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3848Recovering Spot from a Futures Quote and BasisA futures contract trades at 52.8, and the cash basis S-F is observed to be -0.8. What is spot?金融与交易简单derivation未尝试面试订阅3849Recovering Spot from a Futures Quote and BasisA futures contract trades at 123, and the cash basis S-F is observed to be 2.5. What is spot?金融与交易简单derivation未尝试面试订阅3850Recovering Spot from a Futures Quote and BasisA futures contract trades at 92, and the cash basis S-F is observed to be -1.2. What is spot?金融与交易简单derivation未尝试面试订阅3851Recovering Futures from Spot and BasisSpot is 100 and the cash basis S-F is -4. What futures price does that imply?金融与交易简单derivation未尝试面试订阅3852Recovering Futures from Spot and BasisSpot is 80 and the cash basis S-F is 3. What futures price does that imply?金融与交易简单derivation未尝试面试订阅3853Recovering Futures from Spot and BasisSpot is 60 and the cash basis S-F is -1.5. What futures price does that imply?金融与交易简单derivation未尝试面试订阅3856Basis Risk in a One-for-One HedgeA cash position is hedged one-for-one with futures. During the holding window the basis changes by 1.5. What hedge slippage does that basis move create for a short-cash/long-futures hedge?金融与交易中等derivation未尝试面试订阅3857Basis Risk in a One-for-One HedgeA cash position is hedged one-for-one with futures. During the holding window the basis changes by -2.0. What hedge slippage does that basis move create for a short-cash/long-futures hedge?金融与交易中等derivation未尝试面试订阅3861Why Basis Risk Makes a Cash-Futures Hedge ImperfectWhy can a cash-futures hedge still leave risk even if the futures notional matches the cash position perfectly?金融与交易中等essay未尝试面试订阅3862Why Basis Tends to Converge Near ExpiryWhy does basis often shrink as a futures contract approaches expiry?金融与交易中等essay未尝试面试订阅3863Why Basis Can Be Negative in ContangoWhy does the cash basis S-F become negative in contango markets?金融与交易中等essay未尝试面试订阅3864Why Basis Can Be Positive in BackwardationWhy does the cash basis S-F become positive in backwardation?金融与交易中等essay未尝试面试订阅3865Why Traders Monitor Basis Separately from Outright PriceWhy is basis worth monitoring as its own state variable rather than only watching spot and futures separately?金融与交易中等essay未尝试面试订阅3866Final Margin Balance 1A long futures account has initial margin 7000, maintenance margin 5600, contract multiplier 200, and settlements [100, 95, 92, 95]. Whenever the end-of-day balance drops below maintenance, treasury tops it back up to the initial margin the same evening. Ignoring interest, how much cash is deposited over the life of the trade?金融与交易中等derivation未尝试面试订阅3867Final Margin Balance 2A short futures account has initial margin 6500, maintenance margin 5000, contract multiplier 220, and settlements [75, 79, 82, 80]. Whenever the end-of-day balance drops below maintenance, treasury tops it back up to the initial margin the same evening. Ignoring interest, how much cash is deposited over the life of the trade?金融与交易中等derivation未尝试面试订阅3868Final Margin Balance 3A long futures account has initial margin 5000, maintenance margin 4300, contract multiplier 60, and settlements [210, 205, 198, 201, 194]. Whenever the end-of-day balance drops below maintenance, treasury tops it back up to the initial margin the same evening. Ignoring interest, how much cash is deposited over the life of the trade?金融与交易中等derivation未尝试面试订阅3869Final Margin Balance 4A short futures account has initial margin 9000, maintenance margin 7800, contract multiplier 200, and settlements [50, 54, 58, 57, 60]. Whenever the end-of-day balance drops below maintenance, treasury tops it back up to the initial margin the same evening. Ignoring interest, how much cash is deposited over the life of the trade?金融与交易中等derivation未尝试面试订阅3871Margin Call Amount 1A long futures account starts with initial margin 6000, multiplier 50, and settlements [100, 104, 101, 106]. Maintenance never binds on this path. Treasury sweeps out any end-of-day balance above the initial margin, leaving exactly the initial margin in the account after each close. Ignoring interest, how much cash is withdrawn in total?金融与交易中等derivation未尝试面试订阅3872Margin Call Amount 2A short futures account starts with initial margin 7000, multiplier 80, and settlements [90, 86, 88, 83]. Maintenance never binds on this path. Treasury sweeps out any end-of-day balance above the initial margin, leaving exactly the initial margin in the account after each close. Ignoring interest, how much cash is withdrawn in total?金融与交易中等derivation未尝试面试订阅3873Margin Call Amount 3A long futures account starts with initial margin 5000, multiplier 100, and settlements [40, 41.5, 43, 42, 45]. Maintenance never binds on this path. Treasury sweeps out any end-of-day balance above the initial margin, leaving exactly the initial margin in the account after each close. Ignoring interest, how much cash is withdrawn in total?金融与交易中等derivation未尝试面试订阅