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5177Implied Repo Rate 2Spot is 80 and the fair forward/futures price for maturity T=0.5 is 82.4 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5178Implied Repo Rate 3Spot is 120 and the fair forward/futures price for maturity T=1.5 is 130 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5181Arbitrage Direction 1Spot is 100, maturity is 1 years, and the funding rate is 0.03. The quoted forward price is 104. Assuming no income and no frictions, which arbitrage direction is indicated, and what is the mispricing per unit relative to fair value?金融与交易中等数值题未尝试面试订阅5182Arbitrage Direction 2Spot is 90, maturity is 0.5 years, and the funding rate is 0.04. The quoted forward price is 91. Assuming no income and no frictions, which arbitrage direction is indicated, and what is the mispricing per unit relative to fair value?金融与交易中等数值题未尝试面试订阅5186Why Basis Is Not The Same As MispricingWhy can a forward trade above spot without necessarily being overpriced?金融与交易困难essay未尝试面试订阅5187Why Income Lowers ForwardWhy does expected income from holding the asset generally reduce the fair forward price?金融与交易困难essay未尝试面试订阅5188Why Reverse Cash-And-Carry ExistsWhy is reverse cash-and-carry the mirror image of ordinary cash-and-carry when forwards are too cheap?金融与交易困难essay未尝试面试订阅5189Why Futures Need CareWhy can the simple forward-pricing formula be only an approximation for futures rather than an exact identity?金融与交易困难essay未尝试面试订阅5190Why Implied Repo MattersWhy do traders care about implied repo instead of looking only at the quoted forward premium?金融与交易困难essay未尝试面试订阅5191Bull Call Spread 1You buy a call with strike 100 for premium 4.5 and sell a call with strike 110 for premium 1.5, where 110>100. What are the net debit, the break-even stock price, and the maximum profit at expiry?金融与交易中等数值题未尝试面试订阅5192Bull Call Spread 2You buy a call with strike 95 for premium 6 and sell a call with strike 105 for premium 2.2, where 105>95. What are the net debit, the break-even stock price, and the maximum profit at expiry?金融与交易中等数值题未尝试面试订阅5196Protective Put PnL 1You own the stock at 100 and buy a put with strike 95 for premium 4. What is the strategy's profit at expiry if the stock ends at 92?金融与交易中等数值题未尝试面试订阅5200Protective Put PnL 5You own the stock at 90 and buy a put with strike 85 for premium 3.5. What is the strategy's profit at expiry if the stock ends at 87?金融与交易中等数值题未尝试面试订阅5201Covered Call PnL 1You own the stock at 100 and sell a call with strike 105 for premium 4. What is the strategy's profit at expiry if the stock ends at 112?金融与交易中等数值题未尝试面试订阅5205Covered Call PnL 5You own the stock at 95 and sell a call with strike 100 for premium 3.5. What is the strategy's profit at expiry if the stock ends at 110?金融与交易中等数值题未尝试面试订阅5206Long Straddle Break-Evens 1A long straddle uses strike 100, call premium 6, and put premium 5. What are the lower and upper break-even prices at expiry?金融与交易简单数值题未尝试面试订阅5207Long Straddle Break-Evens 2A long straddle uses strike 90, call premium 4.5, and put premium 3.5. What are the lower and upper break-even prices at expiry?金融与交易简单数值题未尝试面试订阅5208Long Straddle Break-Evens 3A long straddle uses strike 110, call premium 7, and put premium 6.2. What are the lower and upper break-even prices at expiry?金融与交易简单数值题未尝试面试订阅5211Why Premium Matters For Payoff ShapeWhy is it dangerous to look only at payoff diagrams and ignore option premiums?金融与交易困难essay未尝试面试订阅5212Why Covered Call Is Not Free YieldWhy is the premium earned from a covered call not simply free income?金融与交易困难essay未尝试面试订阅