RGA market risk and hedging Interview - Risk Management
First they ask me what volatility we used in the model. I said we just used the historical volatility for the past period ( 3 month maybe), and then calculate the price. They say that I just used the realized vol instead of implied vol, then our option is going to be very cheap. But that project is form my undergraduate ,so the mistake doesn't make any harm to me.
Then they asked me what is my future plan.
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