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2039Convex Penalty for Mixed Schedules 19Two execution schedules have penalties phi(q 1) and phi(q 2) under a convex phi. What does Jensen say about a random 50-50 mix versus the penalty at the average size?数学困难derivation未尝试面试订阅2040Three-Scenario Square-Root Impact Gap 20Suppose V takes values 0, 3, and 8 with equal probability. Compute E[sqrt(1+V)] and sqrt(1+E[V]).数学困难数值题未尝试面试订阅2041Probability-Implied Reciprocal Buffer Score 21Leverage L takes values 1 and 4. If E[L] = 2.2, what probability p is on L=1, and what is E[1/(1+L)]?数学简单derivation未尝试免费2042Jensen Upper Bound for an Expected Log Score 22If X > -1 almost surely and E[X]=0.2, what upper bound does Jensen give for E[ln(1+X)]?数学简单derivation未尝试免费2043Log Carry Gap From Two Scenarios 23The desk wants to see the exact concave Jensen gap, not just the inequality direction. A desk scores carry through psi(x)=ln(1+x). Suppose X takes values 0 and 3 with probabilities 1/2 and 1/2. Compute E[psi(X)] and psi(E[X]).数学中等数值题未尝试面试订阅2044Why Equality Holds Only Without Dispersion 24For a strictly convex phi, when can Jensen's inequality E[phi(X)] >= phi(E[X]) hold with equality?数学中等derivation未尝试免费2045Comparing Two Equal-Mean Schedules Under an Alternative Surcharge 25A utilization surcharge is c(q)=1/(2-q) on q<2. Schedule A is deterministic with Q=1. Schedule B uses Q=1/2 or 3/2 with probability 1/2 each. Compute E[c(Q)] for Schedule B and c(E[Q]) for the shared mean.数学困难数值题未尝试面试订阅2111Infer Stress Probability From a Variance Forecast 16A one-year variance forecast says annualized volatility will be 0.15 in a calm regime and 0.35 in a stress regime. If the fair variance-swap volatility strike is 0.24, what risk-neutral probability of the stress regime is implied by the variance forecast?数理金融中等数值题未尝试面试订阅2166Forward-Measure Product Intuition 21Why does an in-arrears coupon need a convexity adjustment?数理金融困难essay未尝试面试订阅2167Forward-Measure Product Intuition 22What determines the direction of an in-arrears adjustment?数理金融困难essay未尝试面试订阅2168Forward-Measure Product Intuition 23Why does measure choice often make it obvious that some convexity adjustment must appear?数理金融困难essay未尝试面试订阅2169Forward-Measure Product Intuition 24Why do very short-tenor products sometimes ignore the in-arrears adjustment in rough desk intuition?数理金融困难essay未尝试面试订阅3416Entropy of a One-Heavy Rest-Uniform Source 1A discrete source has one special symbol of probability 0.5 and 4 other symbols sharing the remaining probability uniformly. What is the entropy in bits?数学简单derivation未尝试面试订阅3421Entropy Gain From Splitting a Quarter-Mass SymbolA source contains a symbol of probability 1/4. If you split that symbol into four equally likely sublabels while leaving everything else unchanged, by how many bits does the entropy increase?数学简单derivation未尝试面试订阅3422Entropy Gain From Splitting a 30% State Into ThreeA source has a single state of probability 0.3. If that state is refined into three equally likely sublabels, how many bits of entropy are added?数学简单derivation未尝试面试订阅3423Entropy Loss From Merging Two Equal 1/8 StatesIf two symbols each of probability 1/8 are merged into a single symbol while everything else stays unchanged, by how many bits does the entropy decrease?数学简单derivation未尝试面试订阅3424Entropy Loss From Merging a 20% State and a 30% StateTwo states of probabilities 0.2 and 0.3 are merged into a single 0.5-mass state. By how many bits does the entropy fall?数学简单derivation未尝试面试订阅3425Entropy Gain From Splitting a 12% State Into EightA symbol of probability 0.12 is split into eight equally likely sublabels. How many bits of entropy are added?数学简单derivation未尝试面试订阅3431Fixed-Length Gap for a Uniform 10-State SourceA source is uniform over 10 symbols. If you insist on a fixed-length binary code, what is the gap between the required fixed length and the entropy?数学中等derivation未尝试面试订阅3432Fixed-Length Gap for a Uniform 5-State SourceA source is uniform over 5 symbols. What is the fixed-length binary coding gap in bits?数学中等derivation未尝试面试订阅