代码题库 — Sharpe Lens

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显示 9 / 646 道可提交题。当前筛选：标签：Fixed income，难度：中等

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状态题目难度权限语言

未尝试

coding-bachelier-implied-vol订阅锁定

Bachelier (正态) 模型下从看涨期权报价反推隐含波动率

Bachelier (Normal) Implied Vol from a Quoted Call

Numerical Methods Derivatives Fixed income Pricing Sell Side Quant

中等面试准备Python / C++ / Rust

未尝试

coding-bond-convexity订阅锁定

固定票息债券的凸性

Convexity of a Fixed-Coupon Bond

Numerical Methods Fixed income Sell Side Quant

中等面试准备Python / C++ / Rust

未尝试

coding-bond-modified-duration订阅锁定

固定票息债券的修正久期

Modified Duration of a Fixed-Coupon Bond

Numerical Methods Fixed income Sell Side Quant

中等面试准备Python / C++ / Rust

未尝试

coding-bond-modified-duration-curve订阅锁定

离散零息曲线下的修正久期

Modified Duration on a Discrete Zero Curve

Numerical Methods Fixed income Sell Side Quant

中等面试准备Python / C++ / Rust

未尝试

coding-bond-yield-to-maturity订阅锁定

固定票息债券的连续复利到期收益率

Continuous-Compounded Yield-to-Maturity for a Fixed-Coupon Bond

Numerical Methods Fixed income Sell Side Quant

中等面试准备Python / C++ / Rust

未尝试

coding-cumulative-default-prob-from-marginal-hazard-rates可练习

从边际违约概率构造累计违约概率：期限结构合成

Cumulative Default Probability from Marginal Hazard Rates: Term-Structure Composition

Dynamic Programming Numerical Methods Fixed income Risk Risk Quant

中等免费版Python / C++ / Rust

未尝试

coding-floating-rate-note-pricer订阅锁定

由零息曲线给浮动利率债定价

Pricing a Floating-Rate Note from a Zero Curve

Numerical Methods Fixed income Sell Side Quant

中等面试准备Python / C++ / Rust

未尝试

coding-vasicek-mle-fit订阅锁定

Vasicek MLE Fit from a Short-Rate Series

Numerical Methods Fixed income Pricing Statistics Sell Side Quant

中等面试准备Python / C++ / Rust

未尝试

coding-yield-curve-bootstrap-zero订阅锁定

由平价收益率自举零息曲线

Bootstrap a Zero Curve from Par Yields

Numerical Methods Fixed income Sell Side Quant

中等面试准备Python / C++ / Rust

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