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5000Infer Forward Variance From Live Fair Strike 10A 100-day variance swap has observed 50 days. Realized variance so far is 0.041, and the live fair strike is 0.0395. What forward variance for the remaining life is implied?金融与交易中等数值题未尝试面试订阅5011Static Replication Intuition 21Why does the classic static-replication formula for a variance swap involve a strip of OTM options and a log-contract identity?金融与交易困难essay未尝试面试订阅5012Jump-Risk Intuition 22Why can discrete jumps make the simple diffusion-based variance-swap replication less exact?金融与交易困难essay未尝试面试订阅5013Sampling FrequencyWhy can changing the sampling frequency alter a variance swap even if the overall price path looks similar by eye?金融与交易困难essay未尝试面试订阅5014Corridor MotivationWhy might a desk prefer a corridor variance swap to a plain variance swap?金融与交易困难essay未尝试面试订阅5015Mark To Market DriverWhen a variance swap is already running, why does mark-to-market depend on both realized-to-date variance and the market's remaining forward variance?金融与交易困难essay未尝试面试订阅5541Black-Scholes Call 1Under Black-Scholes with spot 100, strike 100, risk-free rate 0.03, dividend yield 0, volatility 0.2, and maturity 1, what is the European call price?数理金融中等数值题未尝试面试订阅5542Black-Scholes Call 2Under Black-Scholes with spot 95, strike 100, risk-free rate 0.04, dividend yield 0.01, volatility 0.25, and maturity 0.5, what is the European call price?数理金融中等数值题未尝试面试订阅5543Black-Scholes Call 3Under Black-Scholes with spot 120, strike 110, risk-free rate 0.02, dividend yield 0, volatility 0.18, and maturity 1.5, what is the European call price?数理金融中等数值题未尝试面试订阅5546Black-Scholes Put 1Under Black-Scholes with spot 100, strike 100, risk-free rate 0.03, dividend yield 0, volatility 0.2, and maturity 1, what is the European put price?数理金融中等数值题未尝试面试订阅5547Black-Scholes Put 2Under Black-Scholes with spot 95, strike 90, risk-free rate 0.04, dividend yield 0.02, volatility 0.22, and maturity 0.5, what is the European put price?数理金融中等数值题未尝试面试订阅5548Black-Scholes Put 3Under Black-Scholes with spot 120, strike 130, risk-free rate 0.02, dividend yield 0, volatility 0.18, and maturity 1.5, what is the European put price?数理金融中等数值题未尝试面试订阅5551Forward Form And Exercise Probability 1A stock has spot 100, strike 100, rate 0.03, dividend yield 0.01, volatility 0.2, and maturity 1. Under Black-Scholes, what are the forward price F 0,T and the risk-neutral probability that the call finishes in the money?数理金融中等数值题未尝试面试订阅5552Forward Form And Exercise Probability 2A stock has spot 95, strike 100, rate 0.04, dividend yield 0.02, volatility 0.25, and maturity 0.5. Under Black-Scholes, what are the forward price F 0,T and the risk-neutral probability that the call finishes in the money?数理金融中等数值题未尝试面试订阅5553Forward Form And Exercise Probability 3A stock has spot 120, strike 110, rate 0.02, dividend yield 0, volatility 0.18, and maturity 1.5. Under Black-Scholes, what are the forward price F 0,T and the risk-neutral probability that the call finishes in the money?数理金融中等数值题未尝试面试订阅5556Volatility Shift In Price 1A European call is priced under Black-Scholes with spot 100, strike 100, rate 0.03, dividend yield 0, maturity 1, and initial volatility 0.2. If volatility changes to 0.25 while all else is unchanged, what are the old and new call prices?数理金融中等数值题未尝试面试订阅5557Volatility Shift In Price 2A European call is priced under Black-Scholes with spot 95, strike 100, rate 0.04, dividend yield 0.01, maturity 0.5, and initial volatility 0.22. If volatility changes to 0.28 while all else is unchanged, what are the old and new call prices?数理金融中等数值题未尝试面试订阅5558Volatility Shift In Price 3A European call is priced under Black-Scholes with spot 120, strike 110, rate 0.02, dividend yield 0, maturity 1.5, and initial volatility 0.18. If volatility changes to 0.24 while all else is unchanged, what are the old and new call prices?数理金融中等数值题未尝试面试订阅5561Why N(d1) And N(d2) Are DifferentIn Black-Scholes, why is N(d1) not the same object as N(d2)?数理金融中等essay未尝试面试订阅5562Why Deeper ITM Calls Approach Forward IntrinsicWhy does a deep in-the-money European call approach S e (-qT) - K e (-rT) under Black-Scholes?数理金融中等essay未尝试面试订阅