Finance & Derivatives Questions for Market Maker Interviews
A market maker round does not test finance & derivatives the way a textbook does. This set is the overlap - the finance & derivatives questions that actually turn up in this format.
13 questions, 3 of them free to practise right now. The split is 12 medium, 1 hard.
- Pricing a digital from a call spreadMediumFinance & DerivativesView →
- Put–call parity with a dividendMediumFinance & DerivativesView →
- Reading N(d₂) in Black–ScholesHardFinance & DerivativesView →
- Cash-and-carry arbitrage profitMediumFinance & Derivatives Premium
- Conversion arbitrage from a parity violationMediumFinance & Derivatives Premium
- Delta of a straddleMediumFinance & Derivatives Premium
- Equivalent continuously-compounded rateMediumFinance & Derivatives Premium
- Gamma and rehedging P&LMediumFinance & Derivatives Premium
- Implied dividend yield from a forwardMediumFinance & Derivatives Premium
- Marking a seasoned forwardMediumFinance & Derivatives Premium
- No-arbitrage call boundsMediumFinance & Derivatives Premium
- Risk-neutral up probabilityMediumStochastic ProcessesFinance & Derivatives Premium
- Short-straddle P&L when vol stays lowMediumFinance & Derivatives Premium
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