Citi Interview Question: What are the factors that go ... | Glassdoor

Interview Question

Summer Analyst Interview Los Angeles, CA

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).

Interview Answer

1 Answer


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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