Baruch 二面 with Dan

昨天跟Dan on-site面试的， 被虐的很惨，发来攒攒人品～

1. how to hedge short put option? (Long or short underlying asset)
2. what is the delta of an at-the-money put option? Draw the diagram..
3. x^2=2^x what is x?
4. when is the gamma of put option the greatest? 1-month, 6-month or 1 year? with same underlying, same strike etc.

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