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4707Stochastic Vol Diagnostic 17If the long-run variance mean theta increases, what usually happens to long-dated variance expectations?数理金融中等essay未尝试面试订阅4708Stochastic Vol Diagnostic 18If spot-vol correlation becomes more negative, what usually happens to downside skew?数理金融中等essay未尝试面试订阅4709Stochastic Vol Diagnostic 19If vol-of-vol increases materially, what usually happens to uncertainty about future variance?数理金融中等essay未尝试面试订阅4710Stochastic Vol Diagnostic 20Why do stochastic-vol parameter differences often show up more clearly in longer-dated options than in very short-dated ones?数理金融中等essay未尝试面试订阅4711Stochastic Vol Diagnostic 21Before calibrating a stochastic-vol model, what baseline should you compare it against first?数理金融中等essay未尝试面试订阅4712Stochastic Vol Diagnostic 22Before interpreting a fitted kappa economically, what data issue should you check first?数理金融中等essay未尝试面试订阅4714Stochastic Vol Diagnostic 24Before overfitting a stochastic-vol calibration, what should you ask first about the use case?数理金融中等essay未尝试面试订阅4715Stochastic Vol Diagnostic 25Before blaming the model for a poor fit, what should you check first about the quoted surface?数理金融中等essay未尝试面试订阅4726Calendar Repair Size 11At one strike, the shorter-maturity call with T=0.5 trades at 8.2 and the longer-maturity call with T=1 trades at 9.4. What minimum upward adjustment to the longer-maturity quote would restore basic calendar monotonicity?数理金融中等数值题未尝试面试订阅4727Calendar Repair Size 12At one strike, the shorter-maturity call with T=1 trades at 11 and the longer-maturity call with T=2 trades at 12.8. What minimum upward adjustment to the longer-maturity quote would restore basic calendar monotonicity?数理金融中等数值题未尝试面试订阅4728Calendar Repair Size 13At one strike, the shorter-maturity call with T=0.25 trades at 5.1 and the longer-maturity call with T=0.75 trades at 5. What minimum upward adjustment to the longer-maturity quote would restore basic calendar monotonicity?数理金融中等数值题未尝试面试订阅4729Calendar Repair Size 14At one strike, the shorter-maturity call with T=0.5 trades at 7.5 and the longer-maturity call with T=1.5 trades at 10.2. What minimum upward adjustment to the longer-maturity quote would restore basic calendar monotonicity?数理金融中等数值题未尝试面试订阅4730Calendar Repair Size 15At one strike, the shorter-maturity call with T=1 trades at 9.8 and the longer-maturity call with T=3 trades at 9.6. What minimum upward adjustment to the longer-maturity quote would restore basic calendar monotonicity?数理金融中等数值题未尝试面试订阅4731Surface Arbitrage Scenario 16Why is butterfly arbitrage usually interpreted as a sign of a negative implied density somewhere?数理金融中等essay未尝试面试订阅4732Surface Arbitrage Scenario 17Why do desks clean or smooth option surfaces before using them in local-vol or risk systems?数理金融中等essay未尝试面试订阅4733Surface Arbitrage Scenario 18Why is a surface being static-arbitrage-free still not enough to guarantee realistic smile dynamics?数理金融中等essay未尝试面试订阅4734Surface Arbitrage Scenario 19If you detect a tiny local butterfly violation caused by noisy quotes, what is usually the first practical response?数理金融中等essay未尝试面试订阅4736Surface Arbitrage First Step 21Before repairing a quote, what should you identify first about the violation?数理金融中等essay未尝试面试订阅4737Surface Arbitrage First Step 22Before calling a quote 'wrong,' what data-quality question should you ask first?数理金融中等essay未尝试面试订阅4738Surface Arbitrage First Step 23Before using convexity across strikes, what structural condition should you check first about strike spacing?数理金融中等essay未尝试面试订阅