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.
56 questions · page 1 of 2 · Clear filters
- Rehedging a call book, part 1 of 3The Greeks and hedging · Foundation
- What is the sign of gamma on a long put?The Greeks and hedging · Foundation · Free solution
- Where is the time decay of a long option largest?The Greeks and hedging · Foundation
- You are long 10 call contracts with delta 0.55, each on 100 shares.The Greeks and hedging · Foundation
- An option has delta 0.5 and gamma 0.04 per share.The Greeks and hedging · Foundation
- Why can’t you hedge an option book’s gamma by trading the underlying stock?The Greeks and hedging · Foundation
- Reading a book’s risk report, part 1 of 3The Greeks and hedging · Foundation
- Neutralising delta and gamma, part 1 of 3The Greeks and hedging · Foundation
- Living with a long straddle, part 1 of 4The Greeks and hedging · Foundation
- Theta pays for gamma, part 1 of 3The Greeks and hedging · Foundation
- Rehedging a call book, part 2 of 3The Greeks and hedging · Applied
- Which has more vega: a one-month at-the-money option or a one-year at-the-money…The Greeks and hedging · Applied · Free solution
- You are long a straddle and have hedged the delta.The Greeks and hedging · Applied
- A one-year at-the-money call on a non-dividend-paying stock, with positive rates.The Greeks and hedging · Applied
- Where is the gamma of a call option largest?The Greeks and hedging · Applied
- You are long 20 call contracts, each on 100 shares, with delta 0.4.The Greeks and hedging · Applied
- You are long 50 calls with delta 0.6, short 30 puts with delta −0.4, and short…The Greeks and hedging · Applied
- You are long 70 one-month contracts with $4 of vega each.The Greeks and hedging · Applied
- Hedging error falls as one over the square root of the number of hedges.The Greeks and hedging · Applied
- What is the Black–Scholes delta of a one-year at-the-money European put on a…The Greeks and hedging · Applied
- A one-year at-the-money call on a $100 stock has 20% volatility and rates are zero.The Greeks and hedging · Applied
- For a one-year at-the-money European put on a $100 stock with 20% volatility…The Greeks and hedging · Applied
- An option has delta 0.5 and gamma 0.04 per share.The Greeks and hedging · Applied
- Two at-the-money options on the same stock have the same implied volatility…The Greeks and hedging · Applied
- Nothing moves overnight except the calendar.The Greeks and hedging · Applied
- You are long 10 delta-hedged contracts, each on 100 shares, with gamma 0.05 per share.The Greeks and hedging · Applied
- You are short options and delta hedging.The Greeks and hedging · Applied
- A position has gamma of 20 shares per dollar on a $100 stock.The Greeks and hedging · Applied
- A book has delta +2,000 shares, gamma −300 shares per dollar and vega +$5,000…The Greeks and hedging · Applied
- You hold 5,000 shares of an $80 stock with a beta of 1.5 to the index.The Greeks and hedging · Applied
- What is the Black–Scholes delta of a one-year straddle struck at-the-money spot…The Greeks and hedging · Applied
- Reading a book’s risk report, part 2 of 3The Greeks and hedging · Applied
- Neutralising delta and gamma, part 2 of 3The Greeks and hedging · Applied
- Living with a long straddle, part 2 of 4The Greeks and hedging · Applied
- Theta pays for gamma, part 2 of 3The Greeks and hedging · Applied
- Rehedging a call book, part 3 of 3The Greeks and hedging · Advanced
- You are long 100 at-the-money calls, delta-hedged.The Greeks and hedging · Advanced
- You are short gamma and an earnings announcement is due tomorrow. What is the concern?The Greeks and hedging · Advanced
- A one-year at-the-money call on a $100 stock has 20% volatility and rates are zero.The Greeks and hedging · Advanced
- What does vanna measure, and when does it matter most?The Greeks and hedging · Advanced