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3991Floating-Strike Lookback CallA floating-strike lookback call observes path [100, 94, 108, x], and the final fixing x stays above the path minimum 94. What x makes the payoff exactly 9?金融与交易中等derivation未尝试面试订阅3992Fixed-Strike Lookback CallA fixed-strike lookback call observes path [80, 85, 82, x] with strike 84. What is the smallest x that makes the payoff exactly 7?金融与交易中等derivation未尝试面试订阅3993Floating-Strike Lookback PutA floating-strike lookback put observes path [50, 53, 47, x], and x stays below the current path maximum 53. What x makes the payoff exactly 4?金融与交易中等derivation未尝试面试订阅3994Fixed-Strike Lookback PutA fixed-strike lookback put observes path [120, 118, 121, x] with strike 119. Assume the final fixing becomes the path minimum. What x makes the payoff exactly 3?金融与交易中等derivation未尝试面试订阅3995Fixed-Strike Lookback Call IITwo floating-strike lookback calls share terminal price 105. Path A is [100, 110, 95, 105] and path B is [100, 102, 99, 105]. Which payoff is larger, and by how much?金融与交易中等derivation未尝试面试订阅3996Cash-or-Nothing CallA cash-or-nothing call pays 10 at expiry. Interest rates are zero and the option price is 3.8. What risk-neutral probability of finishing in the money is implied?金融与交易简单derivation未尝试面试订阅3997Cash-or-Nothing PutA cash-or-nothing put pays 5 at expiry. The discount factor to expiry is 0.97 and the option price is 1.455. What risk-neutral probability of finishing in the money is implied?金融与交易简单derivation未尝试面试订阅3998Asset-or-Nothing CallAn asset-or-nothing call has zero rates. The risk-neutral probability of finishing in the money is 0.35, and the conditional expected stock price given finishing in the money is 120. What is the option price?金融与交易简单derivation未尝试面试订阅3999Asset-or-Nothing PutAn asset-or-nothing put has discount factor 0.98, risk-neutral in-the-money probability 0.4, and conditional expected stock price 80 when in the money. What is the option price?金融与交易简单derivation未尝试面试订阅4000Cash-or-Nothing Call IIA desk uses a width-0.5 call spread as a digital approximation. The spread is priced at 0.24. What unit-notional digital price is implied by that approximation?金融与交易简单derivation未尝试面试订阅4001Clique/Reset Payoff 1A cash-or-nothing call pays 25 at expiry. The discount factor is 0.98 and the option price is 6.125. What risk-neutral in-the-money probability is implied?金融与交易中等derivation未尝试面试订阅4002Clique/Reset Payoff 2A one-touch contract pays 3 immediately when an upper barrier is hit. Assume zero rates and the contract price is 0.72. What hit probability is implied?金融与交易中等derivation未尝试面试订阅4003Clique/Reset Payoff 3A cash-or-nothing call and a cash-or-nothing put with the same strike each pay 1 at expiry. Their prices are 0.42 and 0.53. What discount factor to expiry is implied by binary put-call parity?金融与交易中等derivation未尝试面试订阅4004Clique/Reset Payoff 4An asset-or-nothing call has zero rates and price 27. If the conditional expected stock price when in the money is 90, what risk-neutral in-the-money probability is implied?金融与交易中等derivation未尝试面试订阅4005Clique/Reset Payoff 5A digital corridor note pays 4 if S T > K and 1 otherwise. Rates are zero and the risk-neutral probability of S T > K is 0.35. What is the price?金融与交易中等derivation未尝试面试订阅4006Floating Lookback Call with Same Final SpotTwo floating-strike lookback calls finish at the same terminal spot, but Path A had a lower running minimum than Path B. Which call has the larger payoff?金融与交易中等derivation未尝试面试订阅4007Fixed Lookback Call with Same Terminal SpotTwo fixed-strike lookback calls share the same strike and terminal spot. Path A reached a higher running maximum than Path B before expiry. Which call has the larger payoff?金融与交易中等derivation未尝试面试订阅4008Which Payoff Jumps at the StrikeA note pays 2 if an upper barrier is ever hit; otherwise it pays the payoff of a floating-strike lookback call. The observed path is [100, 96, 103, 101] and the barrier is 105. What is the payoff?金融与交易中等derivation未尝试面试订阅4009Does Cliquet Care About Return OrderingA cliquet sums capped-and-floored local returns. If two paths have the same set of period returns but in a different order, does this payoff change?金融与交易中等derivation未尝试面试订阅4010Can a Later Selloff Undo a Locked-In Lookback MaximumA fixed-strike lookback call has already observed a running maximum far above strike. Can a later selloff erase that locked-in intrinsic value?金融与交易中等derivation未尝试面试订阅