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3874Margin Call Amount 4A short futures account starts with initial margin 7500, multiplier 60, and settlements [130, 128, 125, 126, 123]. 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 Ignoring interest, how much cash is withdrawn in total?金融与交易中等derivation未尝试面试订阅3875Margin Call Amount 5A long futures account starts with initial margin 6800, multiplier 75, and settlements [55, 57, 56, 59, 58]. 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 Ignoring interest, how much cash is withdrawn in total?金融与交易中等derivation未尝试面试订阅3876Futures versus Forward under Rate Correlation 1A long futures account is currently margined at balance 6200 with current settlement 102, maintenance margin 5800, and multiplier 100. What is the lowest next settlement price that still avoids a margin call?金融与交易中等derivation未尝试面试订阅3877Futures versus Forward under Rate Correlation 2A short futures account is currently margined at balance 7100 with current settlement 75, maintenance margin 6500, and multiplier 80. What is the highest next settlement price that still avoids a margin call?金融与交易中等derivation未尝试面试订阅3881Why a Zero-Net Path Still Matters 1A long futures account uses multiplier 200 and starts each scenario with margin 7000. Path A settlements are [100, 95, 92, 100] and path B settlements are [100, 98, 96, 100]. Maintenance margin is 5600. Treasury restores the account to the initial margin after any margin call. Which path creates more external cash posted, and by how much?金融与交易中等derivation未尝试面试订阅3882Why a Zero-Net Path Still Matters 2A short futures account uses multiplier 220 and starts each scenario with margin 8000. Path A settlements are [70, 75, 77, 70] and path B settlements are [70, 72, 74, 70]. Maintenance margin is 6500. Treasury restores the account to the initial margin after any margin call. Which path creates more external cash posted, and by how much?金融与交易中等derivation未尝试面试订阅3884Why a Zero-Net Path Still Matters 4A long futures account uses multiplier 100 and starts each scenario with margin 5000. Path A settlements are [40, 46, 41, 45] and path B settlements are [40, 42, 43, 45]. Treasury sweeps any balance above the initial margin back to cash after each close, and maintenance never binds. Which path creates more cash withdrawn, and by how much?金融与交易中等derivation未尝试面试订阅3885Why a Zero-Net Path Still Matters 5A short futures account uses multiplier 100 and starts each scenario with margin 6000. Path A settlements are [80, 74, 79, 75] and path B settlements are [80, 78, 77, 75]. Treasury sweeps any balance above the initial margin back to cash after each close, and maintenance never binds. Which path creates more cash withdrawn, and by how much?金融与交易中等derivation未尝试面试订阅3886Why Margining Reduces Credit Risk but Adds Liquidity RiskTwo settlement paths can start and end at the same futures price, yet one path triggers margin calls while the other does not. Why?金融与交易中等essay未尝试面试订阅3887Why Forwards and Futures Need Not CoincideWhy does adding a maintenance margin make liquidity needs path dependent even though total futures PnL still telescopes?金融与交易中等essay未尝试面试订阅3888Why Maintenance Margin Is Not the Same as Economic Loss LimitWhy can daily withdrawal of excess margin make realized treasury cash flow differ across two paths with the same final settlement?金融与交易中等essay未尝试面试订阅3889Why Path Dependence Matters Even with the Same Terminal PriceWhy is a short futures position not safer for margining just because its total PnL formula flips sign versus a long?金融与交易中等essay未尝试面试订阅3890How to Sanity-Check a Margin ProblemA desk says a basis trade is market neutral, so margin calls on the futures leg should not matter. What is wrong with that statement?金融与交易中等essay未尝试面试订阅3891CIP Fair FX Forward 1Under covered interest parity with continuous compounding, spot is 1.08, forward is 1.113, the domestic rate is 5.00%, and maturity is 1.5 years. What foreign rate is implied?金融与交易中等derivation未尝试面试订阅3892CIP Fair FX Forward 2Under covered interest parity with continuous compounding, spot is 145, forward is 147.95, the foreign rate is 1.00%, and maturity is 0.75 years. What domestic rate is implied?金融与交易中等derivation未尝试面试订阅3893CIP Fair FX Forward 3Spot is 0.92, the fair CIP forward is 0.9386, the domestic rate is 4.00%, and the foreign rate is 2.00% under continuous compounding. What maturity is implied?金融与交易中等derivation未尝试面试订阅3894CIP Fair FX Forward 4The fair FX forward is 112.5 under continuous compounding. If the domestic rate is 3.00%, the foreign rate is 1.50%, and maturity is 0.5 years, what spot rate is implied by CIP?金融与交易中等derivation未尝试面试订阅3895CIP Fair FX Forward 5Spot is 1.32, forward is 1.3003, and maturity is 1 year under continuous compounding. What domestic-minus-foreign rate differential r d-r f is implied by CIP?金融与交易中等derivation未尝试面试订阅3896Implied FX Basis 1Define an FX basis spread b by F 0=S 0e (r d-r f-b)T . If spot is 1.1, observed forward is 1.125, domestic rate is 0.04, foreign rate is 0.01, and maturity is 1, what is the implied basis b?金融与交易中等derivation未尝试面试订阅3897Implied FX Basis 2Define an FX basis spread b by F 0=S 0e (r d-r f-b)T . If spot is 145, observed forward is 146.2, domestic rate is 0.02, foreign rate is 0.005, and maturity is 0.5, what is the implied basis b?金融与交易中等derivation未尝试面试订阅