Quant interview questions
1,322 questions in the style trading and research firms ask, from probability and brainteasers to options, statistics and coding. Every question is open to read; the 50 in the free sample show their worked solutions here.
207 questions · page 3 of 6 · Clear filters
- In February 2018 several inverse-VIX products lost almost all their value in a day.Markets and products · Advanced
- At 8% a year compounded annually, roughly how many years does money take to double?Time value, rates and linear products · Foundation
- What happens to the basis – spot minus futures – as a futures contract approaches expiry?Time value, rates and linear products · Foundation
- A loan charges 12% a year compounded monthly.Time value, rates and linear products · Foundation
- What is the price of a five-year zero-coupon bond with $100 face at a…Time value, rates and linear products · Foundation
- An index is at 4,000, rates are 5% and the dividend yield is 2%, both…Time value, rates and linear products · Applied · Free solution
- A stock is at $100 and pays a $3 dividend in six months.Time value, rates and linear products · Applied
- Which gives the highest terminal value on the same nominal rate: annual…Time value, rates and linear products · Applied
- EUR/USD trades at 1.10 and USD/JPY at 150. What is the no-arbitrage EUR/JPY cross?Time value, rates and linear products · Applied
- A stock trades at $100 and will pay a $2 dividend in three months.Time value, rates and linear products · Applied
- What is the present value of $1,000 a year for ten years, first payment in one year, at 5%?Time value, rates and linear products · Applied
- You are long a $95 call. The stock settles at $103. What is the payoff, ignoring premium?Options: fundamentals and arbitrage · Foundation · Free solution
- Rates are zero and a stock pays no dividend.Options: fundamentals and arbitrage · Foundation
- You buy the $100 call for $6 and sell the $110 call for $4.Options: fundamentals and arbitrage · Foundation
- You buy the $100 straddle for a combined premium of $12. What is the upper breakeven?Options: fundamentals and arbitrage · Foundation
- You buy the $50 put for $3 and the stock settles at $44. What is your profit per share?Options: fundamentals and arbitrage · Foundation
- You sell the $90 put for $2.50.Options: fundamentals and arbitrage · Foundation
- You own stock bought at $100 and sell the $110 call against it for $3.Options: fundamentals and arbitrage · Foundation
- You buy 5 call contracts at a quoted price of $2.40.Options: fundamentals and arbitrage · Foundation
- You buy stock at $100 and the $95 put for $4.Options: fundamentals and arbitrage · Foundation
- You buy a call and sell a put with the same strike and expiry.Options: fundamentals and arbitrage · Foundation
- You buy the $95 put for $2 and the $105 call for $3.Options: fundamentals and arbitrage · Foundation
- You own stock at $100, buy the $90 put for $3 and sell the $110 call for $3.Options: fundamentals and arbitrage · Foundation
- A stock trades at $100 with no dividends.Options: fundamentals and arbitrage · Applied
- You sell the $95 put and the $105 call, and buy the $90 put and the $110 call…Options: fundamentals and arbitrage · Applied
- You buy the 25-delta call and sell the 25-delta put on the same expiry.Options: fundamentals and arbitrage · Applied
- Rates are zero. Calls on the same expiry are quoted at $12 for the $90 strike.Options: fundamentals and arbitrage · Applied
- The three-month $100 call trades at $5 and the six-month $100 call at $4, on a…Options: fundamentals and arbitrage · Applied
- A stock is at $100 with no dividends.Options: fundamentals and arbitrage · Applied
- You buy the 95 call, sell two 100 calls and buy the 105 call for a net debit of $1.50.Options: fundamentals and arbitrage · Applied
- You sell a one-month at-the-money call and buy a three-month call at the same strike.Options: fundamentals and arbitrage · Applied
- Rates are zero. The $100 call is quoted at $9.40 and the $105 call at $4.00, same expiry.Options: fundamentals and arbitrage · Applied
- What is the most a one-year European put with a $100 strike can be worth when…Options: fundamentals and arbitrage · Applied
- You are short a deep in-the-money American call on a stock going ex-dividend tomorrow.Options: fundamentals and arbitrage · Applied
- Calls on the same expiry are quoted at $11.50 for the $95 strike, $7 for the…Options: fundamentals and arbitrage · Advanced
- European options, interest rates at zero.Options: fundamentals and arbitrage · Advanced
- You are short a call struck at exactly where the stock is trading into the…Options: fundamentals and arbitrage · Advanced
- When should you exercise an American call early?Options: fundamentals and arbitrage · Advanced
- A stock at $100 goes to $120 or $90 in one period, rates are zero.Option pricing models · Foundation
- In a Cox–Ross–Rubinstein tree with monthly steps and 30% annual volatility…Option pricing models · Foundation