This action might not be possible to undo. Are you sure you want to continue?

Suppose that there are no dividends in the period until expiration. Do you expect the price of the EuroSTOXX 50 future to be below or above the index level and can you explain why? 2) If we do expect a dividend in the period until expiration, how would that affect your answer on the first question. 3) If an arbitrage is done between the indexvola and the vola of individual stocks, which parameter will determine most of the PL? 4) Which implied parameter do you trade if you trade options in the ADR of a stock and trade the stock in Europe? 5) What dollar trade would you do if you buy ADR, sell Europe ? 6) What are the risks in a position ADR long, Europe short? 7) What is the PL of a position call long + stock short when we continually hedge and the stock rises from 5 to 15 and vola remains at the paid implied. Positive, 0, or negative? 8) Explain how you can determine the forward currency price if you have de intrest rate of both currencies? 9) Can you give some examples of reasons that could determine the structure of commodities futures with different expiration months? 10) What is the name of two different common structures for different commodity future expiration months? 11) What are the drivers of the difference in interest rates across currencies? 12) If a portfolio is constructed, what parameters are the drivers for determine the weight of different assets, and why? 13) How can a central bank influence the total money supply and what will be the result of different choices? 14) Suppose: close price is 10.0. A right is issued for 5.0 1:1. What is the corrected closeprice/theo opening? 15) A few months ago the long-term oil futures were priced much higher than the short term. How can you profit from this? 16) What is the key idea that makes the Black-Scholes option pricing model work? 17) Could you describe the GARCH model? 18) Please explain the difference between a stochastic differential equation and a ordinary differential equation.

- Volatility Radar en 1228198
- Autocallable.pdf
- MonteCarlo Oxford
- Math Ics
- [Jaeckel P.] Monte Carlo Methods in Finance(BookZZ.org)
- Cost of Funding Call Option
- Quanto Lecture Note
- [Merrill Lynch] Credit Derivatives Handbook
- Vanna Volga Fx
- Turner, Adair - Economics, Conventional Wisdom and Public Policy
- Hull, John - Volatility Surfaces Rules of Thumb
- Krugman, Paul - The Myth of Asia's Miracle
- Smile Lecture1
- Deng, Qian - Volatility Dispersion Trading
- [bossu]_volatilitySwaps
- option delta with skew adjustment
- Realized Skewness11
- CDS HullWhite
- VAR JunPan Duffie PartA
- Bruno Dupire Slide 1-2
- Raspberry Pi Education Manual
- hide ip
- Relative Value Single Stock Volatility
- 3．The pricing of commodity contracts

Sign up to vote on this title

UsefulNot usefula few easy interview questions for trading.

a few easy interview questions for trading.

- Volatility Radar en 1228198
- Autocallable.pdf
- MonteCarlo Oxford
- Math Ics
- [Jaeckel P.] Monte Carlo Methods in Finance(BookZZ.org)
- Cost of Funding Call Option
- Quanto Lecture Note
- [Merrill Lynch] Credit Derivatives Handbook
- Vanna Volga Fx
- Turner, Adair - Economics, Conventional Wisdom and Public Policy
- Hull, John - Volatility Surfaces Rules of Thumb
- Krugman, Paul - The Myth of Asia's Miracle
- Smile Lecture1
- Deng, Qian - Volatility Dispersion Trading
- [bossu]_volatilitySwaps
- option delta with skew adjustment
- Realized Skewness11
- CDS HullWhite
- VAR JunPan Duffie PartA
- Bruno Dupire Slide 1-2
- Raspberry Pi Education Manual
- hide ip
- Relative Value Single Stock Volatility
- 3．The pricing of commodity contracts