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3968Arithmetic-Average Call IIA weighted arithmetic-average Asian call uses weights [1, 1, 1, 2] on four fixings. The first three fixings are [50, 52, 51], the strike is 53, and the trader wants payoff 1. What final fixing is required?金融与交易中等derivation未尝试面试订阅3969Arithmetic-Average Put IIA weighted arithmetic-average Asian put uses weights [1, 1, 1, 2]. The first three fixings are [40, 39, 42], the strike is 41, and the target payoff is 0.5. What final fixing is required?金融与交易中等derivation未尝试面试订阅3970Arithmetic-Average Call IIIAn average-strike Asian call uses four equally weighted fixings including the terminal price. The first three fixings are [90, 94, 95]. What terminal price makes the payoff exactly 5?金融与交易中等derivation未尝试面试订阅3971Average-Strike Put IAn average-strike Asian put uses four equally weighted fixings including the terminal price. The first three fixings are [120, 117, 119]. What terminal price makes the payoff exactly 4?金融与交易中等derivation未尝试面试订阅3972Weighted-Average Call IA weighted arithmetic-average Asian call uses weights [1, 1, 2, 2] on fixings [100, 103, 97, 106] and strike 101. What is the payoff?金融与交易中等derivation未尝试面试订阅3973Average-Price Put IAn arithmetic-average Asian put samples [70, 68, 72, 69, 71] with strike 71. What is the payoff?金融与交易中等derivation未尝试面试订阅3974Average-Strike Call IAn average-strike Asian call uses fixings [55, 58, 60, 57]. What is the payoff?金融与交易中等derivation未尝试面试订阅3975Average-Strike Put IIAn average-strike Asian put uses fixings [110, 108, 112, 107, 105]. What is the payoff?金融与交易中等derivation未尝试面试订阅3981Final Fixing Needed for an ATM Asian Call 1An arithmetic-average Asian call has strike 100 and has already observed fixings 100, 102, 98. What final fixing would make the option finish exactly at the money?金融与交易中等derivation未尝试面试订阅3982Final Fixing Needed for an ATM Asian Call 2An arithmetic-average Asian call has strike 82 and has already observed fixings 80, 82, 84, 81. What final fixing would make the option finish exactly at the money?金融与交易中等derivation未尝试面试订阅3985Final Fixing Needed for an ATM Asian Call 5An arithmetic-average Asian call has strike 35.5 and has already observed fixings 35, 34, 36, 37. What final fixing would make the option finish exactly at the money?金融与交易中等derivation未尝试面试订阅3996Cash-or-Nothing CallA cash-or-nothing call pays 10 at expiry. Interest rates are zero and the option price is 3.8. What risk-neutral probability of finishing in the money is implied?金融与交易简单derivation未尝试面试订阅3997Cash-or-Nothing PutA cash-or-nothing put pays 5 at expiry. The discount factor to expiry is 0.97 and the option price is 1.455. What risk-neutral probability of finishing in the money is implied?金融与交易简单derivation未尝试面试订阅3998Asset-or-Nothing CallAn asset-or-nothing call has zero rates. The risk-neutral probability of finishing in the money is 0.35, and the conditional expected stock price given finishing in the money is 120. What is the option price?金融与交易简单derivation未尝试面试订阅3999Asset-or-Nothing PutAn asset-or-nothing put has discount factor 0.98, risk-neutral in-the-money probability 0.4, and conditional expected stock price 80 when in the money. What is the option price?金融与交易简单derivation未尝试面试订阅4000Cash-or-Nothing Call IIA desk uses a width-0.5 call spread as a digital approximation. The spread is priced at 0.24. What unit-notional digital price is implied by that approximation?金融与交易简单derivation未尝试面试订阅4001Clique/Reset Payoff 1A cash-or-nothing call pays 25 at expiry. The discount factor is 0.98 and the option price is 6.125. What risk-neutral in-the-money probability is implied?金融与交易中等derivation未尝试面试订阅4002Clique/Reset Payoff 2A one-touch contract pays 3 immediately when an upper barrier is hit. Assume zero rates and the contract price is 0.72. What hit probability is implied?金融与交易中等derivation未尝试面试订阅4003Clique/Reset Payoff 3A cash-or-nothing call and a cash-or-nothing put with the same strike each pay 1 at expiry. Their prices are 0.42 and 0.53. What discount factor to expiry is implied by binary put-call parity?金融与交易中等derivation未尝试面试订阅4004Clique/Reset Payoff 4An asset-or-nothing call has zero rates and price 27. If the conditional expected stock price when in the money is 90, what risk-neutral in-the-money probability is implied?金融与交易中等derivation未尝试面试订阅