Risk Manager Interview Questions

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Q: Given three ZCB on he market find out how to define a risk-free rate and try to evaluate the ZCB by pricing the cashflows. By hypothesis for each ZCB the probability to gain or loss 10bps was given so that the problem is about a binomial tree of length 1
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Internship Risk Methodologies

Interviewed at UniCredit Group

3.5
Sep 17, 2017

Q: Given three ZCB on he market find out how to define a risk-free rate and try to evaluate the ZCB by pricing the cashflows. By hypothesis for each ZCB the probability to gain or loss 10bps was given so that the problem is about a binomial tree of length 1

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