Approximate gamma effect
Market Risk Interview Questions
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Q: What is the formula for equity forward? Q: What are parameters of Black-Scholes formula? Q: What are the ways to calculate volatility? Describe in detail. Q: VBA: What is Option explicit? What is collection?
What does it mean for the yield and the coupon of a bond if a bond is priced at par? I.e. Discounted value = market value
Did you read the JD
Do you know programming and how good you are at it?
What is the duration of a zero coupon bond?
tell me about your experience
Hedging strategies regarding the cases
Describe a modelling project during your internship
explain the comcept of back-test
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