Quant Analyst Interview Questions

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Walk me through B&S model (assumptions, main results ) ? What do not hold in practice ? How can we fix it ? Implied volatility ? What assumption is responsible for such a phenomenon ? What about stochastic volatility ?
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Quant/Strat Summer Analyst

Interviewed at Goldman Sachs

3.7
Apr 15, 2016

Walk me through B&S model (assumptions, main results ) ? What do not hold in practice ? How can we fix it ? Implied volatility ? What assumption is responsible for such a phenomenon ? What about stochastic volatility ?

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