题目列表
显示 6 / 646 道可提交题。 当前筛选：标签：Derivatives，权限：免费，语言：C++
提交状态：未尝试未正确已正确
状态题目难度权限语言
未尝试中等免费版Python / C++ / Rust
coding-bilateral-cva-and-dva可练习
独立性假设下的双边 CVA 与 DVA：两条折现时间剖面求和Bilateral CVA and DVA Under Independence: Two Discounted Time-Profile Sums
未尝试中等免费版Python / C++ / Rust
未尝试中等免费版Python / C++ / Rust
coding-cds-upfront-fee-from-par-and-standard-coupon可练习
由平价利差、标准 coupon 与 risky PV01 计算 CDS upfront 费CDS Upfront Fee from Par Spread, Standard Coupon, and Risky PV01
未尝试中等免费版Python / C++ / Rust
coding-cross-gamma-2d-shock-grid-pnl可练习
Cross-Gamma 2D Shock-Grid PnL via Bilinear-Quadratic TaylorCross-Gamma 2D Shock-Grid PnL via Bilinear-Quadratic Taylor
未尝试中等免费版Python / C++ / Rust
coding-survival-weighted-ee-profile-for-cva可练习
用于 CVA 聚合的存活加权期望敞口剖面Survival-Weighted Expected-Exposure Profile for CVA Aggregation
未尝试中等免费版Python / C++ / Rust
coding-unilateral-cva-independence可练习
独立性假设下的单边 CVA：折现时间剖面求和Unilateral CVA Under PD-EE Independence: Discounted Time-Profile Sum