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5515Why Multi-Round Policies Need SimulationWhy is backtesting a multi-round quoting policy usually more naturally done path by path instead of only through average per-quote metrics?金融与交易中等essay未尝试面试订阅5531Expected Ending Inventory 1You start long 200 shares. If you keep both sides on, expected bid-fill probability is 0.24, ask-fill probability is 0.16, and each fill size is 50. If you instead turn the bid off and only leave the ask quote live, what expected ending inventory do you get under each policy, and which policy leaves you closer to flat?金融与交易中等数值题未尝试面试订阅5536Why Long Inventory Changes The MidWhy does holding a large long inventory typically shift a market maker's practical quote center below the estimated fair value?金融与交易中等essay未尝试面试订阅5537Why Immediate Unwind Can Be RationalWhy might a market maker rationally cross the spread to reduce inventory even though crossing is mechanically costly?金融与交易中等essay未尝试面试订阅5538Why One-Sided Quoting ExistsWhy do market makers sometimes stop quoting one side entirely instead of merely widening both sides?金融与交易中等essay未尝试面试订阅5539Why Inventory And Information Risk InteractWhy is a bad inventory state especially dangerous when adverse selection is also high?金融与交易中等essay未尝试面试订阅5540Why Inventory Policy Needs More Than Spread MathWhy is inventory management usually not solvable by one static spread formula alone?金融与交易中等essay未尝试面试订阅5561Why N(d1) And N(d2) Are DifferentIn Black-Scholes, why is N(d1) not the same object as N(d2)?数理金融中等essay未尝试面试订阅5562Why Deeper ITM Calls Approach Forward IntrinsicWhy does a deep in-the-money European call approach S e (-qT) - K e (-rT) under Black-Scholes?数理金融中等essay未尝试面试订阅5563Why Dividend Yield Lowers CallsWhy does a higher continuous dividend yield lower a European call price in Black-Scholes?数理金融中等essay未尝试面试订阅5564Why Time Value Can Rise Even OTMWhy can an out-of-the-money option still gain value as maturity extends, even if intrinsic value is zero today?数理金融中等essay未尝试面试订阅5565Why Forward Moneyness Organizes PricesWhy is forward moneyness often a cleaner way to compare options than spot moneyness when rates or dividends matter?数理金融中等essay未尝试面试订阅5581Vega Maturity Ranking 1Two European calls have the same spot, strike family, rate, dividend yield, and volatility 0.3. Assume both have approximately the same d1 = 0.1, but option A has maturity 1 and option B has maturity 0.5. Which option has the larger Black-Scholes vega?数理金融中等数值题未尝试面试订阅5582Vega Maturity Ranking 2Two European puts have the same spot, strike family, rate, dividend yield, and volatility 0.22. Assume both have approximately the same d1 = 0.05, but option A has maturity 0.25 and option B has maturity 1. Which option has the larger Black-Scholes vega?数理金融中等数值题未尝试面试订阅5583Vega Maturity Ranking 3Two European calls have the same spot, strike family, rate, dividend yield, and volatility 0.18. Assume both have approximately the same d1 = 0, but option A has maturity 0.5 and option B has maturity 1.5. Which option has the larger Black-Scholes vega?数理金融中等数值题未尝试面试订阅5584Vega Maturity Ranking 4Two European calls have the same spot, strike family, rate, dividend yield, and volatility 0.25. Assume both have approximately the same d1 = 0.25, but option A has maturity 0.75 and option B has maturity 0.25. Which option has the larger Black-Scholes vega?数理金融中等数值题未尝试面试订阅5585Vega Maturity Ranking 5Two European puts have the same spot, strike family, rate, dividend yield, and volatility 0.2. Assume both have approximately the same d1 = -0.05, but option A has maturity 1.25 and option B has maturity 0.5. Which option has the larger Black-Scholes vega?数理金融中等数值题未尝试面试订阅5586Why Gamma And Theta Trade OffWhy do long-gamma positions often come with negative theta in vanilla options?数理金融中等essay未尝试面试订阅5587Why Vega Peaks Near ATMWhy is Black-Scholes vega often largest around the money?数理金融中等essay未尝试面试订阅5588Why Put Delta Is NegativeWhy is the delta of a vanilla put negative under Black-Scholes?数理金融中等essay未尝试面试订阅