options Interview Questions

(Posted anonymously by job candidates)

6 Interview Questions: 16 of 6 Sort by  

May 29, 2012

Interview Question for Technical Team Lead at Lehman Brothers:

“How to sell an "equity option" if there are no long positions of the underlyer or the option itself ?”

Apr 9, 2011

Interview Question for Anonymous at Belvedere Trading:

“Derive Black-Scholes option pricing equation.”

Nov 16, 2010

Interview Question for Anonymous at Magellan 21:

“How many Barbers are there in Chicago ?”

Apr 4, 2009

Interview Question for Anonymous at Barclays Capital:

“What is the value of a rainbow of two items that are perfectly correlated? How do the two underlyings behave?”

Apr 4, 2009

Interview Question for Anonymous at Barclays Capital:

“What is the biggest volatility risk for a cliquet?”

Apr 1, 2009

Interview Question for Anonymous at Ivy Asset Management:

“If someone was going to trade an option based on an increase in volatility, how would he do that? What would the other risks associated with the position be?”

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