidates
Basic knowledge on options and CDS
all kinds of option pricing
1. What is static member function. 2.What is stack and heap. 3.int a=0, double b=0.0, in an infinite for loop, a+=1, b+=1.0, how will a and b behave. 4. If we use Monte Carlo to price arithmetic Asian option, what would be a good control variant to reduce variance.(not Geometric Asian Option) 5. If time to maturity or volatility is very large, what is the price of an European option. 6. How to transform uniform distribution [0,1] to normal distribution. 7.What is the probability of a Brownian motion to hit -a before hitting b. 8. There are two circles centered at (0,0), one with radium 1, another with radium 2. A two dimensional brownian motion starts at (1.5,0), what is the probability of hitting the inner circle before hitting the outer circle.(two brownian motions are independent)
Questions on the programming languages you mentioned in your resume.
Three strengths, three weaknesses
IRS, Equity options, CDS, Tranches
some speed math questions, resume questions, remembering big sequences
Tell us about a time when you had to convince someone to do something, try an idea or a new way of doing things, and they were not immediately convinced at the start.
None
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