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3826Payer Swap After Rates RiseA payer swap has fixed coupon 3.00\%. The current par swap rate has moved up to 3.60\%. Is the position positive, negative, or near zero to the payer?金融与交易简单derivation未尝试面试订阅3827Receiver Swap After Rates FallA receiver swap has fixed coupon 4.20\%. The current par swap rate has dropped to 3.50\%. Is the position positive, negative, or near zero to the receiver?金融与交易简单derivation未尝试面试订阅3828Who Benefits If Current Par Exceeds Contract FixedIf the current par swap rate is above the contract fixed coupon, which side benefits: payer fixed or receiver fixed?金融与交易简单derivation未尝试面试订阅3829Who Benefits If Current Par Is Below Contract FixedIf the current par swap rate is below the contract fixed coupon, which side benefits?金融与交易简单derivation未尝试面试订阅3830Which Swap Is More Rate-SensitiveTwo otherwise identical payer swaps differ only in swap annuity: one has annuity 2.5 and the other 6.0. Which one has the larger DV01 in magnitude?金融与交易简单derivation未尝试面试订阅3831Payer DV01 Approximation IA payer swap has notional N=100000000 and swap annuity A=4.5. Approximate the P\\&L impact of a parallel move of 0.08\% in the market swap rate using \Delta PV\approx \pm N A\,\Delta S with the appropriate sign.金融与交易中等derivation未尝试面试订阅3832Receiver DV01 Approximation IA receiver swap has notional N=80000000 and swap annuity A=3.2. Approximate the P\\&L impact of a parallel move of 0.05\% in the market swap rate using \Delta PV\approx \pm N A\,\Delta S with the appropriate sign.金融与交易中等derivation未尝试面试订阅3833Payer DV01 Approximation IIA payer swap has notional N=50000000 and swap annuity A=7.1. Approximate the P\\&L impact of a parallel move of -0.12\% in the market swap rate using \Delta PV\approx \pm N A\,\Delta S with the appropriate sign.金融与交易中等derivation未尝试面试订阅3834Receiver DV01 Approximation IIA receiver swap has notional N=200000000 and swap annuity A=2.4. Approximate the P\\&L impact of a parallel move of -0.03\% in the market swap rate using \Delta PV\approx \pm N A\,\Delta S with the appropriate sign.金融与交易中等derivation未尝试面试订阅3836Why a Par Swap Starts at Zero ValueWhy does a newly initiated par swap start with zero market value to both sides?金融与交易中等essay未尝试面试订阅3837Why Payer Swaps Like Rising RatesWhat is the simplest economic intuition for why a payer swap benefits from rising market swap rates?金融与交易中等essay未尝试面试订阅3838Why the Annuity Matters So MuchWhy does the swap annuity show up everywhere in swap valuation and DV01 calculations?金融与交易中等essay未尝试面试订阅3839Why Swap MTM Is Almost Linear in Rate DifferenceWhy is the mark-to-market of a vanilla swap often well approximated by annuity times the gap between market and contract fixed rates?金融与交易中等essay未尝试面试订阅3840How to Sanity-Check a Swap NumberWhat is a fast sanity check when someone hands you a swap rate or swap MTM number on the desk?金融与交易中等essay未尝试面试订阅3841PnL of a Convergence Trade from a Basis MoveA trader is long spot and short one futures contract. Initially spot is 100 and futures is 104, so the cash basis is -4. Later the basis changes by 1.5. Ignoring financing, what is the trade's marked-to-market PnL change?金融与交易中等derivation未尝试面试订阅3842PnL of a Convergence Trade from a Basis MoveA trader is long spot and short one futures contract. Initially spot is 80 and futures is 76, so the cash basis is 4. Later the basis changes by -2. Ignoring financing, what is the trade's marked-to-market PnL change?金融与交易中等derivation未尝试面试订阅3843PnL of a Convergence Trade from a Basis MoveA trader is long spot and short one futures contract. Initially spot is 52 and futures is 52.8, so the cash basis is -0.8. Later the basis changes by 0.6. Ignoring financing, what is the trade's marked-to-market PnL change?金融与交易中等derivation未尝试面试订阅3844PnL of a Convergence Trade from a Basis MoveA trader is long spot and short one futures contract. Initially spot is 120 and futures is 123, so the cash basis is -3. Later the basis changes by 2. Ignoring financing, what is the trade's marked-to-market PnL change?金融与交易中等derivation未尝试面试订阅3846Recovering Spot from a Futures Quote and BasisA futures contract trades at 104, and the cash basis S-F is observed to be -3. What is spot?金融与交易简单derivation未尝试面试订阅3847Recovering Spot from a Futures Quote and BasisA futures contract trades at 76, and the cash basis S-F is observed to be 4. What is spot?金融与交易简单derivation未尝试面试订阅