Equity derivatives interview questions from Goldman Sachs

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Equity derivatives are going to be totally steaming, at least compared to all other areas in 2011 according to analysts at JPMorgan.

You may therefore be interested to know what Goldman Sachs is allegedly asking in equity derivative interviews this year.

The questions below were sent in by a student for our latest iPod competition, so please note that they are likely to at the simplistic end of the scale. Note too, that we have no guarantee that these questions really were asked at Goldman Sachs: we are taking the student's word for it and are trusting types.

The questions:

1) Which structured product would you issue in the current market conditions?

2) Explain the Greeks for options

3) Draw me a payoff profile for autocallable structures, digital coupon notes, Asian options and bonus certificates.

4) What is a square root of 0.1

5) Is gold expensive or cheap ?

6) Explain the assumptions behind Black-Scholes

7) How do you determine when to enter or exit the market using a chart?

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