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3616Quadratic Variation of 2W_t Plus a Smooth DriftLet X t = 2W t + t 3 - sin t. What is [X] 2?随机过程中等derivation未尝试面试订阅3617Quadratic Variation of -3W_t Plus an Exponential TrendLet X t = -3W t + e t. What is [X] 1?随机过程中等derivation未尝试面试订阅3618Quadratic Variation of 0.5W_t Plus an Integrated DriftLet X t = 0.5W t + integral 0 t s ds. What is [X] 4?随机过程中等derivation未尝试面试订阅3619Quadratic Variation of Brownian Motion with Two Smooth CorrectionsLet X t = W t - t + cos t. What is [X] 3?随机过程中等derivation未尝试面试订阅3620Quadratic Variation of 1.2W_t Plus a Rational DriftLet X t = 1.2W t + t/(1+t). What is [X] 5?随机过程中等derivation未尝试面试订阅3621Quadratic Variation of an Itô Integral with Linear LoadingLet X t = integral 0 t (1+s) dW s. What is [X] 2?随机过程中等derivation未尝试面试订阅3622Quadratic Variation of an Itô Integral with Descending LoadingLet X t = integral 0 t (2-s) dW s. What is [X] 1?随机过程中等derivation未尝试面试订阅3623Quadratic Variation of a Piecewise-Volatility IntegralLet X t = integral 0 t sigma(s) dW s where sigma(s)=1 on [0,1], sigma(s)=2 on (1,2], and sigma(s)=0 on (2,3]. What is [X] 3?随机过程中等derivation未尝试面试订阅3624Quadratic Variation of a Square-Root LoadingLet X t = integral 0 t sqrt(1+s) dW s. What is [X] 3?随机过程中等derivation未尝试面试订阅3625Quadratic Variation of a Rescaled Time Polynomial LoadingLet X t = integral 0 t (s/3) dW s. What is [X] 3?随机过程中等derivation未尝试面试订阅3626Covariation of W_t+2B_t with 3W_t-B_tLet X t = W t + 2B t and Y t = 3W t - B t where W and B are independent Brownian motions. What is [X,Y] 1?随机过程中等derivation未尝试面试订阅3627Covariation of 2W_t-B_t with W_t+4B_tLet X t = 2W t - B t and Y t = W t + 4B t with independent W and B. What is [X,Y] 2?随机过程中等derivation未尝试面试订阅3628Covariation of 0.5W_t+B_t with 3W_t+2B_tLet X t = 0.5W t + B t and Y t = 3W t + 2B t with independent W and B. What is [X,Y] 4?随机过程中等derivation未尝试面试订阅3629Covariation of W_t-B_t with W_t+B_tLet X t = W t - B t and Y t = W t + B t with independent W and B. What is [X,Y] 3?随机过程中等derivation未尝试面试订阅3630Covariation of 2W_t+3B_t with -W_t+2B_tLet X t = 2W t + 3B t and Y t = -W t + 2B t with independent W and B. What is [X,Y] 0.5 ?随机过程中等derivation未尝试面试订阅3631Coefficient Making [W_t+aB_t]_2 Equal 10Choose a so that [W t + aB t] 2 = 10 where W and B are independent Brownian motions.随机过程中等derivation未尝试面试订阅3632Coefficient Making [W_t+aB_t, 2W_t-B_t]_1 Equal ZeroChoose a so that [W t + aB t, 2W t - B t] 1 = 0 with independent W and B.随机过程中等derivation未尝试面试订阅3633Scale Making [cW_{4t}]_1 Equal 1Choose c so that [cW 4t ] 1 = 1.随机过程中等derivation未尝试面试订阅3634Coefficient Making [aW_t+B_t]_3 Equal 15Choose a so that [aW t + B t] 3 = 15 with independent W and B.随机过程中等derivation未尝试面试订阅3635Coefficient Making [aW_t-B_t, W_t+B_t]_2 Equal 6Choose a so that [aW t - B t, W t + B t] 2 = 6 with independent W and B.随机过程中等derivation未尝试面试订阅