Finance & Derivatives Questions for Systematic & Data-Driven Trading Interviews
A systematic & data-driven 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.
23 questions, 7 of them free to practise right now. The split is 3 easy, 17 medium, 3 hard.
- Repricing a bond after a yield jumpEasyFinance & DerivativesView →
- Sharpe of two combined uncorrelated strategiesEasyStatisticsFinance & DerivativesView →
- Valuing a level perpetuityEasyFinance & DerivativesView →
- How much a control variate helpsMediumFinance & DerivativesProgramming & DSAView →
- Minimum-variance weightsMediumStatisticsFinance & DerivativesView →
- Mean of a mean-reverting processHardStochastic ProcessesFinance & DerivativesView →
- Reading N(d₂) in Black–ScholesHardFinance & DerivativesView →
- A mean-reverting processMediumStochastic ProcessesFinance & Derivatives Premium
- Arbitraging a mispriced forward loanMediumFinance & Derivatives Premium
- Back out the market premium, then price a stockMediumStatisticsFinance & Derivatives Premium
- Convexity correction signMediumFinance & Derivatives Premium
- Equivalent continuously-compounded rateMediumFinance & Derivatives Premium
- Finite-difference stabilityMediumFinance & DerivativesProgramming & DSA Premium
- Forward vs. futures priceMediumFinance & Derivatives Premium
- Macaulay duration of a coupon bondMediumFinance & Derivatives Premium
- Marking a seasoned forwardMediumFinance & Derivatives Premium
- Minimum-variance portfolio weightMediumStatisticsFinance & Derivatives Premium
- Risk-neutral up probabilityMediumStochastic ProcessesFinance & Derivatives Premium
- Short-rate modelsMediumStochastic ProcessesFinance & Derivatives Premium
- Sizing an index-futures hedge in contractsMediumStatisticsFinance & Derivatives Premium
- Variance of a lognormalMediumRandom VariablesFinance & Derivatives Premium
- Variance-minimizing hedgeMediumProbabilityStatistics Premium
- Pricing an inverse floaterHardFinance & Derivatives Premium
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