Interview Questions (Update 2026) | Master's in Quantitative Finance ETH UZH

studies

Questions

In 2026 there has been a huge rise in the number of applicants, from around 450 in the prior year to about 650 applications in the year after. There were 100 who received an invite for an interview, while in the previous years in ranged between 60 and 70, where half of them were admitted. Accordingly, it would be fair to assume that the program has risen in popularity and also become more competitive. Some of the questions are incomplete, but could serve as future preparation. If future readers or those who have completed the interview read this, I would ask you to reach out to me so we can help the future generation of students :).

Finance

  • What is a financial derivative?
  • What is a call option?
  • State the put-call parity and does it hold in reality?
  • What are the assumptions on the Black-Scholes model?

Probability Theory

  • What is a sigma algebra?
  • State the central limit theorem.

Calculus

  • What can be said about the derivative of a strictly monotonous function that is continuous in [a,b][a,b] and differentiable on (a,b)
  • What is the growth of the function ln(x)x\frac{ln(x)}{x}, or rather study it.
  • Does it hold that πe>eπ\pi^e > e^{\pi}