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Citi Summer Analyst Interview Question

I interviewed in Los Angeles, CA and was asked:
"What are the factors that go into valuing an option contract? The follow up question was what are the Option Greeks and how do they related to each other (this was the hard one, but he seemed satisfied that I knew even half of them)."
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Part of a Summer Analyst Interview Review - one of 852 Citi Interview Reviews

Answers & Comments

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A difficult follow up question, but I think it's usually better to get these then to not.

- Interview Candidate on Jul 20, 2009

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