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3916Non-Dividend American CallAt an American-option decision node, immediate exercise is worth 8.6 and continuation is worth 7.9. What is the optimal action and the node value?金融与交易中等derivation未尝试面试订阅3919Receiver of Time Value versus Immediate IntrinsicAt an American-option decision node, immediate exercise is worth 17 and continuation is worth 16.2. What is the optimal action and the node value?金融与交易中等derivation未尝试面试订阅3921American Put in One-Step Tree IA one-step binomial model gives next-step option payoffs 0 in the up state and 14 in the down state, with risk-neutral up probability 0.45 and interest rate 5.00% for the step. The option's immediate exercise value today is 7. What are the European and American values today?金融与交易中等derivation未尝试面试订阅3924American Put in One-Step Tree IIIIn a one-step binomial tree, the stock is 80 today and moves to 88 or 64 next period. The strike is 85 and the one-period risk-free rate is 0.1. What is the American put value today?金融与交易中等derivation未尝试面试订阅3925American Call in One-Step Tree with No DividendA one-step binomial model gives next-step option payoffs 1 in the up state and 9 in the down state, with risk-neutral up probability 0.5 and interest rate 0.00% for the step. The option's immediate exercise value today is 4.5. What are the European and American values today?金融与交易中等derivation未尝试面试订阅3926Non-Dividend Call EqualityIn a one-step risk-neutral model, the terminal payoffs are 0 and 16, the up probability is 0.5, the step rate is 4.00%, and immediate exercise today is worth 9. What is the American value today, and what is its premium over the matching European?金融与交易简单derivation未尝试面试订阅3927American Put DominanceIn a one-step risk-neutral model, the terminal payoffs are 20 and 2, the up probability is 0.55, the step rate is 2.00%, and immediate exercise today is worth 10.2. What is the American value today, and what is its premium over the matching European?金融与交易简单derivation未尝试面试订阅3930Why the Gap Often Matters More for PutsA one-step model gives an American put continuation value of 6.9, while immediate exercise is worth 7.3. What is the American value and premium?金融与交易简单derivation未尝试面试订阅3931Large Dividend Makes Waiting More ExpensiveAt a decision node, immediate exercise is worth 12 plus a dividend benefit of 0.9, while continuation is worth 12.4. What is the optimal action and the node value?金融与交易中等derivation未尝试面试订阅3932Positive Rates Help American PutsAt a decision node, immediate exercise is worth 14.5, while continuation is worth 15.1. What is the optimal action and the node value?金融与交易中等derivation未尝试面试订阅3935Why American Calls on Non-Dividend Stocks Stay PatientAt a decision node, immediate exercise is worth 5.5 plus a dividend benefit of 0.3, while continuation is worth 5.9. What is the optimal action and the node value?金融与交易中等derivation未尝试面试订阅3936Why Early Exercise Is an Economic Decision, Not a FormulaWhy is early-exercise logic best understood as a tradeoff among dividends, carry, and time value rather than a memorized checklist?金融与交易中等essay未尝试面试订阅3937Why American Flexibility Often Looks Cheap Until It Suddenly MattersWhy can the extra flexibility of an American option look irrelevant most of the time and then matter a lot in a narrow set of states?金融与交易中等essay未尝试面试订阅3938Why Puts and Calls Behave AsymmetricallyWhat is the cleanest reason American puts and American calls do not share the same early-exercise logic on standard equities?金融与交易中等essay未尝试面试订阅3939How to Sanity-Check an Early-Exercise AnswerWhat is a fast sanity check after you answer an early-exercise question in an interview?金融与交易中等essay未尝试面试订阅3940Why One-Step Trees Still MatterWhy are one-step binomial American-option questions still useful even for candidates who know much more advanced pricing models?金融与交易中等essay未尝试面试订阅3941Up-and-Out CallA barrier option is monitored only at the path values 100, 104, 108, 107. The barrier is 110 and the strike is 95. What is the payoff of this up-and-out call?金融与交易中等derivation未尝试面试订阅3942Down-and-In PutA barrier option is monitored only at the path values 100, 97, 93, 89. The barrier is 92 and the strike is 98. What is the payoff of this down-and-in put?金融与交易中等derivation未尝试面试订阅3943Up-and-In CallA barrier option is monitored only at the path values 50, 53, 55.5, 54. The barrier is 56 and the strike is 52. What is the payoff of this up-and-in call?金融与交易中等derivation未尝试面试订阅3944Down-and-Out PutA barrier option is monitored only at the path values 80, 77, 74, 75. The barrier is 72 and the strike is 78. What is the payoff of this down-and-out put?金融与交易中等derivation未尝试面试订阅