1) Delta of an ATM option with respect to volatility 2) Put has delta -0.3. Now vol increases and decreases. How does delta change? 3) Put has delta -0.3. Now time to maturity increases and decreases. How does delta change? 4) How does gamma change when time to maturity increases? 5) How does gamma change when volatility increases? 6) Difference between implied and realized volatility? 7) Which is generally higher? Why?
Pattern recognition, statistics, coding, derivatives related questions.
Derivatives pricing, brain teasors, prob questions
You begin by opening every locker. Then you close every second locker. Then you go to every third locker and open it (if it's closed) or close it (if it's open). Let's call this action toggling a locker. Continue toggling every nth locker on pass number n. After 100 passes, where you toggle only locker #100, how many lockers are open?
What approach would you use to generate trading signals with MS Excel?
How would you make money from a hurricane in Louisiana? Tell me what happened in the market during the past 2 weeks? If you had $1MM and made 20% in a year, what do you do with the profit?
If you have 1 million, which country will you invested your money
What is the economic impacts of RMB revaluation in U.S. economy?
did you keep an an eye on the market?
Why trader?
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