Something i remember
1)question around capm ratios, which of the following doesn't consider something correlation(which shud be beta)- treynor,Sharpe,Jensen,information ratio..I answered Sharpe.
2)question related to adjusted coefficient of determination- r2...I was stupid to select it can be negative.
3)one around treasury note...I was blank and randomly selected 985 or something.
4)garp code of conduct question was quite straight forward
5)bull put spread related question- max profit I think
6)Vega for a delta neutral,positive gamma exposure..I was not sure but guessed something which indicates low impact
7)impact of increasing n from 250 to 1000 on CI in a Monte Carlo Sim..I couldnt remember and answered reduce by 1/4
8)American option exercise related....when to exercise?
9)probability of exceeding 99% var 2 times in a 90 day HP. I always go wrong here.pls help me to understand this.
10)gini coefficient ordering
11)question on identifying CTD
12)allied Irish bank and barrings similarity
13)Lease rate calculation given future,spot,risk free rate values
14)negative tail and -/+ve excess kurtosis
15)garch mean reversion related...I chose one with a+b higher to take longer to converge
16)ES and VaR values..I used sub additivity for ES
17)question around multicollinearity meaning
18)CAPM Assumptions
19)ES shortfall VaR calculation..I took average of all numbers to the left of cut off point
20)one related to sample mean and std deviation
21)related to r2 calculation
22)t dist property in relation to ND
23)swap value given jpy and USD positions
24)no of futures contract related
25)percentage increase- DV01/DURATION etc
26)probability of default calculation
27)american put minimum value
28)short the basis question- no and long/short
29)adjusted exposure and expected loss calc or unexpected loss( don't remember)
30)something related to hedging using intermediate rates for position with long and short term rates
31)EWMA related...out of 4 eqns which one gives less/more weight to recent return
32)forward rate calculation
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