Financial Validation Engineer Interview - Other
What is an American option? What is a Bermuda option? What is an Asian option?
Is an Asian option’s value larger or equal or smaller than a European option?
What are CIR and Vasicek models? What is the distribution of the rate of both models? (CIR: rate is Chi-square distribution; Vasicek: rate is normal distribution.) What are the advantages and disadvantages of both models?
Do you know BK model?
What are cap, floor, swaption? How to valuate them?
Do you know Java and C++?
Do you know Hagen model?
Do you know BK model?
Do you know how to use volatility surface to price an option?
or Want to Sign up with your social account?