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5150Log Discount Ratio Over One Year of Roll-DownToday D(1)=0.94 and D(0)=1. What continuously compounded one-year carry is implied by simply holding today's 1-year zero to maturity under no curve shock?金融与交易中等数值题未尝试面试订阅5151Final Stub Forward From Bond Price 1A 1.5-year bond with face 100 has annual coupon rate 4.0%, paid semiannually, and trades at 100.911. The discount factors are D(0.5)=0.985 and D(1.0)=0.968. Assume the annual-compounded forward rate from 1.0 years to 1.5 years is flat over that stub. What forward rate is implied?金融与交易困难数值题未尝试面试订阅5156Second-Year Discount From a Par Coupon BondA 2-year annual 4% coupon bond is priced at 100. If D(1)=0.97, what is D(2)?金融与交易中等数值题未尝试面试订阅5157Third-Year Discount From a Premium Coupon BondA 3-year annual 5% coupon bond is priced at 101.2. If D(1)=0.98 and D(2)=0.95, what is D(3)?金融与交易中等数值题未尝试面试订阅5158Two-Year Discount From a Semiannual Coupon BondA 2-year bond pays a 6% annual coupon semiannually and is priced at 101.5. If D(0.5)=0.99, D(1)=0.975, and D(1.5)=0.95, what is D(2)?金融与交易中等数值题未尝试面试订阅5159Eighteen-Month Discount From a Discount Bond With CouponsA 1.5-year semiannual 4% coupon bond is priced at 99.8. If D(0.5)=0.99 and D(1)=0.976, what is D(1.5)?金融与交易中等数值题未尝试面试订阅5160Third Discount Factor From a Par-Like Coupon QuoteA 3-year annual 4.5% coupon bond is priced at 100. If D(1)=0.979 and D(2)=0.951, what is D(3)?金融与交易中等数值题未尝试面试订阅5161Why Steep Curves MatterWhy does an upward-sloping yield curve usually imply positive roll-down carry for a bond held over time, all else equal?金融与交易困难essay未尝试面试订阅5162Why Spot And Forward DifferWhy should you not expect a 2-year spot rate and the 1y1y forward rate to be identical in general?金融与交易困难essay未尝试面试订阅5163Why Bootstrapping WorksWhy does curve bootstrapping solve short maturities first and then move outward one maturity at a time?金融与交易困难essay未尝试面试订阅5164Why Par Yields Hide DetailWhy can two different zero curves generate similar par yields at some maturity?金融与交易困难essay未尝试面试订阅5165Why Curve Interpretation MattersWhy is understanding the whole curve more useful for fixed-income trading than memorizing one quoted yield?金融与交易困难essay未尝试面试订阅5166Fair Forward Price 1A non-dividend-paying asset has spot price 100. If the annual funding rate is 0.04 and maturity is 1 years, what is the no-arbitrage forward price under annual compounding?金融与交易简单数值题未尝试面试订阅5167Fair Forward Price 2A non-dividend-paying asset has spot price 85. If the annual funding rate is 0.03 and maturity is 0.5 years, what is the no-arbitrage forward price under annual compounding?金融与交易简单数值题未尝试面试订阅5171Carry-Adjusted Forward 1Spot is 95. The continuously compounded funding rate is 0.04, carry cost is 0, and asset income/convenience yield is 0.01 over maturity T=1. What is the fair forward price?金融与交易中等数值题未尝试面试订阅5172Carry-Adjusted Forward 2Spot is 110. The continuously compounded funding rate is 0.03, carry cost is 0.01, and asset income/convenience yield is 0 over maturity T=0.5. What is the fair forward price?金融与交易中等数值题未尝试面试订阅5173Carry-Adjusted Forward 3Spot is 70. The continuously compounded funding rate is 0.05, carry cost is 0, and asset income/convenience yield is 0.02 over maturity T=1.5. What is the fair forward price?金融与交易中等数值题未尝试面试订阅5174Carry-Adjusted Forward 4Spot is 130. The continuously compounded funding rate is 0.045, carry cost is 0.015, and asset income/convenience yield is 0 over maturity T=1. What is the fair forward price?金融与交易中等数值题未尝试面试订阅5175Carry-Adjusted Forward 5Spot is 55. The continuously compounded funding rate is 0.025, carry cost is 0.005, and asset income/convenience yield is 0.01 over maturity T=2. What is the fair forward price?金融与交易中等数值题未尝试面试订阅5176Implied Repo Rate 1Spot is 100 and the fair forward/futures price for maturity T=1 is 104 with no income. What annualized implied repo rate does this embed under annual compounding?金融与交易中等数值题未尝试面试订阅