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.
52 questions · page 2 of 2 · Clear filters
- A forward on a stock that pays a dividend, part 2 of 3Time value, rates and linear products · Applied
- From zero rates to a swap valuation, part 2 of 3Time value, rates and linear products · Applied
- Under what condition are a futures price and a forward price on the same asset identical?Time value, rates and linear products · Advanced
- A bond has modified duration 7 and convexity 60.Time value, rates and linear products · Advanced
- You receive fixed at 4% on a five-year $100 million swap, struck at market.Time value, rates and linear products · Advanced
- Why does a mortgage-backed security exhibit negative convexity as yields fall?Time value, rates and linear products · Advanced
- You hedge a $10 million equity portfolio with index futures of notional $250,000.Time value, rates and linear products · Advanced
- The one-year zero rate is 4%.Time value, rates and linear products · Advanced
- Reprice a bond three ways, part 3 of 3Time value, rates and linear products · Advanced
- Futures are not forwards, part 3 of 3Time value, rates and linear products · Advanced
- A forward on a stock that pays a dividend, part 3 of 3Time value, rates and linear products · Advanced
- From zero rates to a swap valuation, part 3 of 3Time value, rates and linear products · Advanced