Optiver (Europe) phone interview questions
(Chimp, 5
Points)
on 11/20/12 at 9:54am
Hi,
I have passed Optiver's three numerical tests, and scheduled to have a phone interview next week. I have no confidence in the interview since I have failed so many. Any guys can tell me what exactly questions they will ask?
Thanks





Let X be a put option on a
Let X be a put option on a collar spread such that there exists and K in R satisfying the PDE Y_k' + Y_k'' = f_k(t,x) where f_n(t,x) is an alpha volatility spread.
What price would you pay for X given the gamma is retracting at a rate proportional to the PDE(that is a put option 2 minutes towards expiration and the markets are open).
Also, you won't get any pen
Also, you won't get any pen or paper GL, I suggest memorizing Taylor series in your head.
blastoise: Let X be a put
Let X be a put option on a collar spread such that there exists and K in R satisfying the PDE Y_k' + Y_k'' = f_k(t,x) where f_n(t,x) is an alpha volatility spread.
What price would you pay for X given the gamma is retracting at a rate proportional to the PDE(that is a put option 2 minutes towards expiration and the markets are open).
Not a fan of these types of threads?
It is a second round
It is a second round interview, not the final round, will it be so technical?
blastoise: Let X be a put
Let X be a put option on a collar spread such that there exists and K in R satisfying the PDE Y_k' + Y_k'' = f_k(t,x) where f_n(t,x) is an alpha volatility spread.
What price would you pay for X given the gamma is retracting at a rate proportional to the PDE(that is a put option 2 minutes towards expiration and the markets are open).
It is a second round interview, not the final round, will it be so technical?
It is a second round
It is a second round interview, not the final round, will it be so technical?
you're easy to troll.
any info?
any info?
blastoise:Let X be a put
blastoise:Let X be a put option on a collar spread such that there exists and K in R satisfying the PDE Y_k' + Y_k'' = f_k(t,x) where f_n(t,x) is an alpha volatility spread.
What price would you pay for X given the gamma is retracting at a rate proportional to the PDE(that is a put option 2 minutes towards expiration and the markets are open).
I believe its 24.5 - 25.5 but tbh if you were size I'd have to make it three ticks wide
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