Recent content by aneesh.82

Optiver test Hi, The telephonic interview as they said would be a general interview that would focus on my motivation etc..So what kind of questions can I expect ? cheers, Aneesh

Optiver test Hi Jhwang, Thanks for the reply. I had my Optiver test this monday and I cleared all the 3 tests. I am having a telephonic interview scheduled sometime next week. I would also appreciate if anyone can say what kind of things they would ask in the telephonic round ...

Optiver written test Hi people.. I got my Optiver test scheduled in September. Could someone give some pointers about the 80 ques in 8 mins test..I know it is based on speed mathematics...Just wanted to know how tough would it be... Like, the multiplication questions...would it be a...

Thanks a lot guys for the reply... I seem to understand that since the payoff of the underlying asset is not a contingent claim, it might not be affected by its own volatility and hence its vega is zero... So stock options will be affected by volatility but not the underlying stock.. But if...

Hi all, I am Aneesh, relatively new this group. I have been reading about derivatives and their pricing. I had a question regarding the greeks. It is about the function "Vega" which is the ratio of change in the option price to the change in volatality of the underlying asset. They say...