Derivatives Analyst Interview Questions

549 derivatives analyst interview questions shared by candidates

forward price formula? an option with payoff at least 0.1K or S-K, how to replicate with vanilla instruments? when future rate is positive related with interest rate, which one is more expensive, forward or future? what is volatility surface? etc.
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Derivatives Analyst

Interviewed at FINCAD

3.9
Aug 4, 2017

forward price formula? an option with payoff at least 0.1K or S-K, how to replicate with vanilla instruments? when future rate is positive related with interest rate, which one is more expensive, forward or future? what is volatility surface? etc.

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