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2345Bucketed Exposure Interpretation 5A two-bucket CVA approximation uses total CVA = sum i LGD*DF i*EE i*PD i with LGD = 0.6. Bucket 1 has (DF,EE,PD)=(0.96,1.2,PD 1), bucket 2 has (0.92,1.5,0.012), and total CVA is 0.01332. What PD 1 is implied?数理金融简单数值题未尝试面试订阅2346WWR Scenario Inference 1A two-state WWR scenario table prices CVA as LGD * [pi calm*EE calm*PD calm + pi stress*EE stress*PD stress]. If LGD = 0.6, state weights are 65.00% and 35.00%, exposures are 4 and 10, calm-state PD is 0.01, and total CVA is 0.129675, what stress-state PD is implied?数理金融中等数值题未尝试面试订阅2347WWR Scenario Inference 2A WWR stress table uses CVA = LGD * [pi calm*EE calm*PD calm + pi stress*EE stress*PD stress]. If LGD = 0.55, weights are 70.00% and 30.00%, EE calm = 2, PD calm = 0.015, PD stress = 0.12, and total CVA = 0.1926, what EE stress is implied?数理金融中等数值题未尝试面试订阅2348WWR Scenario Inference 3A two-state WWR approximation uses CVA = LGD * [(1-pi stress)*EE calm*PD calm + pi stress*EE stress*PD stress]. If LGD = 0.6, EE calm = 1.5, EE stress = 7.5, PD calm = 0.012, PD stress = 0.1, and CVA = 0.19656, what stress-state probability pi stress is implied?数理金融中等数值题未尝试面试订阅2349WWR Scenario Inference 4A two-state WWR table gives weighted exposure-default term 80.00%*3*0.02 + 20.00%*9*0.11. If total CVA is 0.2214, what LGD is implied?数理金融中等数值题未尝试面试订阅2350WWR Scenario Inference 5A desk compares a two-state WWR CVA calculation against an independence shortcut. Under WWR, CVA = LGD * sum s pi s*EE s*PD s. Under independence, it uses LGD * E[EE]*E[PD]. If state weights are 75.00% and 25.00%, exposures are 2 and 12, PDs are 0.01 and 0.08, and LGD = 0.6, what uplift ratio WWR CVA / Indep CVA results?数理金融中等数值题未尝试面试订阅2351Wrong-Way-Risk Judgment 1Why does positive exposure-default correlation mechanically raise CVA in a scenario-table view?数理金融中等essay未尝试面试订阅2352Wrong-Way-Risk Judgment 2Why is assuming independence often a dangerous shortcut in counterparty risk?数理金融中等essay未尝试面试订阅2353Wrong-Way-Risk Judgment 3Why is wrong-way risk often more severe for option-like exposures than for nearly linear exposures?数理金融中等essay未尝试面试订阅2354Wrong-Way-Risk Judgment 4Why are wrong-way risk and credit-copula modeling related but not the same problem?数理金融中等essay未尝试面试订阅2355Wrong-Way-Risk Judgment 5Why does wrong-way risk often show up first in stress testing before it shows up in daily pricing formulas?数理金融中等essay未尝试面试订阅2356Wrong-Way-Risk Judgment 6Why can collateral reduce but not fully cure wrong-way risk?数理金融困难essay未尝试面试订阅2357Wrong-Way-Risk Judgment 7Why can diversifying counterparties reduce wrong-way risk even when each single trade still has the same market exposure logic?数理金融困难essay未尝试面试订阅2358Wrong-Way-Risk Judgment 8Why can break clauses or shorter maturities matter so much for wrong-way risk mitigation?数理金融困难essay未尝试面试订阅2359Wrong-Way-Risk Judgment 9Why can hedging the market risk of a trade also change its wrong-way risk profile?数理金融困难essay未尝试面试订阅2360Wrong-Way-Risk Judgment 10Why is wrong-way mitigation often partly a commercial or legal problem rather than just a quant-model problem?数理金融困难essay未尝试面试订阅2361Wrong-Way-Risk Judgment 11Why are simple scenario tables a useful first pass for wrong-way risk?数理金融困难essay未尝试面试订阅2362Wrong-Way-Risk Judgment 12Why is historical correlation alone usually not enough to justify a wrong-way-risk assumption?数理金融困难essay未尝试面试订阅2363Wrong-Way-Risk Judgment 13Why do tail states matter more than average states for wrong-way analysis?数理金融困难essay未尝试面试订阅2364Wrong-Way-Risk Judgment 14Why do stress narratives need economic logic instead of just numerical severity?数理金融困难essay未尝试面试订阅