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5114Why Break-Even Rates MatterWhy is solving for an implied or break-even discount rate often more informative than reporting a present value alone?金融与交易困难essay未尝试面试订阅5115Why Long-Dated Cashflows Are SensitiveWhy does a small change in discount rate usually move the value of a far-dated cashflow more than that of a near-dated one?金融与交易困难essay未尝试面试订阅5131Duration-Convexity Approximation 1A bond has current price 102, modified duration 4.3, and convexity 18. Using the duration-convexity approximation, what price do you estimate after a yield change of 0.01?金融与交易中等数值题未尝试面试订阅5132Duration-Convexity Approximation 2A bond has current price 98.5, modified duration 3.1, and convexity 11. Using the duration-convexity approximation, what price do you estimate after a yield change of -0.015?金融与交易中等数值题未尝试面试订阅5133Duration-Convexity Approximation 3A bond has current price 105.2, modified duration 5.5, and convexity 25. Using the duration-convexity approximation, what price do you estimate after a yield change of 0.02?金融与交易中等数值题未尝试面试订阅5134Duration-Convexity Approximation 4A bond has current price 99, modified duration 2.8, and convexity 9. Using the duration-convexity approximation, what price do you estimate after a yield change of -0.01?金融与交易中等数值题未尝试面试订阅5136Why Premium Bonds Have Shorter DurationWhy does a high-coupon premium bond usually have shorter duration than a low-coupon bond of the same maturity?金融与交易困难essay未尝试面试订阅5137Why Dirty Price Matters On SettlementWhy do traders quote clean price but settle at dirty price?金融与交易困难essay未尝试面试订阅5138Why Convexity HelpsWhy is positive convexity generally good for a bond holder when rates move a lot in either direction?金融与交易困难essay未尝试面试订阅5139Why YTM Is Not A Universal RateWhy can a bond's yield to maturity be a misleading summary when the term structure is not flat?金融与交易困难essay未尝试面试订阅5140Why DV01 Is UsefulWhy do traders often talk in DV01 rather than only in duration?金融与交易困难essay未尝试面试订阅5161Why Steep Curves MatterWhy does an upward-sloping yield curve usually imply positive roll-down carry for a bond held over time, all else equal?金融与交易困难essay未尝试面试订阅5162Why Spot And Forward DifferWhy should you not expect a 2-year spot rate and the 1y1y forward rate to be identical in general?金融与交易困难essay未尝试面试订阅5163Why Bootstrapping WorksWhy does curve bootstrapping solve short maturities first and then move outward one maturity at a time?金融与交易困难essay未尝试面试订阅5164Why Par Yields Hide DetailWhy can two different zero curves generate similar par yields at some maturity?金融与交易困难essay未尝试面试订阅5165Why Curve Interpretation MattersWhy is understanding the whole curve more useful for fixed-income trading than memorizing one quoted yield?金融与交易困难essay未尝试面试订阅5186Why Basis Is Not The Same As MispricingWhy can a forward trade above spot without necessarily being overpriced?金融与交易困难essay未尝试面试订阅5187Why Income Lowers ForwardWhy does expected income from holding the asset generally reduce the fair forward price?金融与交易困难essay未尝试面试订阅5188Why Reverse Cash-And-Carry ExistsWhy is reverse cash-and-carry the mirror image of ordinary cash-and-carry when forwards are too cheap?金融与交易困难essay未尝试面试订阅5189Why Futures Need CareWhy can the simple forward-pricing formula be only an approximation for futures rather than an exact identity?金融与交易困难essay未尝试面试订阅