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3938Why Puts and Calls Behave AsymmetricallyWhat is the cleanest reason American puts and American calls do not share the same early-exercise logic on standard equities?金融与交易中等essay未尝试面试订阅3939How to Sanity-Check an Early-Exercise AnswerWhat is a fast sanity check after you answer an early-exercise question in an interview?金融与交易中等essay未尝试面试订阅3940Why One-Step Trees Still MatterWhy are one-step binomial American-option questions still useful even for candidates who know much more advanced pricing models?金融与交易中等essay未尝试面试订阅3941Up-and-Out CallA barrier option is monitored only at the path values 100, 104, 108, 107. The barrier is 110 and the strike is 95. What is the payoff of this up-and-out call?金融与交易中等derivation未尝试面试订阅3942Down-and-In PutA barrier option is monitored only at the path values 100, 97, 93, 89. The barrier is 92 and the strike is 98. What is the payoff of this down-and-in put?金融与交易中等derivation未尝试面试订阅3943Up-and-In CallA barrier option is monitored only at the path values 50, 53, 55.5, 54. The barrier is 56 and the strike is 52. What is the payoff of this up-and-in call?金融与交易中等derivation未尝试面试订阅3944Down-and-Out PutA barrier option is monitored only at the path values 80, 77, 74, 75. The barrier is 72 and the strike is 78. What is the payoff of this down-and-out put?金融与交易中等derivation未尝试面试订阅3945Up-and-Out Call TriggeredA barrier option is monitored only at the path values 40, 43, 46, 44. The barrier is 45 and the strike is 38. What is the payoff of this up-and-out call triggered?金融与交易中等derivation未尝试面试订阅3956Rebated Up-and-Out Call IA rebated up-and-out call i pays a rebate of 2 at expiry if the barrier event occurs; otherwise it pays the usual vanilla payoff. The monitored path is 100, 107, 111, 109, the barrier is 110, and the strike is 100. What is the payoff?金融与交易中等derivation未尝试面试订阅3957Rebated Down-and-Out Put IA rebated down-and-out put i pays a rebate of 1.5 at expiry if the barrier event occurs; otherwise it pays the usual vanilla payoff. The monitored path is 80, 76, 72, 75, the barrier is 70, and the strike is 78. What is the payoff?金融与交易中等derivation未尝试面试订阅3958Rebated Up-and-Out Call IIA rebated up-and-out call ii pays a rebate of 1 at expiry if the barrier event occurs; otherwise it pays the usual vanilla payoff. The monitored path is 50, 53, 54, 52, the barrier is 60, and the strike is 51. What is the payoff?金融与交易中等derivation未尝试面试订阅3959Rebated Down-and-Out Put IIA rebated down-and-out put ii pays a rebate of 3 at expiry if the barrier event occurs; otherwise it pays the usual vanilla payoff. The monitored path is 100, 96, 89, 92, the barrier is 90, and the strike is 95. What is the payoff?金融与交易中等derivation未尝试面试订阅3960Rebated Up-and-Out Call IIIA rebated up-and-out call iii pays a rebate of 0.8 at expiry if the barrier event occurs; otherwise it pays the usual vanilla payoff. The monitored path is 40, 42, 44, 46, the barrier is 45, and the strike is 41. What is the payoff?金融与交易中等derivation未尝试面试订阅3962Why In-Out Parity Is So UsefulWhy can monitoring frequency materially change a barrier option value even if strike and maturity stay fixed?金融与交易中等essay未尝试面试订阅3963Why Monitoring Convention MattersWhy is a rebate paid immediately on hit worth more than the same rebate paid only at expiry?金融与交易中等essay未尝试面试订阅3965How to Sanity-Check a Barrier AnswerWhy can two options with the same vanilla terminal payoff formula have very different prices once one has a barrier?金融与交易中等essay未尝试面试订阅3966Arithmetic-Average Call IAn arithmetic-average Asian call uses four equally weighted fixings. The first three fixings are [100, 102, 98], the strike is 100, and the desk wants the final payoff to be 4. What fourth fixing is required?金融与交易中等derivation未尝试面试订阅3967Arithmetic-Average Put IAn arithmetic-average Asian put uses four equally weighted fixings. The first three fixings are [80, 78, 82], the strike is 81, and the desk wants the final payoff to be 2.5. What fourth fixing is required?金融与交易中等derivation未尝试面试订阅3968Arithmetic-Average Call IIA weighted arithmetic-average Asian call uses weights [1, 1, 1, 2] on four fixings. The first three fixings are [50, 52, 51], the strike is 53, and the trader wants payoff 1. What final fixing is required?金融与交易中等derivation未尝试面试订阅3969Arithmetic-Average Put IIA weighted arithmetic-average Asian put uses weights [1, 1, 1, 2]. The first three fixings are [40, 39, 42], the strike is 41, and the target payoff is 0.5. What final fixing is required?金融与交易中等derivation未尝试面试订阅