第 3 / 5 页
非代码面试题
显示 20 / 84 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
5136Why Premium Bonds Have Shorter DurationWhy does a high-coupon premium bond usually have shorter duration than a low-coupon bond of the same maturity?金融与交易困难essay未尝试面试订阅5137Why Dirty Price Matters On SettlementWhy do traders quote clean price but settle at dirty price?金融与交易困难essay未尝试面试订阅5138Why Convexity HelpsWhy is positive convexity generally good for a bond holder when rates move a lot in either direction?金融与交易困难essay未尝试面试订阅5139Why YTM Is Not A Universal RateWhy can a bond's yield to maturity be a misleading summary when the term structure is not flat?金融与交易困难essay未尝试面试订阅5140Why DV01 Is UsefulWhy do traders often talk in DV01 rather than only in duration?金融与交易困难essay未尝试面试订阅5141Flat Forward From Two Discount FactorsA curve has discount factors D(0.5)=0.992 and D(2)=0.94. If the continuously compounded forward rate is flat over the interval [0.5,2], what is that forward rate?金融与交易简单数值题未尝试面试订阅5142Longer Discount From a Flat Forward BucketThe curve has D(1)=0.97. The average continuously compounded forward rate from year 1 to year 3 is 3.5%. What is D(3)?金融与交易简单数值题未尝试面试订阅5143Average Forward Implied by Two Zero YieldsThe continuously compounded 2-year zero yield is 3.0% and the 5-year zero yield is 4.2%. What is the average continuously compounded forward rate from year 2 to year 5?金融与交易简单数值题未尝试面试订阅5144Last Half-Year Forward SliceA curve has D(1)=0.96 and D(1.5)=0.935. What is the continuously compounded forward rate over the last half-year interval [1,1.5]?金融与交易简单数值题未尝试面试订阅5145Simple Forward From Two Simple Spot RatesThe 6-month simple spot rate is 2.0% and the 18-month simple spot rate is 3.0%. What 1-year simple forward rate from 0.5y to 1.5y is implied?金融与交易简单数值题未尝试面试订阅5146Roll-Down Price of Today's Two-Year ZeroToday D(1)=0.97 and D(2)=0.94. If the entire curve shape is unchanged one year from now, what will be the price then of today's 2-year zero-coupon bond?金融与交易中等数值题未尝试面试订阅5148Flat-Zero Roll-Down Under an Unchanged CurveA 3-year zero-coupon bond is priced off a flat continuously compounded zero curve at 4%. If the curve stays unchanged one year later, what is the bond's price then?金融与交易中等数值题未尝试面试订阅5150Log Discount Ratio Over One Year of Roll-DownToday D(1)=0.94 and D(0)=1. What continuously compounded one-year carry is implied by simply holding today's 1-year zero to maturity under no curve shock?金融与交易中等数值题未尝试面试订阅5151Final Stub Forward From Bond Price 1A 1.5-year bond with face 100 has annual coupon rate 4.0%, paid semiannually, and trades at 100.911. The discount factors are D(0.5)=0.985 and D(1.0)=0.968. Assume the annual-compounded forward rate from 1.0 years to 1.5 years is flat over that stub. What forward rate is implied?金融与交易困难数值题未尝试面试订阅5156Second-Year Discount From a Par Coupon BondA 2-year annual 4% coupon bond is priced at 100. If D(1)=0.97, what is D(2)?金融与交易中等数值题未尝试面试订阅5157Third-Year Discount From a Premium Coupon BondA 3-year annual 5% coupon bond is priced at 101.2. If D(1)=0.98 and D(2)=0.95, what is D(3)?金融与交易中等数值题未尝试面试订阅5158Two-Year Discount From a Semiannual Coupon BondA 2-year bond pays a 6% annual coupon semiannually and is priced at 101.5. If D(0.5)=0.99, D(1)=0.975, and D(1.5)=0.95, what is D(2)?金融与交易中等数值题未尝试面试订阅5159Eighteen-Month Discount From a Discount Bond With CouponsA 1.5-year semiannual 4% coupon bond is priced at 99.8. If D(0.5)=0.99 and D(1)=0.976, what is D(1.5)?金融与交易中等数值题未尝试面试订阅5160Third Discount Factor From a Par-Like Coupon QuoteA 3-year annual 4.5% coupon bond is priced at 100. If D(1)=0.979 and D(2)=0.951, what is D(3)?金融与交易中等数值题未尝试面试订阅5161Why Steep Curves MatterWhy does an upward-sloping yield curve usually imply positive roll-down carry for a bond held over time, all else equal?金融与交易困难essay未尝试面试订阅