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4531Static Replication Scenario 16Why does exact static replication usually work best for piecewise-linear terminal payoffs?数理金融中等essay未尝试面试订阅4532Static Replication Scenario 17Why can a sparse strike grid turn an exact static hedge into only an approximate one?数理金融中等essay未尝试面试订阅4533Static Replication Scenario 18Why is replacing a true digital payoff with a narrow call spread only an approximation in practice?数理金融中等essay未尝试面试订阅4534Static Replication Scenario 19Why can American-style exercise features break a clean European static-replication argument?数理金融中等essay未尝试面试订阅4535Static Replication Scenario 20Why does static payoff replication still leave you exposed to the prices of the building blocks at inception?数理金融中等essay未尝试面试订阅4536First Building Blocks for a Flat-Then-Ramp-Then-Flat PayoffA payoff is flat below K1, rises with constant slope 0.4 between K1 and K2, and is flat again above K2. Before writing numbers, what static building blocks should you try first, and why?数理金融中等essay未尝试面试订阅4537Warning Sign for a True Jump in the PayoffA target payoff has a genuine jump discontinuity at strike K, but the desk only has plain vanilla calls and puts at that maturity. What is the first replication warning sign you should notice?数理金融中等essay未尝试面试订阅4538Contract Matching Before Using Put-Call ParityBefore invoking put-call parity inside a static replication argument, what exact contract-matching conditions must you confirm first?数理金融中等essay未尝试面试订阅4539Missing Strike and Exact Static ReplicationA payoff has its key kink at K = 97, but the listed option grid only trades strikes 95 and 100 at the right maturity. What should you conclude first about exact static replication from listed vanillas alone?数理金融中等essay未尝试面试订阅4540Why the Payoff Sketch Comes Before Instrument AlgebraWhen a structured payoff is described verbally, why should you sketch its piecewise graph before choosing any static instrument weights?数理金融中等essay未尝试面试订阅4541Call Superhedge Upper Bound 1European calls with strikes 90 and 110 trade at prices 14 and 5. Using only static positions in these two calls, what is the tightest model-free upper bound you can infer for the price of the call with strike 100?数理金融中等数值题未尝试面试订阅4546Call Subhedge Lower Bound 6European calls with strikes 90 and 110 trade at prices 14 and 5. What is the strongest model-free lower bound you can infer for the price of the call with strike 100 using monotonicity and static sub-hedging?数理金融中等数值题未尝试面试订阅4551Call Price Interval 11Calls with strikes 90 and 120 trade at 18 and 6. What no-arbitrage interval can you infer for the missing call price C(105) using static sub- and super-replication only?数理金融中等数值题未尝试面试订阅4556Super-Sub Scenario 16Why do super- and sub-replication naturally produce a price interval rather than a single point in an incomplete market?数理金融中等essay未尝试面试订阅4557Super-Sub Scenario 17Why does adding one more relevant traded strike usually tighten a model-free price interval?数理金融中等essay未尝试面试订阅4558Super-Sub Scenario 18Why can the interval collapse to a single price once the target payoff is exactly spanned?数理金融中等essay未尝试面试订阅4559Why Geometry HelpsIn a stock-and-cash market, why is affine geometry such a useful way to think about super-replication?数理金融中等essay未尝试面试订阅4716Admissible Higher-Strike Call Interval 1A call with strike 80 trades at 25. Ignoring discounting and using only no-arbitrage monotonicity and slope bounds across strikes, what admissible price interval does that imply for the call with higher strike 90?数理金融简单数值题未尝试面试订阅4718Admissible Higher-Strike Call Interval 3A call with strike 100 trades at 10.5. Ignoring discounting and using only no-arbitrage monotonicity and slope bounds across strikes, what admissible price interval does that imply for the call with higher strike 110?数理金融简单数值题未尝试面试订阅4721Butterfly Repair Or Ceiling 6For equally spaced strikes 90, 100, 110, call prices at the wings are C(90)=18.2 and C(110)=8.1. What is the largest arbitrage-free value the middle call C(100) can take under butterfly convexity?数理金融中等数值题未尝试面试订阅