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Equity Derivatives Interview Questions
130 equity derivatives interview questions shared by candidates
exotic option and vanilla option
What is one trade you would put on given something you’ve followed in the market?
A lot of personality based questions
Explain the existence of volatility smile.
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
cos'è la duration, che rischio misura?
Parlami di opzioni, greche, funzioni di profitto
What is the outlook on the interest rate environment, and what macro economic factors does it affect?
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