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.
51 questions · page 2 of 2 · Clear filters
- An option to exchange asset 2 for asset 1 pays max(S₁−S₂,0) in one year.Exotics and structured products · Advanced
- EUR/USD has 8% volatility and USD/JPY 10%, and the log returns of the two rates…Exotics and structured products · Advanced
- You are short a digital paying $1,000,000 if a $100 stock finishes above $100 in one week.Exotics and structured products · Advanced
- A desk is short a knock-out option to a client.Exotics and structured products · Advanced
- Averages and extremes on a tree, part 3 of 3Exotics and structured products · Advanced
- In, out and the vanilla, part 3 of 3Exotics and structured products · Advanced
- Pricing and hedging a digital, part 3 of 3Exotics and structured products · Advanced
- Two stocks and a worst-of, part 3 of 3Exotics and structured products · Advanced
- A quanto pays a foreign index in domestic currency at a fixed rate.Exotics and structured products · Expert
- Why can some barrier options be hedged with a static portfolio of vanillas…Exotics and structured products · Expert
- Rates and dividends are zero.Exotics and structured products · Expert