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2169Forward-Measure Product Intuition 24Why do very short-tenor products sometimes ignore the in-arrears adjustment in rough desk intuition?数理金融困难essay未尝试面试订阅2171Infer the Structural Default Put 1In a Merton-style structural view, firm assets are worth 120, the present value of promised debt is 97, and the observed equity value is 28.5. What risky debt value and what implied default put value on the assets are consistent with this decomposition?数理金融中等数值题未尝试面试订阅2172Infer the Structural Default Put 2In a Merton-style structural view, firm assets are worth 95, the present value of promised debt is 75.5, and the observed equity value is 23. What risky debt value and what implied default put value on the assets are consistent with this decomposition?数理金融中等数值题未尝试面试订阅2173Infer the Structural Default Put 3In a Merton-style structural view, firm assets are worth 88, the present value of promised debt is 83.3, and the observed equity value is 9.4. What risky debt value and what implied default put value on the assets are consistent with this decomposition?数理金融中等数值题未尝试面试订阅2176Recover d2 From a Structural Default Probability 6In the one-period Merton model, the risk-neutral default probability is N(-d2). Suppose the model-implied default probability is 15.87% and you may use the standard-normal identity N(-1) = 0.1587. What d2 is implied?数理金融简单数值题未尝试免费2177Recover d2 From a Structural Default Probability 7In the one-period Merton model, the risk-neutral default probability is N(-d2). Suppose the model-implied default probability is 30.85% and you may use the standard-normal identity N(-0.5) = 0.3085. What d2 is implied?数理金融简单数值题未尝试免费2179Recover d2 From a Structural Default Probability 9In the one-period Merton model, the risk-neutral default probability is N(-d2). Suppose the model-implied default probability is 69.15% and you may use the standard-normal identity N(--0.5) = 0.6915. What d2 is implied?数理金融简单数值题未尝试免费2180Recover d2 From a Structural Default Probability 10In the one-period Merton model, the risk-neutral default probability is N(-d2). Suppose the model-implied default probability is 84.13% and you may use the standard-normal identity N(--1) = 0.8413. What d2 is implied?数理金融简单数值题未尝试免费2181Required Asset Cushion for a Target Distance to Default 11Using the simplified distance-to-default approximation DD = ln(A/F)/(sigma*sqrt(T)) and ignoring drift adjustments, what asset-to-face-value ratio A/F is needed to achieve DD = 1 when sigma = 0.2 and T = 1?数理金融中等数值题未尝试面试订阅2182Required Asset Cushion for a Target Distance to Default 12Using the simplified distance-to-default approximation DD = ln(A/F)/(sigma*sqrt(T)) and ignoring drift adjustments, what asset-to-face-value ratio A/F is needed to achieve DD = 1.5 when sigma = 0.25 and T = 0.5?数理金融中等数值题未尝试面试订阅2184Required Asset Cushion for a Target Distance to Default 14Using the simplified distance-to-default approximation DD = ln(A/F)/(sigma*sqrt(T)) and ignoring drift adjustments, what asset-to-face-value ratio A/F is needed to achieve DD = 1.2 when sigma = 0.15 and T = 2?数理金融中等数值题未尝试面试订阅2186Structural Credit Intuition 16What does higher asset volatility typically do to equity optionality and to credit quality in a structural model?数理金融中等essay未尝试面试订阅2187Structural Credit Intuition 17Why does higher leverage mechanically worsen structural credit quality?数理金融中等essay未尝试面试订阅2188Structural Credit Intuition 18Why does structural credit naturally link equity and debt rather than treating them as separate silos?数理金融中等essay未尝试面试订阅2189Structural Credit Intuition 19Why does junior equity tend to like optionality in a structural capital structure?数理金融中等essay未尝试面试订阅2190Structural Credit Intuition 20Why is firm asset value the core state variable in structural credit rather than the observed stock price alone?数理金融中等essay未尝试面试订阅2191Structural Credit Intuition 21Why are short-maturity spreads often too tight in the basic Merton model?数理金融困难essay未尝试面试订阅2192Structural Credit Intuition 22Why does the basic Merton model miss early default altogether?数理金融困难essay未尝试面试订阅2193Structural Credit Intuition 23Why do structural and reduced-form credit models coexist on desks rather than one replacing the other completely?数理金融困难essay未尝试面试订阅2194Structural Credit Intuition 24Why can equity-implied credit signals be noisy even when the structural linkage is conceptually appealing?数理金融困难essay未尝试面试订阅