Skip to contentSkip to footer
employer cover photo
employer logo
employer logo

Numerix

Is this your company?

Numerix Financial Validation Engineering interview

Numerix Interview Question

Financial Validation Engineering Interview

What are barrier options,bermudan swaption?

Interview Answers

Anonymous

Feb 11, 2015

Barrier Options are option contracts whose payoff depends on whether or not the price of the underlying asset crosses a certain level during the option's lifetime.

Anonymous

Feb 11, 2015

Bermudan swaption gives the holder the right, but not the obligation, to enter into an interest rate swap on any one of a number of predetermined dates. The holder may only exercise the option on one of these dates.

Related searches: Numerix reviews | Numerix jobs | Numerix salaries | Numerix benefits
Numerix interviews