What is the difference between future and forward?
Perguntas de entrevista de Model Validation
132 Perguntas de entrevista compartilhadas pelos candidatos | model validation
Do you know what is implied volatility and how it's calculated
What is the assumptions of Black-Scholes model? What is the assumptions of linear regression model?
Why we are interested in the senior tranch prices
ask you to write SAS code by hand with a whitepaper
If you have an option that pays you 5 dollar when the stock price hit $10. The stock price is currently $5. What is the price of the option?
What id the implied volatility? Why do we observe volatility smile?
What is multicollinearity? how you'd identify and address it. What is Gamma and how to calculate it. Explain IFRS 9 and its stages and how to model them.
What is the major risk within Clearstream?
Say you can draw numbers from a uniform distribution, how can you use this to approximate pi?
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