第 32 / 209 页
非代码面试题
显示 20 / 4169 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
1415Forward Points Carry 7If a currency pair trades at 1.2400 spot and 1.2462 three-month forward, what are the forward points?脑筋急转弯困难数值题未尝试面试订阅1416Fee Rate from Dollars 8A venue earns 2.7 million on 18 billion traded notional. What fee rate in basis points is implied?脑筋急转弯简单数值题未尝试免费1417Option Time Decay Average 9A premium of 9.60 is expected to decay linearly to zero over 120 trading days. What is the average daily theta under that linear proxy?脑筋急转弯中等数值题未尝试免费1418Duration-Convexity Approximation 10Use dP/P ~= -D*dy + 0.5*C*dy 2. If D=6, C=80, and dy=0.01, what percentage price move is implied?脑筋急转弯困难数值题未尝试面试订阅1420Bid-Ask Capture 12A trader crosses 75,000 shares and captures 3 cents per share. What gross capture is that?脑筋急转弯中等数值题未尝试免费1421Annualized Vol from Daily Vol 13Using annualized vol ~= daily vol * sqrt(252), what annualized vol corresponds to daily vol 1.2%? Use sqrt(252) ~= 15.87.脑筋急转弯简单数值题未尝试免费1422Approximate Sharpe 14If annual return is 12% and annual vol is 18%, what is the Sharpe ratio under zero funding rate?脑筋急转弯中等数值题未尝试免费1423Taylor PnL Proxy 15Use option PnL ~= Delta*dS + 0.5*Gamma*(dS) 2. If Delta=1200, Gamma=300, and dS=0.4, what approximate PnL results?脑筋急转弯简单数值题未尝试免费1424Contract Count from Notional 16One futures contract has notional 210,000. How many contracts make up 52.5 million of notional?脑筋急转弯中等数值题未尝试免费1425Basis-Point Revenue 17What is 7.5 bp of 640 million?脑筋急转弯困难数值题未尝试面试订阅1426Cubic Residue of an Exponential RemainderCompute lim x->0 [e (3x) - 1 - 3x - (9/2)x 2] / x 3.数学简单数值题未尝试免费1427Third-Order Logarithmic CancellationCompute lim x->0 [ln(1+2x) - 2x + 2x 2] / x 3.数学简单数值题未尝试免费1428Exponential Quadratic Remainder 3Compute lim (x->0) [exp(3x + -2x 2) - 1 - 3x] / x 2.数学中等数值题未尝试免费1429Square-Root Cubic CoefficientCompute lim x->0 [sqrt(1+4x) - 1 - 2x + 2x 2] / x 3.数学中等数值题未尝试免费1430Fifth-Order Trigonometric ResidueCompute lim x->0 [sin(3x) - 3x + (9/2)x 3] / x 5.数学困难数值题未尝试免费1431Half-Power Expansion With Cubic TermCompute lim x->0 [(1+5x) (1/2) - 1 - (5/2)x + (25/8)x 2] / x 3.数学简单数值题未尝试免费1432Rational Blow-Up CancellationCompute lim x->0 [(1-2x) (-1) - 1 - 2x] / x 2.数学中等数值题未尝试免费1433Fractional Linear RemainderCompute lim x->0 [((1+x)/(1-x)) - 1 - 2x] / x 2.数学中等数值题未尝试免费1434Tangent Minus IdentityCompute lim x->0 (tan x - x) / x 3.数学中等数值题未尝试免费1435Logarithmic Mixed Expansion 5Compute lim (x->0) [ln(1 + 5x + 2x 2) - 5x] / x 2.数学困难数值题未尝试面试订阅