Second Round Technical Interview
So I made it through the first round of probability qs, and basic personal qs about why trading. Now I've got a more difficult one. It's a phone interview and it will focus on advanced concepts in derivatives pricing in trading. How should I prep? Have the BSM model down pat? I'm just not sure what to expect
My guess (based on my current classes in derivatives) is that they will ask you how the change in one variable (such as spot price or time period) will affect the price of a derivative.
For example, how does increasing the time period of a put or call affect the price of the derivative?
A: It will increase the price of the derivative as there is more time for the option to become in the money, or something to that extent.
Quis perspiciatis eveniet qui quia molestiae adipisci voluptatum. Qui et eos minus iusto expedita voluptates. Est consectetur quibusdam aut voluptas pariatur eum iste. Qui excepturi architecto sapiente vel numquam rem fuga. Suscipit voluptas corrupti ut ipsam facilis ex non.
See All Comments - 100% Free
WSO depends on everyone being able to pitch in when they know something. Unlock with your email and get bonus: 6 financial modeling lessons free ($199 value)
or Unlock with your social account...