第 24 / 33 页
非代码面试题
显示 20 / 659 道匹配题目
答题状态：未尝试未正确已正确
ID题目领域难度题型进度权限
4812HJM First Diagnostic 22Before concluding that a maturity bucket has too much drift, what should you compare it with first?数理金融中等essay未尝试面试订阅4813HJM First Diagnostic 23Before treating HJM flexibility as an automatic advantage, what operational cost should you state first?数理金融中等essay未尝试面试订阅4815HJM First Diagnostic 25Before saying an HJM implementation is wrong, what simple convention check should you do first?数理金融中等essay未尝试面试订阅4816Infer Forward Rate From a Caplet Payout 1A caplet with accrual delta=0.25, notional=5,000,000, and strike K=0.03 expires in the money and pays 5000. Using payoff = delta*N*max(L-K,0), what forward fixing L was realized at expiry?数理金融简单数值题未尝试面试订阅4821Infer Swap Rate From a Payer Swaption Value 6A payer swaption expires in the money. Its fixed-leg annuity is A=3,000,000 in currency-per-1.00-rate units, strike K=0.028, and expiry value V=9000. Using V=A*max(S-K,0), what swap rate S was realized at expiry?数理金融简单数值题未尝试面试订阅4826Infer Missing Leg Value From Cap-Floor Parity 11A cap and floor share the same strike K=0.03 and annuity A=4,000,000. The matching floor is worth 12000, and the forward swap rate is S0=0.032. Using cap-floor parity, what cap value is implied?数理金融中等数值题未尝试面试订阅4827Infer Missing Leg Value From Cap-Floor Parity 12A cap and floor share strike K=0.03 and annuity A=5,000,000. The cap is worth 9000, and the forward swap rate is S0=0.027. Using cap-floor parity, what floor value is implied?数理金融中等数值题未尝试面试订阅4831Rates Option Product Intuition 16Why is it useful to think of a cap as a strip of caplets before you worry about stochastic-rate models?数理金融中等essay未尝试面试订阅4832Rates Option Product Intuition 17Why does a payer swaption naturally benefit from higher future swap rates?数理金融中等essay未尝试面试订阅4833Rates Option Product Intuition 18Why does the annuity matter so much when discussing swaption payoff intuition?数理金融中等essay未尝试面试订阅4834Rates Option Product Intuition 19If a junior quant mixes up cap-floor parity with put-call parity on equities, what product-specific detail are they likely missing?数理金融中等essay未尝试面试订阅4835Rates Option First Diagnostic 20Before pricing a cap, what should you inspect first about the reset schedule?数理金融中等essay未尝试面试订阅4836Rates Option First Diagnostic 21Before pricing a swaption, what underlying object should you identify first?数理金融中等essay未尝试面试订阅4837Rates Option First Diagnostic 22Before using cap-floor parity, what convention check should you do first?数理金融中等essay未尝试面试订阅4838Rates Option First Diagnostic 23Before comparing two swaptions by premium alone, what should you compare first?数理金融中等essay未尝试面试订阅4839Rates Option First Diagnostic 24Before saying a cap is 'cheap,' what should you check first about the quote?数理金融中等essay未尝试面试订阅4840Rates Option First Diagnostic 25Before choosing between a cap and a payer swaption, what should you ask first about the exposure you want?数理金融中等essay未尝试面试订阅4841Minimum Stable Mesh Width 1For the transformed heat equation u t = nu*u xx, an explicit scheme uses lambda = nu*Delta t/Delta x 2 and requires lambda <= 0.5. If nu=0.04 and Delta t=0.125, what is the smallest Delta x that keeps the scheme stable?数理金融简单数值题未尝试面试订阅4846Infer Explicit Update Weight 6A finite-difference node uses u new = u old + lambda*(u up - 2*u old + u down). The grid export shows u old=8, u up=9, u down=11, and u new=9. What lambda was used?数理金融简单数值题未尝试面试订阅4847Infer Explicit Update Weight 7A finite-difference node uses u new = u old + lambda*(u up - 2*u old + u down). The grid export shows u old=10, u up=12, u down=9, and u new=10.4. What lambda was used?数理金融简单数值题未尝试面试订阅