第 19 / 23 页
非代码面试题
显示 20 / 443 道匹配题目
答题状态：未尝试未正确已正确
ID题目领域难度题型进度权限
3498Variance of the Average of W_1, W_2, W_3What is Var((W 1 + W 2 + W 3)/3)?随机过程简单derivation未尝试面试订阅3499Variance of W_5 - 0.5W_2What is Var(W 5 - 0.5W 2)?随机过程简单derivation未尝试面试订阅3500Covariance of W_2 + W_5 With W_4 - W_1What is Cov(W 2 + W 5, W 4 - W 1)?随机过程简单derivation未尝试面试订阅3506Scaling Constant for a Unit-Variance IncrementChoose c so that c(W 9 - W 4) has variance 1.随机过程中等derivation未尝试面试订阅3507Tail Probability of a Four-Unit IncrementWhat is P(W 9 - W 5 > 2)?随机过程中等derivation未尝试面试订阅3508Time Needed for an Increment Variance of SixFind t such that Var(W t - W 1) = 6.随机过程中等derivation未尝试面试订阅3509Scale Factor Making W_8 / d Look Like W_2Choose d so that W 8 / d has the same distribution as W 2.随机过程中等derivation未尝试面试订阅3510Variance of a Rescaled Brownian Process at t = 3Define B t = W 4t / 2. What is Var(B 3)?随机过程中等derivation未尝试面试订阅3522Barrier Matching a Unit-Horizon Risk Across Horizon 4A barrier of 1.2 over horizon 1 gives some touch or survival risk. What barrier over horizon 4 preserves that same standardized ratio?随机过程中等derivation未尝试面试订阅3524Barrier Matching a Unit-Horizon Risk Across Horizon 9A barrier of 1 over horizon 1 gives some touch or survival risk. What barrier over horizon 9 preserves that same standardized ratio?随机过程中等derivation未尝试面试订阅3529Endpoint Cap Needed for a 10% Joint TailFor standard Brownian motion over t = 1 with barrier a = 1, what endpoint cap b gives P(max 0<=s<=1 W s >= 1, W 1 <= b) = 0.10?随机过程困难derivation未尝试面试订阅3536Why Reflection Solves a Path Event Using an Endpoint TailWhy does the reflection principle let a maximum-over-time event collapse to a Gaussian endpoint tail?随机过程中等essay未尝试面试订阅3537Finite-Horizon Touching Is Not the Same as Eventual HittingWhy is a finite-horizon barrier-touch probability conceptually different from the statement that Brownian motion eventually hits every level?随机过程中等essay未尝试面试订阅3538Why an Endpoint Cap Changes the Risk So MuchWhy can adding a condition such as W t <= b dramatically shrink the probability relative to the unconditional touch event?随机过程中等essay未尝试面试订阅3539Why Reflection Helps With Barriers but Not Every FunctionalWhy is reflection so powerful for barrier events yet much less useful for path functionals like time averages?随机过程中等essay未尝试面试订阅3540Reflection Versus Optional StoppingIn one paragraph, contrast what reflection principle and optional stopping are each best at in Brownian barrier problems.随机过程中等essay未尝试面试订阅3586Why It\^o Needs the Second DerivativeIn one paragraph, explain why It\ o's lemma has a second-derivative term even though ordinary chain rule does not.随机过程中等essay未尝试面试订阅3587Why Log GBM Loses Half Sigma SquaredWhy does d\log S t for GBM contain the drift adjustment - 2/2?随机过程中等essay未尝试面试订阅3588How Drift Cancellation Creates Local MartingalesWhat is the core idea behind turning a transformed diffusion into a local martingale by choosing the right prefactor or discount rate?随机过程中等essay未尝试面试订阅3589Why Time-Dependent Prefactors Are UsefulWhy are time-dependent factors like e -at or (1+t) -1 so common in It\ o calculations?随机过程中等essay未尝试面试订阅