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5870How Many Daily Moves To Break EvenA stock at 100 has 25% annualized implied vol, so its one-day one-sigma move is about 1.5749 points. An at-the-money straddle costs 5 points. Treating break-even as the cumulative absolute move equalling the premium, how many one-day one-sigma moves does the premium correspond to, to four decimals?数理金融中等数值题未尝试免费5873Straddle Premium Versus Expected MoveA stock at 120 has 28% annualized implied vol over the next 30 trading days. Under a lognormal-approximated normal model, the expected absolute move is S·sigma·sqrt(T)·sqrt(2/pi). What is that expected absolute move, to four decimals (T = 30/252)?数理金融中等数值题未尝试免费5875Annualizing A Daily MoveA trader observes that the options market is pricing a 1.2% one-day one-sigma move. Using 252 trading days and sigma ann = daily move·sqrt(252), what annualized implied volatility does this imply, to four decimals?数理金融简单数值题未尝试免费