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5116Coupon Bond Price 1A 3-year annual-coupon bond has face 100, coupon rate 0.05, and yield to maturity 0.04. What is its price?金融与交易中等数值题未尝试面试订阅5121Clean And Dirty Price 1A bond's annual coupon payment is 6. A buyer settles after 0.25 of the coupon period has elapsed, and the quoted clean price is 101.2. What are accrued interest and dirty price?金融与交易简单数值题未尝试面试订阅5122Clean And Dirty Price 2A bond's annual coupon payment is 4.5. A buyer settles after 0.5 of the coupon period has elapsed, and the quoted clean price is 98.8. What are accrued interest and dirty price?金融与交易简单数值题未尝试面试订阅5126Macaulay And Modified Duration 1For a 4-year annual-coupon bond with face 100, coupon rate 0.05, and yield 0.04, compute Macaulay duration and modified duration.金融与交易困难数值题未尝试面试订阅5131Duration-Convexity Approximation 1A bond has current price 102, modified duration 4.3, and convexity 18. Using the duration-convexity approximation, what price do you estimate after a yield change of 0.01?金融与交易中等数值题未尝试面试订阅5132Duration-Convexity Approximation 2A bond has current price 98.5, modified duration 3.1, and convexity 11. Using the duration-convexity approximation, what price do you estimate after a yield change of -0.015?金融与交易中等数值题未尝试面试订阅5133Duration-Convexity Approximation 3A bond has current price 105.2, modified duration 5.5, and convexity 25. Using the duration-convexity approximation, what price do you estimate after a yield change of 0.02?金融与交易中等数值题未尝试面试订阅5134Duration-Convexity Approximation 4A bond has current price 99, modified duration 2.8, and convexity 9. Using the duration-convexity approximation, what price do you estimate after a yield change of -0.01?金融与交易中等数值题未尝试面试订阅5136Why Premium Bonds Have Shorter DurationWhy does a high-coupon premium bond usually have shorter duration than a low-coupon bond of the same maturity?金融与交易困难essay未尝试面试订阅5137Why Dirty Price Matters On SettlementWhy do traders quote clean price but settle at dirty price?金融与交易困难essay未尝试面试订阅5138Why Convexity HelpsWhy is positive convexity generally good for a bond holder when rates move a lot in either direction?金融与交易困难essay未尝试面试订阅5139Why YTM Is Not A Universal RateWhy can a bond's yield to maturity be a misleading summary when the term structure is not flat?金融与交易困难essay未尝试面试订阅5140Why DV01 Is UsefulWhy do traders often talk in DV01 rather than only in duration?金融与交易困难essay未尝试面试订阅5141Flat Forward From Two Discount FactorsA curve has discount factors D(0.5)=0.992 and D(2)=0.94. If the continuously compounded forward rate is flat over the interval [0.5,2], what is that forward rate?金融与交易简单数值题未尝试面试订阅5142Longer Discount From a Flat Forward BucketThe curve has D(1)=0.97. The average continuously compounded forward rate from year 1 to year 3 is 3.5%. What is D(3)?金融与交易简单数值题未尝试面试订阅5143Average Forward Implied by Two Zero YieldsThe continuously compounded 2-year zero yield is 3.0% and the 5-year zero yield is 4.2%. What is the average continuously compounded forward rate from year 2 to year 5?金融与交易简单数值题未尝试面试订阅5144Last Half-Year Forward SliceA curve has D(1)=0.96 and D(1.5)=0.935. What is the continuously compounded forward rate over the last half-year interval [1,1.5]?金融与交易简单数值题未尝试面试订阅5145Simple Forward From Two Simple Spot RatesThe 6-month simple spot rate is 2.0% and the 18-month simple spot rate is 3.0%. What 1-year simple forward rate from 0.5y to 1.5y is implied?金融与交易简单数值题未尝试面试订阅5146Roll-Down Price of Today's Two-Year ZeroToday D(1)=0.97 and D(2)=0.94. If the entire curve shape is unchanged one year from now, what will be the price then of today's 2-year zero-coupon bond?金融与交易中等数值题未尝试面试订阅5148Flat-Zero Roll-Down Under an Unchanged CurveA 3-year zero-coupon bond is priced off a flat continuously compounded zero curve at 4%. If the curve stays unchanged one year later, what is the bond's price then?金融与交易中等数值题未尝试面试订阅