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5237Why Synthetic Positions MatterWhy do traders care that an option strip can synthesize stock or forwards?金融与交易困难essay未尝试面试订阅5238Why Box Is A LoanWhy is a box spread often described as an options-based loan or deposit?金融与交易困难essay未尝试面试订阅5239Why Borrow Limits MatterWhy can real-world short-sale or funding frictions prevent obvious parity arbitrage from being fully exploited?金融与交易困难essay未尝试面试订阅5240Why Parity Is Still UsefulIf markets have frictions, why is put-call parity still one of the first checks traders run?金融与交易困难essay未尝试面试订阅5256Call Monotonicity 1At the same maturity, calls are quoted as C(95)=7 and C(105)=5.8 with 105>95. Does this satisfy basic no-arbitrage monotonicity across strikes?金融与交易简单数值题未尝试面试订阅5257Call Monotonicity 2At the same maturity, calls are quoted as C(100)=6.2 and C(110)=6.4 with 110>100. Does this satisfy basic no-arbitrage monotonicity across strikes?金融与交易简单数值题未尝试面试订阅5260Call Monotonicity 5At the same maturity, calls are quoted as C(85)=7.8 and C(100)=5 with 100>85. Does this satisfy basic no-arbitrage monotonicity across strikes?金融与交易简单数值题未尝试面试订阅5261Why Lower Bounds MatterWhy can an option price being too low be just as much of an arbitrage problem as being too high?金融与交易困难essay未尝试面试订阅5262Why Bounds Are Broader Than ParityWhy are no-arbitrage bounds still useful even when you do not have a perfect parity identity available?金融与交易困难essay未尝试面试订阅5263Why Time Value Keeps Calls Above IntrinsicWhy can an out-of-the-money European call still have positive value even though its intrinsic value is zero today?金融与交易困难essay未尝试面试订阅5264Why Monotonicity Is IntuitiveWhy should a call with a lower strike never be worth less than a call with a higher strike, all else equal?金融与交易困难essay未尝试面试订阅5265Why Bounds Help ScreeningWhy are simple option bounds often used as a first-pass market-data screen?金融与交易困难essay未尝试面试订阅5286PM Dismisses A Low-Sharpe Hedge SleeveA PM says, "This market-neutral sleeve has a poor standalone Sharpe, so it should never receive weight in a Markowitz optimizer." The sleeve is mildly negatively correlated with the core book. How would you respond in two or three sentences?金融与交易困难essay未尝试面试订阅5289Why Long-Only Can Reshape The Entire SolutionAn unconstrained optimizer wants a large short in one equity sleeve to hedge two crowded longs, but mandate rules require long-only weights. Explain why the long-only solution can look qualitatively different rather than just a clipped version of the unconstrained one.金融与交易困难essay未尝试面试订阅5290Tiny Alpha Changes, Huge Weight FlipsA Markowitz backtest flips from +18% to -12% in one sleeve after a tiny revision to expected-return estimates, while the covariance matrix barely changes. What does this tell you, and what would you do before trading the result live?金融与交易困难essay未尝试面试订阅5294Index Futures Overlay To Reach A Beta TargetA cash equity book has beta 0.60 to the market. The desk can short index futures with beta 1.00 per unit notional. What short futures notional, as a fraction of NAV, is needed to bring the portfolio beta down to 0.15?金融与交易中等数值题未尝试面试订阅5295Overlay Notional for Beta Neutrality 4A core book has beta 0.9 and notional 200. An index future has beta 1.0. What short futures notional makes the combined beta exposure zero?金融与交易中等数值题未尝试面试订阅5297Portfolio Alpha Across Two Sleeves 6Sleeve A has weight 40% and alpha 2%, sleeve B has weight 60% and alpha -0.5%. What is the portfolio alpha?金融与交易中等数值题未尝试面试订阅5299Minimum Expected Return To Clear An Alpha HurdleA PM requires at least 1.0% expected alpha over CAPM before buying a stock. If the risk-free rate is 1%, the market expected return is 7%, and the stock's beta is 0.6, what minimum expected return must the stock have to qualify?金融与交易中等数值题未尝试面试订阅5300Compare Two Stocks Under CAPM Plus AlphaThe risk-free rate is 2.5% and the market expected return is 9.5%. Stock A has beta 1.1 and zero alpha forecast. Stock B has beta 0.4 and a forecast alpha of 1.5%. Under a CAPM-plus-alpha view, which stock has the higher expected return, and by how much?金融与交易中等数值题未尝试面试订阅