1. Martingale(how, why, change of numeraire)
2. PDE( black scholes equation)
3. Binomial Tree
4. PDE: probably the answer can be in sentence’
5. two types of instruments, exchange rate, vanilla type, future option contract (premium)( can be negative), how to determine forward prices for equities, fxs and etc
6. self financial strategies, dynamic hedging,
7. options combinations, coporate parenting,
8. Arb, non Arb, definition,
9. FX spot
10. Bond yield, bootstrapping,
11. put call parity, stopping time
12. martingale, local martingale
13. greeks,
14. Ito,
15. G1 ++, Linear SDE

12 Questions, 2 longs, 10 shorts