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5172Carry-Adjusted Forward 2Spot is 110. The continuously compounded funding rate is 0.03, carry cost is 0.01, and asset income/convenience yield is 0 over maturity T=0.5. What is the fair forward price?金融与交易中等数值题未尝试面试订阅5173Carry-Adjusted Forward 3Spot is 70. The continuously compounded funding rate is 0.05, carry cost is 0, and asset income/convenience yield is 0.02 over maturity T=1.5. What is the fair forward price?金融与交易中等数值题未尝试面试订阅5174Carry-Adjusted Forward 4Spot is 130. The continuously compounded funding rate is 0.045, carry cost is 0.015, and asset income/convenience yield is 0 over maturity T=1. What is the fair forward price?金融与交易中等数值题未尝试面试订阅5175Carry-Adjusted Forward 5Spot is 55. The continuously compounded funding rate is 0.025, carry cost is 0.005, and asset income/convenience yield is 0.01 over maturity T=2. What is the fair forward price?金融与交易中等数值题未尝试面试订阅5176Implied Repo Rate 1Spot is 100 and the fair forward/futures price for maturity T=1 is 104 with no income. What annualized implied repo rate does this embed under annual compounding?金融与交易中等数值题未尝试面试订阅5177Implied Repo Rate 2Spot is 80 and the fair forward/futures price for maturity T=0.5 is 82.4 with no income. What annualized implied repo rate does this embed under annual compounding?金融与交易中等数值题未尝试面试订阅5178Implied Repo Rate 3Spot is 120 and the fair forward/futures price for maturity T=1.5 is 130 with no income. What annualized implied repo rate does this embed under annual compounding?金融与交易中等数值题未尝试面试订阅5181Arbitrage Direction 1Spot is 100, maturity is 1 years, and the funding rate is 0.03. The quoted forward price is 104. Assuming no income and no frictions, which arbitrage direction is indicated, and what is the mispricing per unit relative to fair value?金融与交易中等数值题未尝试面试订阅5182Arbitrage Direction 2Spot is 90, maturity is 0.5 years, and the funding rate is 0.04. The quoted forward price is 91. Assuming no income and no frictions, which arbitrage direction is indicated, and what is the mispricing per unit relative to fair value?金融与交易中等数值题未尝试面试订阅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5190Why Implied Repo MattersWhy do traders care about implied repo instead of looking only at the quoted forward premium?金融与交易困难essay未尝试面试订阅5225Reverse Conversion Arbitrage Cash TodayA stock is at 100, a call is worth 9, a matching put is worth 7, and the discounted strike is 96. If you run the reverse conversion (short stock, long call, short put, and invest the discounted strike), how much cash do you lock in today?金融与交易中等数值题未尝试面试订阅5226Box Spread Implied Rate 1Consider a box spread built from strikes 100 and 110: long call(100) at 12, short call(110) at 6, long put(110) at 7, and short put(100) at 3.2. For maturity T=1, what is the net cost today and the implied annualized lending rate under annual compounding?金融与交易困难数值题未尝试面试订阅5227Box Spread Implied Rate 2Consider a box spread built from strikes 90 and 100: long call(90) at 9, short call(100) at 4.5, long put(100) at 9.2, and short put(90) at 4. For maturity T=0.5, what is the net cost today and the implied annualized lending rate under annual compounding?金融与交易困难数值题未尝试面试订阅5228Box Spread Implied Rate 3Consider a box spread built from strikes 80 and 95: long call(80) at 14, short call(95) at 6, long put(95) at 10.1, and short put(80) at 4.5. For maturity T=1.5, what is the net cost today and the implied annualized lending rate under annual compounding?金融与交易困难数值题未尝试面试订阅5229Box Spread Implied Rate 4Consider a box spread built from strikes 110 and 120: long call(110) at 10.5, short call(120) at 4.2, long put(120) at 6.2, and short put(110) at 3. For maturity T=1, what is the net cost today and the implied annualized lending rate under annual compounding?金融与交易困难数值题未尝试面试订阅5230Box Spread Implied Rate 5Consider a box spread built from strikes 95 and 105: long call(95) at 9.8, short call(105) at 4.1, long put(105) at 5.9, and short put(95) at 2.2. For maturity T=0.75, what is the net cost today and the implied annualized lending rate under annual compounding?金融与交易困难数值题未尝试面试订阅