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.
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- 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