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 1 of 2 · Clear filters
- At 8% a year compounded annually, roughly how many years does money take to double?Time value, rates and linear products · Foundation
- A ten-year zero-coupon bond yields 5% annually.Time value, rates and linear products · Foundation
- A project costs $100 today and pays $60 at the end of each of the next two years.Time value, rates and linear products · Foundation
- What happens to the basis – spot minus futures – as a futures contract approaches expiry?Time value, rates and linear products · Foundation
- A loan charges 12% a year compounded monthly.Time value, rates and linear products · Foundation
- A cash flow of $5 arrives in one year and then grows at 3% a year forever.Time value, rates and linear products · Foundation
- A bond pays a 6% coupon semiannually on $100 face.Time value, rates and linear products · Foundation
- What is the price of a five-year zero-coupon bond with $100 face at a…Time value, rates and linear products · Foundation
- You enter a swap paying fixed and receiving floating.Time value, rates and linear products · Foundation
- Reprice a bond three ways, part 1 of 3Time value, rates and linear products · Foundation
- Futures are not forwards, part 1 of 3Time value, rates and linear products · Foundation
- A forward on a stock that pays a dividend, part 1 of 3Time value, rates and linear products · Foundation
- From zero rates to a swap valuation, part 1 of 3Time value, rates and linear products · Foundation
- An index is at 4,000, rates are 5% and the dividend yield is 2%, both…Time value, rates and linear products · Applied · Free solution
- A commodity futures curve slopes upward.Time value, rates and linear products · Applied · Free solution
- A perpetuity pays $50 a year forever, starting in one year.Time value, rates and linear products · Applied
- A bond has modified duration 7.Time value, rates and linear products · Applied
- A stock is at $100 and pays a $3 dividend in six months.Time value, rates and linear products · Applied
- Which gives the highest terminal value on the same nominal rate: annual…Time value, rates and linear products · Applied
- You hold $10 million of a bond at par with modified duration 7.Time value, rates and linear products · Applied
- What is the value of the floating leg of a standard interest rate swap…Time value, rates and linear products · Applied
- Spot is 1.10 dollars per euro, the one-year dollar rate is 5% and the euro rate is 3%.Time value, rates and linear products · Applied
- EUR/USD trades at 1.10 and USD/JPY at 150. What is the no-arbitrage EUR/JPY cross?Time value, rates and linear products · Applied
- A $500,000 loan amortises over thirty years at 6% with annual payments.Time value, rates and linear products · Applied
- A stock trades at $100 and will pay a $2 dividend in three months.Time value, rates and linear products · Applied
- Using the stock above, whose fair one-year forward is $102.02, a dealer quotes…Time value, rates and linear products · Applied
- A commodity trades at $80.Time value, rates and linear products · Applied
- You are long a forward struck at $95 with six months left.Time value, rates and linear products · Applied
- What is the present value of $1,000 a year for ten years, first payment in one year, at 5%?Time value, rates and linear products · Applied
- A project costs $100 today and returns $60 at the end of each of the next two years.Time value, rates and linear products · Applied
- A project’s cash flows go negative, positive, then negative again (for example…Time value, rates and linear products · Applied
- A three-year bond pays a 5% annual coupon on $100 face.Time value, rates and linear products · Applied
- A two-year bond pays a 10% annual coupon and yields 10%.Time value, rates and linear products · Applied
- The one-year zero rate is 4% and the two-year zero rate is 5%, both annually compounded.Time value, rates and linear products · Applied
- A plain fixed-coupon bond has positive convexity.Time value, rates and linear products · Applied
- Annual discount factors for years one, two and three are 0.97, 0.94 and 0.91.Time value, rates and linear products · Applied
- You bought a three-month FRA on $10 million at 4%.Time value, rates and linear products · Applied
- A ten-year swap on $100 million notional has an annuity factor – the sum of its…Time value, rates and linear products · Applied
- Reprice a bond three ways, part 2 of 3Time value, rates and linear products · Applied
- Futures are not forwards, part 2 of 3Time value, rates and linear products · Applied