Basic knowledge on options and CDS
Derivatives Analyst Interview Questions
662 derivatives analyst interview questions shared by candidates
This is a valuation role, not a research role, do you understand that? Yes, I understand that. The job title says valuation and I can read. Your question is neither funny nor intelligent.
IRS, Equity options, CDS, Tranches
Questions on the programming languages you mentioned in your resume.
Three strengths, three weaknesses
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 were around, tools used for effectiveness, your understanding of the JD and Past experiences
Q: How Brexit affects Pound Sterling currency?
What is an interest rate swap?
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