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5003Infer Volatility Strike From Matched Vega Notional 13Using N vega = 2*K vol*N var, if N var=120000 and N vega=60000, what K vol is implied?金融与交易中等数值题未尝试面试订阅5006Infer Realized Vol Where Variance And Vol Swaps Match 16A variance swap has notional 100000 and variance strike 0.04, while a vol swap has vega notional 45000 and volatility strike 0.2. Other than the trivial case sigma real = 0.2 where both are at strike, what realized volatility makes the two payouts equal?金融与交易困难数值题未尝试面试订阅5007Infer Realized Vol Where Variance And Vol Swaps Match 17A variance swap has notional 80000 and variance strike 0.0324, while a vol swap has vega notional 26400 and volatility strike 0.18. Other than sigma real = 0.18, what realized volatility makes the payouts equal?金融与交易困难数值题未尝试面试订阅5008Infer Realized Vol Where Variance And Vol Swaps Match 18A variance swap has notional 120000 and variance strike 0.0625, while a vol swap has vega notional 66000 and volatility strike 0.25. Other than sigma real = 0.25, what realized volatility makes the two payouts equal?金融与交易困难数值题未尝试面试订阅5011Static Replication Intuition 21Why does the classic static-replication formula for a variance swap involve a strip of OTM options and a log-contract identity?金融与交易困难essay未尝试面试订阅5012Jump-Risk Intuition 22Why can discrete jumps make the simple diffusion-based variance-swap replication less exact?金融与交易困难essay未尝试面试订阅5013Sampling FrequencyWhy can changing the sampling frequency alter a variance swap even if the overall price path looks similar by eye?金融与交易困难essay未尝试面试订阅5014Corridor MotivationWhy might a desk prefer a corridor variance swap to a plain variance swap?金融与交易困难essay未尝试面试订阅5015Mark To Market DriverWhen a variance swap is already running, why does mark-to-market depend on both realized-to-date variance and the market's remaining forward variance?金融与交易困难essay未尝试面试订阅5091Discounted Cashflow 1You receive 105 in 3 years. If the annual discount rate is 0.05, what is the present value?金融与交易简单数值题未尝试面试订阅5096Continuous Discounting 1A cashflow of 100 arrives at time T=1.5. With continuously compounded rate 0.035, what is its present value?金融与交易简单数值题未尝试面试订阅5097Continuous Discounting 2A cashflow of 180 arrives at time T=2. With continuously compounded rate 0.045, what is its present value?金融与交易简单数值题未尝试面试订阅5101Level Annuity PV 1A level annuity pays 10 at each year-end for 5 years. If the discount rate is 0.04, what is the present value?金融与交易中等数值题未尝试面试订阅5106Growing Perpetuity 1The next payment of a growing perpetuity is 5 in one year and then grows at 0.02 forever. If the discount rate is 0.07, what is the present value?金融与交易中等数值题未尝试面试订阅5109Growing Perpetuity 4The next payment of a growing perpetuity is 4.5 in one year and then grows at 0.025 forever. If the discount rate is 0.08, what is the present value?金融与交易中等数值题未尝试面试订阅5111Why Earlier Cashflow MattersTwo projects pay the same total cash over three years, but one front-loads more of it. Why is its present value typically higher when discount rates are positive?金融与交易困难essay未尝试面试订阅5112Why Discount Factors Are UsefulWhy do rates desks often think in discount factors rather than only in interest rates?金融与交易困难essay未尝试面试订阅5113Compounding Convention RiskWhy can using the wrong compounding convention create pricing discrepancies even if the quoted number looks similar?金融与交易困难essay未尝试面试订阅5114Why Break-Even Rates MatterWhy is solving for an implied or break-even discount rate often more informative than reporting a present value alone?金融与交易困难essay未尝试面试订阅5115Why Long-Dated Cashflows Are SensitiveWhy does a small change in discount rate usually move the value of a far-dated cashflow more than that of a near-dated one?金融与交易困难essay未尝试面试订阅