Finance & Derivatives Questions for Prop Trading Interviews
A prop trading 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.
17 questions, 7 of them free to practise right now. The split is 4 easy, 13 medium.
- A hundred days of compoundingEasyBrainteasersFinance & DerivativesView →
- Net P&L of a two-leg book from DV01EasyFinance & DerivativesView →
- Settlement on a pay-fixed FRAEasyFinance & DerivativesView →
- Sharpe of two combined uncorrelated strategiesEasyStatisticsFinance & DerivativesView →
- Rehedging a book after a moveMediumFinance & DerivativesView →
- The profitable range of a short strangleMediumFinance & DerivativesView →
- When time decay reversesMediumFinance & DerivativesView →
- Arbitraging a mispriced forward loanMediumFinance & Derivatives Premium
- Diversified VaR of two positionsMediumStatisticsFinance & Derivatives Premium
- Duration-plus-convexity price moveMediumFinance & Derivatives Premium
- Forward vs. futures priceMediumFinance & Derivatives Premium
- Joint default rangeMediumProbabilityFinance & Derivatives Premium
- Macaulay duration of a coupon bondMediumFinance & Derivatives Premium
- Par swap rate definitionMediumFinance & Derivatives Premium
- Pricing a coupon bond off the spot curveMediumFinance & Derivatives Premium
- Short-straddle P&L when vol stays lowMediumFinance & Derivatives Premium
- Variance of a lognormalMediumRandom VariablesFinance & Derivatives Premium
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