Options Interview Questions

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“Derive Black-Scholes option pricing equation.”

“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?”

“How many Barbers are there in Chicago ?”

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

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

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