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4726Calendar Repair Size 11At one strike, the shorter-maturity call with T=0.5 trades at 8.2 and the longer-maturity call with T=1 trades at 9.4. What minimum upward adjustment to the longer-maturity quote would restore basic calendar monotonicity?数理金融中等数值题未尝试面试订阅4727Calendar Repair Size 12At one strike, the shorter-maturity call with T=1 trades at 11 and the longer-maturity call with T=2 trades at 12.8. What minimum upward adjustment to the longer-maturity quote would restore basic calendar monotonicity?数理金融中等数值题未尝试面试订阅4728Calendar Repair Size 13At one strike, the shorter-maturity call with T=0.25 trades at 5.1 and the longer-maturity call with T=0.75 trades at 5. What minimum upward adjustment to the longer-maturity quote would restore basic calendar monotonicity?数理金融中等数值题未尝试面试订阅4729Calendar Repair Size 14At one strike, the shorter-maturity call with T=0.5 trades at 7.5 and the longer-maturity call with T=1.5 trades at 10.2. What minimum upward adjustment to the longer-maturity quote would restore basic calendar monotonicity?数理金融中等数值题未尝试面试订阅4730Calendar Repair Size 15At one strike, the shorter-maturity call with T=1 trades at 9.8 and the longer-maturity call with T=3 trades at 9.6. What minimum upward adjustment to the longer-maturity quote would restore basic calendar monotonicity?数理金融中等数值题未尝试面试订阅4731Surface Arbitrage Scenario 16Why is butterfly arbitrage usually interpreted as a sign of a negative implied density somewhere?数理金融中等essay未尝试面试订阅4732Surface Arbitrage Scenario 17Why do desks clean or smooth option surfaces before using them in local-vol or risk systems?数理金融中等essay未尝试面试订阅4733Surface Arbitrage Scenario 18Why is a surface being static-arbitrage-free still not enough to guarantee realistic smile dynamics?数理金融中等essay未尝试面试订阅4734Surface Arbitrage Scenario 19If you detect a tiny local butterfly violation caused by noisy quotes, what is usually the first practical response?数理金融中等essay未尝试面试订阅4735Surface Arbitrage First Step 20Before fitting a model to an implied-vol surface, what should you inspect first?数理金融中等essay未尝试面试订阅4736Surface Arbitrage First Step 21Before repairing a quote, what should you identify first about the violation?数理金融中等essay未尝试面试订阅4737Surface Arbitrage First Step 22Before calling a quote 'wrong,' what data-quality question should you ask first?数理金融中等essay未尝试面试订阅4738Surface Arbitrage First Step 23Before using convexity across strikes, what structural condition should you check first about strike spacing?数理金融中等essay未尝试面试订阅4739Surface Arbitrage First Step 24Before overreacting to a tiny violation, what scale comparison should you make first?数理金融中等essay未尝试面试订阅4740Surface Arbitrage First Step 25Before interpreting a cleaned surface economically, what should you remember first about the repair process?数理金融中等essay未尝试面试订阅4741Sticky-Strike Versus Sticky-Moneyness 1Suppose the smile is parameterized in log-moneyness by sigma(k)= 0.2 + -0.12 k, with fixed strike K=110. Spot moves from 100 to 110. What implied volatility would the strike have under sticky-strike and under sticky-moneyness?数理金融中等数值题未尝试面试订阅4746Fixed-Strike Vol Shift 1With sigma(k)= 0.24 + -0.2 k in log-moneyness and fixed strike K=105, spot moves from 100 to 95. Under a sticky-moneyness convention, by how much does the fixed-strike implied volatility change?数理金融中等数值题未尝试面试订阅4751Why conventions matterWhy is saying 'the smile moved' incomplete unless you also say under which smile-dynamics convention you are describing it?数理金融中等essay未尝试面试订阅4752Why local vol criticism shows up hereWhy do practitioners often bring up local vol when discussing smile dynamics after spot moves?数理金融中等essay未尝试面试订阅4753Sticky delta intuitionWhat is the key intuition behind a sticky-delta style market description?数理金融中等essay未尝试面试订阅