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4661Assumption Breakdown Diagnostic 21Before using a gamma-PnL approximation, what should you check first about the hedge interval?数理金融中等essay未尝试面试订阅4662Assumption Breakdown Diagnostic 22Before concluding that transaction costs dominate the hedge result, what unit check should you do first?数理金融中等essay未尝试面试订阅4663Assumption Breakdown Diagnostic 23Before explaining an implied-vol skew by jumps, what should you distinguish first?数理金融中等essay未尝试面试订阅4664Assumption Breakdown Diagnostic 24Before saying discrete hedging error is the whole story, what comparison should you make first?数理金融中等essay未尝试面试订阅4665Assumption Breakdown Diagnostic 25Before declaring the model wrong, what convention check should you perform first?数理金融中等essay未尝试面试订阅5541Black-Scholes Call 1Under Black-Scholes with spot 100, strike 100, risk-free rate 0.03, dividend yield 0, volatility 0.2, and maturity 1, what is the European call price?数理金融中等数值题未尝试面试订阅5542Black-Scholes Call 2Under Black-Scholes with spot 95, strike 100, risk-free rate 0.04, dividend yield 0.01, volatility 0.25, and maturity 0.5, what is the European call price?数理金融中等数值题未尝试面试订阅5543Black-Scholes Call 3Under Black-Scholes with spot 120, strike 110, risk-free rate 0.02, dividend yield 0, volatility 0.18, and maturity 1.5, what is the European call price?数理金融中等数值题未尝试面试订阅5546Black-Scholes Put 1Under Black-Scholes with spot 100, strike 100, risk-free rate 0.03, dividend yield 0, volatility 0.2, and maturity 1, what is the European put price?数理金融中等数值题未尝试面试订阅5547Black-Scholes Put 2Under Black-Scholes with spot 95, strike 90, risk-free rate 0.04, dividend yield 0.02, volatility 0.22, and maturity 0.5, what is the European put price?数理金融中等数值题未尝试面试订阅5548Black-Scholes Put 3Under Black-Scholes with spot 120, strike 130, risk-free rate 0.02, dividend yield 0, volatility 0.18, and maturity 1.5, what is the European put price?数理金融中等数值题未尝试面试订阅5551Forward Form And Exercise Probability 1A stock has spot 100, strike 100, rate 0.03, dividend yield 0.01, volatility 0.2, and maturity 1. Under Black-Scholes, what are the forward price F 0,T and the risk-neutral probability that the call finishes in the money?数理金融中等数值题未尝试面试订阅5552Forward Form And Exercise Probability 2A stock has spot 95, strike 100, rate 0.04, dividend yield 0.02, volatility 0.25, and maturity 0.5. Under Black-Scholes, what are the forward price F 0,T and the risk-neutral probability that the call finishes in the money?数理金融中等数值题未尝试面试订阅5553Forward Form And Exercise Probability 3A stock has spot 120, strike 110, rate 0.02, dividend yield 0, volatility 0.18, and maturity 1.5. Under Black-Scholes, what are the forward price F 0,T and the risk-neutral probability that the call finishes in the money?数理金融中等数值题未尝试面试订阅5556Volatility Shift In Price 1A European call is priced under Black-Scholes with spot 100, strike 100, rate 0.03, dividend yield 0, maturity 1, and initial volatility 0.2. If volatility changes to 0.25 while all else is unchanged, what are the old and new call prices?数理金融中等数值题未尝试面试订阅5557Volatility Shift In Price 2A European call is priced under Black-Scholes with spot 95, strike 100, rate 0.04, dividend yield 0.01, maturity 0.5, and initial volatility 0.22. If volatility changes to 0.28 while all else is unchanged, what are the old and new call prices?数理金融中等数值题未尝试面试订阅5558Volatility Shift In Price 3A European call is priced under Black-Scholes with spot 120, strike 110, rate 0.02, dividend yield 0, maturity 1.5, and initial volatility 0.18. If volatility changes to 0.24 while all else is unchanged, what are the old and new call prices?数理金融中等数值题未尝试面试订阅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