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2357Wrong-Way-Risk Judgment 7Why can diversifying counterparties reduce wrong-way risk even when each single trade still has the same market exposure logic?数理金融困难essay未尝试面试订阅2358Wrong-Way-Risk Judgment 8Why can break clauses or shorter maturities matter so much for wrong-way risk mitigation?数理金融困难essay未尝试面试订阅2359Wrong-Way-Risk Judgment 9Why can hedging the market risk of a trade also change its wrong-way risk profile?数理金融困难essay未尝试面试订阅2360Wrong-Way-Risk Judgment 10Why is wrong-way mitigation often partly a commercial or legal problem rather than just a quant-model problem?数理金融困难essay未尝试面试订阅2361Wrong-Way-Risk Judgment 11Why are simple scenario tables a useful first pass for wrong-way risk?数理金融困难essay未尝试面试订阅2362Wrong-Way-Risk Judgment 12Why is historical correlation alone usually not enough to justify a wrong-way-risk assumption?数理金融困难essay未尝试面试订阅2363Wrong-Way-Risk Judgment 13Why do tail states matter more than average states for wrong-way analysis?数理金融困难essay未尝试面试订阅2364Wrong-Way-Risk Judgment 14Why do stress narratives need economic logic instead of just numerical severity?数理金融困难essay未尝试面试订阅2365Wrong-Way-Risk Judgment 15Why are wrong-way-risk conversations naturally cross-functional across trading, credit, collateral, and legal teams?数理金融困难essay未尝试面试订阅2367Wrong-Way-Risk Judgment 17Why can an EM FX forward against a weak domestic bank be strongly wrong-way?数理金融中等essay未尝试面试订阅2368Wrong-Way-Risk Judgment 18Why can a sovereign-bank feedback loop create wrong-way risk even for trades that are not directly sovereign-linked?数理金融中等essay未尝试面试订阅2369Wrong-Way-Risk Judgment 19Why can basis risk between a hedge and the underlying exposure leave wrong-way risk behind even after hedging?数理金融中等essay未尝试面试订阅2370Wrong-Way-Risk Judgment 20Why can funding or liquidity stress amplify wrong-way risk beyond the pure exposure-default table?数理金融中等essay未尝试面试订阅4466Risk-Neutral Probability And No-Arbitrage 1In a one-period binomial model, S0=100, Su=120, Sd=90, and the simple risk-free rate is 0. Compute the risk-neutral probability of the up state, and state whether the no-arbitrage condition holds.数理金融简单数值题未尝试面试订阅4467Risk-Neutral Probability And No-Arbitrage 2In a one-period binomial model, S0=50, Su=65, Sd=45, and the simple risk-free rate is 0.05. Compute the risk-neutral probability of the up state, and state whether the no-arbitrage condition holds.数理金融简单数值题未尝试面试订阅4471State-Price Density Solve 1A stock and bond trade in a one-period two-state model with S0=100, Su=120, Sd=80, and gross risk-free return 1. Solve for the state-price densities λu and λd.数理金融中等数值题未尝试面试订阅4472State-Price Density Solve 2A stock and bond trade in a one-period two-state model with S0=50, Su=62, Sd=42, and gross risk-free return 1.02. Solve for the state-price densities λu and λd.数理金融中等数值题未尝试面试订阅4476Convex-Hull No-Arbitrage Test 1A one-period stock has S0=100, future states 118, 94, and 76, and risk-free rate 0. Use the discounted-price convex-hull test to decide whether an arbitrage-free pricing measure can exist.数理金融中等数值题未尝试面试订阅4478Convex-Hull No-Arbitrage Test 3A one-period stock has S0=80, future states 86, 82, and 70, and risk-free rate 0.02. Use the discounted-price convex-hull test to decide whether an arbitrage-free pricing measure can exist.数理金融中等数值题未尝试面试订阅4481Why Positivity MattersWhy is the positivity of state prices central to the First Fundamental Theorem intuition?数理金融中等essay未尝试面试订阅