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Navigating the Path to Quantitative Finance: Knowledge and Skillset Requirements

Quantitative Finance / By

Introduction Quantitative Finance, often referred to as “Quants,” is a fascinating and dynamic field that combines mathematics, statistics, finance, and computer science to make data-driven decisions in the world of finance. If you’re intrigued by this field and aspire to become a Quant, this blog will guide you through the journey, highlighting the knowledge and …

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Options & Derivatives (Part A: 50 Q&A)

Options and Derivatives / By

Options and Derivatives 1.    What is an exchange? An exchange, refers to a marketplace or platform where various financial instruments, such as stocks, bonds, commodities, derivatives, and currencies, are traded. It provides a centralized venue where buyers and sellers can come together to execute transactions. Exchanges play a vital role in facilitating the smooth functioning of …

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Interview Question on Geometric Brownian Motion (GBM)

Options and Derivatives / By

1.    What is Geometric Brownian Motion (GBM)? Geometric Brownian Motion (GBM) is a mathematical model commonly used to describe the stochastic (random) behavior of certain continuous-time processes, particularly in the field of finance. It’s an essential concept in option pricing, risk management, and other areas ofquantitative finance. GBM is widely used to model the price movement of assets, such …

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Black Scholes Option Pricing: Interview Q&A

Option Pricing Model / By

Q1: What is the Black-Scholes model? The Black-Scholes model, also known as the Black-Scholes-Merton model, is a mathematical formula used to calculate the theoretical price of European-style options. It was developed by economists Fischer Black and Myron Scholes in collaboration with mathematician Robert Merton in 1973. This model is one of the most well-known and …

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30 Time Series Analysis Interview Q&A​

Time Series Analysis / By

30 Time Series Analysis Interview Q&A Q1) What is time series analysis? Time series analysis comprises methods for analyzing time series data in order to extract meaningful statistics and other characteristics of the data. Time series analysis is used to identify patterns and trends in historical data to help make informed decisions about investments, trading …

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Mortgage Backed Securities: Most Asked Interview Questions and Answers​

Fixed Income: Mortgage-Backed Securities / By

Mortgage Backed Securities:Most Asked Interview Questions and Answers Q1) What are the key attributes that define Mortgages? There are a number of key attributes that define the Mortgages: Loan Size Loan term Lien status Credit classification (Credit Scores, LTV, Income Ratios, Documentations) Interest rate type Amortization type Credit guarantees Prepayments and prepayment penalties Q2) What …

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Financial Engineering Interview Questions and Answers

Financial Engineering Part A / By

50 Most Asked Interview Questions and Answers Q1) Define Value at Risk (VaR)? Value at risk (VaR) is defined as the extent of possible financial losses within a firm, portfolio, or position over a specific time frame against a given confidence interval. Risk managers use VaR to understand and control the level of risk exposure …

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