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5531Expected Ending Inventory 1You start long 200 shares. If you keep both sides on, expected bid-fill probability is 0.24, ask-fill probability is 0.16, and each fill size is 50. If you instead turn the bid off and only leave the ask quote live, what expected ending inventory do you get under each policy, and which policy leaves you closer to flat?金融与交易中等数值题未尝试面试订阅5536Why Long Inventory Changes The MidWhy does holding a large long inventory typically shift a market maker's practical quote center below the estimated fair value?金融与交易中等essay未尝试面试订阅5537Why Immediate Unwind Can Be RationalWhy might a market maker rationally cross the spread to reduce inventory even though crossing is mechanically costly?金融与交易中等essay未尝试面试订阅5538Why One-Sided Quoting ExistsWhy do market makers sometimes stop quoting one side entirely instead of merely widening both sides?金融与交易中等essay未尝试面试订阅5539Why Inventory And Information Risk InteractWhy is a bad inventory state especially dangerous when adverse selection is also high?金融与交易中等essay未尝试面试订阅5540Why Inventory Policy Needs More Than Spread MathWhy is inventory management usually not solvable by one static spread formula alone?金融与交易中等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