Explain Markov Chain process in your model application.
Model Validation Interview Questions
162 model validation interview questions shared by candidates
Why this company?
What is the difference between future and forward?
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
Why did you choose ABN AMRO to apply for a job?
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?
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