<t>Thank you Dominic.Your answers make complete sense. A manager would ask this kind of questions and a well prepared candidate will make his way through them.I was more thinking about "what kind of tricky technical questions you would ask?"Exp: How to hedge your quanto correlation exposure? How to ...

What interview questions would you ask a senior EQD trader?

thx guys.

Last august, some of the structured products desks (who are often short Equity correlation) suffered from the market drop (and the raise of the correlation). Could someone tell me what are the means of hedging this in practice ?dark.

Precision : I was talking about Equity Correlation

Last august, some of the structured products desks (who are often short correlation) suffered from the market drop (and the raise of the correlation). Could someone tell me what are the means of hedging this in practice ?dark.

<t>Could someone give me a theoritical proof of the formula giving the volatility of an ADR (American Deposit Receipt), which takes a foreign stock as underlying, in a classical Black Scholes framework.sigma(ADR)² = sigma(underlying)² + 2 Correl x sigma(FX) x sigma(underlying) + sigma(FX)²with Corre...

<t>Hi,I am trying to price a bermuda swaption (fixing dates are same as exercise dates) by PDE (Hull & White Model)And I am facing a problem with the fixing times :T_ j , j = 0,...,N-1 is the set of the fixing dates. They are separated by delta.and r : is the value of the interest rate (discreti...