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.
1,322 questions · page 12 of 34
- A stock at $100 goes ex a $3 dividend tomorrow.Options: fundamentals and arbitrage · Applied
- A quote sheet with a hole in it, part 2 of 3Options: fundamentals and arbitrage · Applied
- When is early exercise right?, part 2 of 3Options: fundamentals and arbitrage · Applied
- Parity with a dividend in the way, part 2 of 3Options: fundamentals and arbitrage · Applied
- What a call spread tells you, part 2 of 3Options: fundamentals and arbitrage · Applied
- A broken parity quote, part 2 of 3Options: fundamentals and arbitrage · Applied
- A stock trades at $100 with no dividends and rates are 5% continuously compounded.Options: fundamentals and arbitrage · Advanced
- Calls on the same expiry are quoted at $11.50 for the $95 strike, $7 for the…Options: fundamentals and arbitrage · Advanced
- A stock becomes hard to borrow and the borrow cost rises sharply.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 is at $100 with no dividends.Options: fundamentals and arbitrage · Advanced
- Puts on the same expiry are quoted at $2 for the $90 strike, $6 for the $100…Options: fundamentals and arbitrage · Advanced
- Rates are high and a stock on which you hold an American put has collapsed to near zero.Options: fundamentals and arbitrage · Advanced
- A quote sheet with a hole in it, part 3 of 3Options: fundamentals and arbitrage · Advanced
- When is early exercise right?, part 3 of 3Options: fundamentals and arbitrage · Advanced
- Parity with a dividend in the way, part 3 of 3Options: fundamentals and arbitrage · Advanced
- What a call spread tells you, part 3 of 3Options: fundamentals and arbitrage · Advanced
- A broken parity quote, part 3 of 3Options: 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
- A one-period tree has u = 1.2, d = 0.85 and a growth factor R = 1.03.Option pricing models · Foundation
- What does the Black–Scholes formula give for a one-year at-the-money call on a…Option pricing models · Foundation
- Black–Scholes without a computer, part 1 of 3Option pricing models · Foundation
- When the model meets the market, part 1 of 3Option pricing models · Foundation
- Replicating a binary claim, part 1 of 3Option pricing models · Foundation
- Climbing a binomial tree, part 1 of 3Option pricing models · Foundation
- A stock is at $100 and in one year moves to either $120 or $80.Option pricing models · Applied · Free solution
- You are convinced a stock will rise with probability 0.9 rather than the 0.5…Option pricing models · Applied · Free solution
- In the Black–Scholes formula, what does Φ(d₂) represent?Option pricing models · Applied
- A stock is at $100, rates are zero, volatility is 20% and expiry is one year.Option pricing models · Applied
- Why are binomial trees still used when a closed form exists for European options?Option pricing models · Applied
- A stock at $50 moves to $60 or $40 over one period. What is the delta of a $50 call?Option pricing models · Applied
- An at-the-money one-year option is worth $8.Option pricing models · Applied
- A stock at $100 moves by a factor of 1.2 or 0.8 each period for two periods…Option pricing models · Applied
- A one-year at-the-money call on a $100 stock has 20% volatility and zero rates.Option pricing models · Applied
- Price the one-year at-the-money call on a $100 stock at 20% volatility with…Option pricing models · Applied
- You solve for implied volatility by bisection on the bracket [0.01,2.00] to a…Option pricing models · Applied
- A stock at $100 moves to $110 or $90 in one period, and $1 invested risk-free…Option pricing models · Applied