Quantitative Interview Questions

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Mainly ask the question about option pricing(vanilla and American option, interest rate swap) and pricing method(Binomial tree, PDE, Monte Carlo. etc). you must can describe the different between several structured products.
Jul 31, 2022

Mainly ask the question about option pricing(vanilla and American option, interest rate swap) and pricing method(Binomial tree, PDE, Monte Carlo. etc). you must can describe the different between several structured products.

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