CODING CHALLENGES

代码题库

用接近 LeetCode 的题表进入训练:先筛选题目,再进入双栏题面和编辑器。每道题只展示它实际声明支持的语言。

继续刷题

题目列表

显示 12 / 646 道可提交题。 当前筛选:标签:Fixed income,权限:订阅

提交状态:未尝试未正确已正确
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

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

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

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

中等面试准备Python / C++ / Rust
未尝试
coding-bond-portfolio-key-rate-duration-hedge订阅锁定
Bond Portfolio Key-Rate Duration Hedge via Least Squares

Bond Portfolio Key-Rate Duration Hedge via Least Squares

困难面试准备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

中等面试准备Python / C++ / Rust
未尝试
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

困难面试准备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

中等面试准备Python / C++ / Rust
未尝试
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

困难面试准备Python / C++ / Rust
未尝试
coding-vasicek-mle-fit订阅锁定
Vasicek MLE Fit from a Short-Rate Series

Vasicek MLE Fit from a Short-Rate Series

中等面试准备Python / C++ / Rust
未尝试
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

困难面试准备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

中等面试准备Python / C++ / Rust