Software Asset Interview Questions

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1. Describe the Black Scholes model for option pricing? 2. Describe about Duration, Convexity of bonds and bond pricing? 3. Describe what does N(d2) signifies in Black Scholes model? 4. Describe Binary option and how its payoff can be replicated using regular options?
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Analyst, Cross Asset Structuring

Interviewed at J.P. Morgan

3.9
Apr 23, 2018

1. Describe the Black Scholes model for option pricing? 2. Describe about Duration, Convexity of bonds and bond pricing? 3. Describe what does N(d2) signifies in Black Scholes model? 4. Describe Binary option and how its payoff can be replicated using regular options?

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