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3995Fixed-Strike Lookback Call IITwo floating-strike lookback calls share terminal price 105. Path A is [100, 110, 95, 105] and path B is [100, 102, 99, 105]. Which payoff is larger, and by how much?金融与交易中等derivation未尝试面试订阅3996Cash-or-Nothing CallA cash-or-nothing call pays 10 at expiry. Interest rates are zero and the option price is 3.8. What risk-neutral probability of finishing in the money is implied?金融与交易简单derivation未尝试面试订阅3997Cash-or-Nothing PutA cash-or-nothing put pays 5 at expiry. The discount factor to expiry is 0.97 and the option price is 1.455. What risk-neutral probability of finishing in the money is implied?金融与交易简单derivation未尝试面试订阅3998Asset-or-Nothing CallAn asset-or-nothing call has zero rates. The risk-neutral probability of finishing in the money is 0.35, and the conditional expected stock price given finishing in the money is 120. What is the option price?金融与交易简单derivation未尝试面试订阅3999Asset-or-Nothing PutAn asset-or-nothing put has discount factor 0.98, risk-neutral in-the-money probability 0.4, and conditional expected stock price 80 when in the money. What is the option price?金融与交易简单derivation未尝试面试订阅4000Cash-or-Nothing Call IIA desk uses a width-0.5 call spread as a digital approximation. The spread is priced at 0.24. What unit-notional digital price is implied by that approximation?金融与交易简单derivation未尝试面试订阅4001Clique/Reset Payoff 1A cash-or-nothing call pays 25 at expiry. The discount factor is 0.98 and the option price is 6.125. What risk-neutral in-the-money probability is implied?金融与交易中等derivation未尝试面试订阅4002Clique/Reset Payoff 2A one-touch contract pays 3 immediately when an upper barrier is hit. Assume zero rates and the contract price is 0.72. What hit probability is implied?金融与交易中等derivation未尝试面试订阅4003Clique/Reset Payoff 3A cash-or-nothing call and a cash-or-nothing put with the same strike each pay 1 at expiry. Their prices are 0.42 and 0.53. What discount factor to expiry is implied by binary put-call parity?金融与交易中等derivation未尝试面试订阅4004Clique/Reset Payoff 4An asset-or-nothing call has zero rates and price 27. If the conditional expected stock price when in the money is 90, what risk-neutral in-the-money probability is implied?金融与交易中等derivation未尝试面试订阅4005Clique/Reset Payoff 5A digital corridor note pays 4 if S T > K and 1 otherwise. Rates are zero and the risk-neutral probability of S T > K is 0.35. What is the price?金融与交易中等derivation未尝试面试订阅4006Floating Lookback Call with Same Final SpotTwo floating-strike lookback calls finish at the same terminal spot, but Path A had a lower running minimum than Path B. Which call has the larger payoff?金融与交易中等derivation未尝试面试订阅4007Fixed Lookback Call with Same Terminal SpotTwo fixed-strike lookback calls share the same strike and terminal spot. Path A reached a higher running maximum than Path B before expiry. Which call has the larger payoff?金融与交易中等derivation未尝试面试订阅4008Which Payoff Jumps at the StrikeA note pays 2 if an upper barrier is ever hit; otherwise it pays the payoff of a floating-strike lookback call. The observed path is [100, 96, 103, 101] and the barrier is 105. What is the payoff?金融与交易中等derivation未尝试面试订阅4009Does Cliquet Care About Return OrderingA cliquet sums capped-and-floored local returns. If two paths have the same set of period returns but in a different order, does this payoff change?金融与交易中等derivation未尝试面试订阅4010Can a Later Selloff Undo a Locked-In Lookback MaximumA fixed-strike lookback call has already observed a running maximum far above strike. Can a later selloff erase that locked-in intrinsic value?金融与交易中等derivation未尝试面试订阅4011Why Digitals Are Hard to Hedge Near the StrikeWhy are digital options hard to delta hedge when spot trades near the strike?金融与交易中等essay未尝试面试订阅4012Lookback versus Vanilla on Path SensitivityWhy are lookback options usually more expensive than otherwise similar vanilla options?金融与交易中等essay未尝试面试订阅4013Why Cliquets Smooth Some Tail MovesWhy does a cliquet structure often feel less exposed to one huge up month than a plain terminal call on cumulative return?金融与交易中等essay未尝试面试订阅4014Why Lookbacks Are ExpensiveWhy does increasing monitoring frequency generally raise the value of a floating lookback option?金融与交易中等essay未尝试面试订阅