第 25 / 37 页
非代码面试题
显示 20 / 738 道匹配题目
答题状态：未尝试未正确已正确
ID题目领域难度题型进度权限
4739Surface Arbitrage First Step 24Before overreacting to a tiny violation, what scale comparison should you make first?数理金融中等essay未尝试面试订阅4740Surface Arbitrage First Step 25Before interpreting a cleaned surface economically, what should you remember first about the repair process?数理金融中等essay未尝试面试订阅4751Why conventions matterWhy is saying 'the smile moved' incomplete unless you also say under which smile-dynamics convention you are describing it?数理金融中等essay未尝试面试订阅4752Why local vol criticism shows up hereWhy do practitioners often bring up local vol when discussing smile dynamics after spot moves?数理金融中等essay未尝试面试订阅4753Sticky delta intuitionWhat is the key intuition behind a sticky-delta style market description?数理金融中等essay未尝试面试订阅4754Forward smile mattersWhy can two models fit today's smile similarly well and still disagree strongly on forward smile behavior?数理金融中等essay未尝试面试订阅4756Bigger spot rallyIf the smile has negative slope in log-moneyness, what happens to the fixed-strike implied vol shift under sticky-moneyness when the spot rally becomes larger?数理金融中等essay未尝试面试订阅4757Bigger selloffWith a typical downside skew, what happens to fixed-strike implied vol under sticky-moneyness after a larger selloff?数理金融中等essay未尝试面试订阅4758Flatter smileIf the smile becomes flatter in log-moneyness, what happens to the difference between sticky-strike and sticky-moneyness for small spot moves?数理金融中等essay未尝试面试订阅4759Longer horizon dynamicsWhy can smile-dynamics convention differences matter more over longer horizons than over intraday moves?数理金融中等essay未尝试面试订阅4760More negative skewIf downside skew gets steeper, what usually happens to the sensitivity of fixed-strike vol to spot moves under sticky-moneyness?数理金融中等essay未尝试面试订阅4776CIR Positivity Cushion 11A desk wants to keep the CIR positivity condition just binding at 2*kappa*theta = sigma 2. If kappa=0.8 and theta=0.04, what is the largest volatility sigma that still satisfies the condition?数理金融中等数值题未尝试面试订阅4781Short-Rate Model Scenario Analysis 16A trader says, 'I only need today's short rate and one mean-reversion speed, so a short-rate model is good enough.' What key information about the yield curve is being compressed by that choice?数理金融中等essay未尝试面试订阅4782Short-Rate Model Scenario Analysis 17Why can a one-factor short-rate model still be useful for risk even though it cannot fit every yield-curve deformation exactly?数理金融中等essay未尝试面试订阅4783Short-Rate Model Scenario Analysis 18If your short-rate model frequently produces negative rates in a market where that is viewed as implausible, what is the practical modeling concern?数理金融中等essay未尝试面试订阅4784Short-Rate Model Scenario Analysis 19Why is calibrating only today's discount curve not enough to trust a short-rate model for option risk?数理金融中等essay未尝试面试订阅4786Short-Rate Model First Diagnostic 21Before using a one-factor mean-reverting model for curve risk, what empirical question should you ask first?数理金融中等essay未尝试面试订阅4787Short-Rate Model First Diagnostic 22If a short-rate calibration fits bonds but misses caps badly, what should you inspect first?数理金融中等essay未尝试面试订阅4788Short-Rate Model First Diagnostic 23Before treating negative simulated rates as acceptable, what should you verify first?数理金融中等essay未尝试面试订阅4789Short-Rate Model First Diagnostic 24Before comparing a short-rate model with HJM, what design tradeoff should you state first?数理金融中等essay未尝试面试订阅