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Interview Question for Associate at Goldman Sachs:

Nov 28, 2009

Using the market prices of vanilla euro calls struck at various prices with identical expiry construct the price for a given euro option with the same expiry

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Mar 4, 2010

by Anonymous:

Interpolate between the two neighbour vols

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Interview Question for Associate at Goldman Sachs:

Using the market prices of vanilla euro calls struck at various prices with identical expiry construct the price for a given euro option with the same expiry

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