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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3970Arithmetic-Average Call IIIAn average-strike Asian call uses four equally weighted fixings including the terminal price. The first three fixings are [90, 94, 95]. What terminal price makes the payoff exactly 5?金融与交易中等derivation未尝试面试订阅3971Average-Strike Put IAn average-strike Asian put uses four equally weighted fixings including the terminal price. The first three fixings are [120, 117, 119]. What terminal price makes the payoff exactly 4?金融与交易中等derivation未尝试面试订阅3972Weighted-Average Call IA weighted arithmetic-average Asian call uses weights [1, 1, 2, 2] on fixings [100, 103, 97, 106] and strike 101. What is the payoff?金融与交易中等derivation未尝试面试订阅3973Average-Price Put IAn arithmetic-average Asian put samples [70, 68, 72, 69, 71] with strike 71. What is the payoff?金融与交易中等derivation未尝试面试订阅3974Average-Strike Call IAn average-strike Asian call uses fixings [55, 58, 60, 57]. What is the payoff?金融与交易中等derivation未尝试面试订阅3975Average-Strike Put IIAn average-strike Asian put uses fixings [110, 108, 112, 107, 105]. What is the payoff?金融与交易中等derivation未尝试面试订阅3976Asian Call versus Vanilla CallTwo arithmetic-average Asian calls share strike 100 and terminal price 100. Path A is [100, 120, 90, 100]; path B is [100, 95, 100, 100]. Which payoff is larger, and by how much?金融与交易中等derivation未尝试面试订阅3977Sensitivity to a One-Day SpikeAn arithmetic-average Asian call with strike 53 sees fixings [50, 52, 54, 60]. Under standard equal weights its payoff is based on the simple average. If the final fixing is instead double-counted, by how much does the payoff change?金融与交易中等derivation未尝试面试订阅3978Average-Price versus Average-Strike FocusAn arithmetic-average Asian call with strike 81 has already fixed [80, 84, 79], with one fixing left. What final fixing puts the option exactly at breakeven?金融与交易中等derivation未尝试面试订阅3979More Fixings and SmoothingAn average-strike Asian call has already fixed [90, 92, 94], with the terminal price still unknown and also included in the average. At what terminal price does the payoff become exactly zero?金融与交易中等derivation未尝试面试订阅3980Why Asians Are Popular in Commodity HedgingAn arithmetic-average Asian put with strike 98 has fixings [100, 97, 95, 96]. If the lowest fixing 95 is later corrected to 99, by how much does the payoff change?金融与交易中等derivation未尝试面试订阅3981Final Fixing Needed for an ATM Asian Call 1An arithmetic-average Asian call has strike 100 and has already observed fixings 100, 102, 98. What final fixing would make the option finish exactly at the money?金融与交易中等derivation未尝试面试订阅3982Final Fixing Needed for an ATM Asian Call 2An arithmetic-average Asian call has strike 82 and has already observed fixings 80, 82, 84, 81. What final fixing would make the option finish exactly at the money?金融与交易中等derivation未尝试面试订阅3985Final Fixing Needed for an ATM Asian Call 5An arithmetic-average Asian call has strike 35.5 and has already observed fixings 35, 34, 36, 37. What final fixing would make the option finish exactly at the money?金融与交易中等derivation未尝试面试订阅3986Why Averaging Changes the Option So MuchWhy is an average-price Asian option usually cheaper than the matching vanilla option?金融与交易中等essay未尝试面试订阅3987Why a Late Averaging Window Mimics VanillaWhy does moving the averaging window closer to maturity make an Asian behave more like a vanilla option?金融与交易中等essay未尝试面试订阅3988Why Asians Can Hedge Real Exposures BetterWhy can arithmetic-average and geometric-average Asians price differently even on the same underlying and dates?金融与交易中等essay未尝试面试订阅3990How to Sanity-Check an Asian Option AnswerWhen might a desk prefer an average-strike Asian to an average-price Asian?金融与交易中等essay未尝试面试订阅