题目列表
显示 12 / 646 道可提交题。 当前筛选：标签：Sell Side Quant，难度：困难
提交状态：未尝试未正确已正确
状态题目难度权限语言
未尝试困难面试准备Python / C++ / Rust
coding-american-mc-longstaff-schwartz订阅锁定
American Put Pricing via Longstaff-Schwartz Least-Squares Monte CarloAmerican Put Pricing via Longstaff-Schwartz Least-Squares Monte Carlo
未尝试困难面试准备Python / C++ / Rust
未尝试困难面试准备Python / C++ / Rust
coding-bermudan-option-binomial-recursive订阅锁定
百慕大看跌期权的 CRR 二叉树定价（按行权日选择性早期行权）Bermudan Put on a CRR Tree with Selective Early-Exercise
未尝试困难面试准备Python / C++ / Rust
coding-bond-portfolio-key-rate-duration-hedge订阅锁定
Bond Portfolio Key-Rate Duration Hedge via Least SquaresBond Portfolio Key-Rate Duration Hedge via Least Squares
未尝试困难面试准备Python / C++ / Rust
coding-cir-short-rate-mle订阅锁定
Cox-Ingersoll-Ross 短期利率模型在历史利率序列上的极大似然标定CIR Short-Rate MLE Calibration on a Historical Series
未尝试困难面试准备Python / C++ / Rust
coding-importance-sampling-deep-otm-mc订阅锁定
Importance Sampling for Deep OTM Monte CarloImportance Sampling for Deep OTM Monte Carlo
未尝试困难面试准备Python / C++ / Rust
coding-jump-diffusion-merton-mc订阅锁定
Merton Jump-Diffusion European Call via Monte CarloMerton Jump-Diffusion European Call via Monte Carlo
未尝试困难面试准备Python / C++ / Rust
coding-multi-level-monte-carlo-european-call订阅锁定
Multi-Level Monte Carlo for a European CallMulti-Level Monte Carlo for a European Call
未尝试困难面试准备Python / C++ / Rust
coding-stratified-sampling-mc-european订阅锁定
分层抽样蒙特卡洛：欧式看涨期权定价European Call MC with Stratified Sampling on Terminal Z
未尝试困难面试准备Python / C++ / Rust
coding-svensson-yield-curve-fit订阅锁定
Svensson (1994) 六参数收益率曲线拟合Svensson (1994) 6-Parameter Yield-Curve Fit
未尝试困难面试准备Python / C++ / Rust
coding-svi-no-arb-fit订阅锁定
SVI Slice Fit with No-Butterfly-Arbitrage ConstraintSVI Slice Fit with No-Butterfly-Arbitrage Constraint
未尝试困难面试准备Python / C++ / Rust
coding-vasicek-short-rate-mle订阅锁定
Vasicek 短期利率模型在历史利率序列上的极大似然标定Vasicek Short-Rate MLE Calibration on a Historical Series