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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4106Risk-Contribution Concentration Check 1A portfolio holds rates, equity, and commodity sleeves with zero pairwise correlations. Weights are rates: 0.5, equity: 0.3, commodity: 0.2 and vols are rates 10.00\%, equity 18.00\%, commodity 30.00\%. Which sleeve contributes the most to portfolio variance, and what share of total variance does it contribute?金融与交易中等数值题未尝试面试订阅4111Why Risk Parity Often Uses LeverageWhy do many risk-parity portfolios end up levering low-volatility sleeves such as bonds or rates rather than simply holding them at cash weights?金融与交易中等essay未尝试面试订阅4112Why Equal Dollars Is Not Equal RiskA PM says, 'I split the book 50/50, so the two sleeves must matter equally.' What is wrong with that statement?金融与交易中等essay未尝试面试订阅4113Why Correlation Spikes Hurt Naive Risk ParityWhy can a naive inverse-vol portfolio look well balanced in calm times and then become badly unbalanced when correlations jump in stress?金融与交易中等essay未尝试面试订阅4114Why Vol Targeting Can Force Deleveraging After LossesWhy do practitioners worry that vol-target overlays can force deleveraging at exactly the worst time after a shock?金融与交易中等essay未尝试面试订阅4115A Fast Sanity Check for Risk-Parity AnswersWhat is a fast sanity check after you compute a risk-parity or inverse-vol allocation?金融与交易中等essay未尝试面试订阅4116Implementation Shortfall Arithmetic 1A buy order benchmarks performance to the arrival price 24. It fills in slices 30000@24.03, 20000@24.06, and exchange/commission fees are 0.004 dollars per share. What is the implementation shortfall in dollars and in basis points versus arrival?金融与交易中等数值题未尝试面试订阅4117Implementation Shortfall Arithmetic 2A sell order benchmarks performance to the arrival price 51.2. It fills in slices 25000@51.16, 15000@51.1, and exchange/commission fees are 0.003 dollars per share. What is the implementation shortfall in dollars and in basis points versus arrival?金融与交易中等数值题未尝试面试订阅4118Implementation Shortfall Arithmetic 3A buy order benchmarks performance to the arrival price 18.5. It fills in slices 40000@18.52, 10000@18.57, and exchange/commission fees are 0.0025 dollars per share. What is the implementation shortfall in dollars and in basis points versus arrival?金融与交易中等数值题未尝试面试订阅4119Implementation Shortfall Arithmetic 4A sell order benchmarks performance to the arrival price 76. It fills in slices 20000@75.95, 30000@75.9, and exchange/commission fees are 0.005 dollars per share. What is the implementation shortfall in dollars and in basis points versus arrival?金融与交易中等数值题未尝试面试订阅4120Implementation Shortfall Arithmetic 5A buy order benchmarks performance to the arrival price 102.4. It fills in slices 10000@102.46, 15000@102.5, 5000@102.57, and exchange/commission fees are 0.004 dollars per share. What is the implementation shortfall in dollars and in basis points versus arrival?金融与交易中等数值题未尝试面试订阅4131VWAP Schedule in a Liquidity-U-Shaped DayYou need to buy 6% of daily volume in a liquid index future by the close, and the PM is benchmarked strictly to day-long VWAP rather than arrival. Which schedule is the most natural starting point?金融与交易中等derivation未尝试面试订阅4132Alpha Decay and Front-LoadingA signal is expected to decay within the next 20 minutes, and waiting is more expensive than crossing a bit more spread now. Should the schedule become more or less front-loaded?金融与交易中等derivation未尝试面试订阅4133Low-Signal Passive LiquidationYou need to liquidate a medium-size position over several days with no urgent alpha and strong concern about footprint. Which scheduling style is the better default: high-POV aggression or a lower-participation passive schedule?金融与交易中等derivation未尝试面试订阅