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3930Why the Gap Often Matters More for PutsA one-step model gives an American put continuation value of 6.9, while immediate exercise is worth 7.3. What is the American value and premium?金融与交易简单derivation未尝试面试订阅3931Large Dividend Makes Waiting More ExpensiveAt a decision node, immediate exercise is worth 12 plus a dividend benefit of 0.9, while continuation is worth 12.4. What is the optimal action and the node value?金融与交易中等derivation未尝试面试订阅3932Positive Rates Help American PutsAt a decision node, immediate exercise is worth 14.5, while continuation is worth 15.1. What is the optimal action and the node value?金融与交易中等derivation未尝试面试订阅3935Why American Calls on Non-Dividend Stocks Stay PatientAt a decision node, immediate exercise is worth 5.5 plus a dividend benefit of 0.3, while continuation is worth 5.9. What is the optimal action and the node value?金融与交易中等derivation未尝试面试订阅3936Why Early Exercise Is an Economic Decision, Not a FormulaWhy is early-exercise logic best understood as a tradeoff among dividends, carry, and time value rather than a memorized checklist?金融与交易中等essay未尝试面试订阅3937Why American Flexibility Often Looks Cheap Until It Suddenly MattersWhy can the extra flexibility of an American option look irrelevant most of the time and then matter a lot in a narrow set of states?金融与交易中等essay未尝试面试订阅3938Why Puts and Calls Behave AsymmetricallyWhat is the cleanest reason American puts and American calls do not share the same early-exercise logic on standard equities?金融与交易中等essay未尝试面试订阅3939How to Sanity-Check an Early-Exercise AnswerWhat is a fast sanity check after you answer an early-exercise question in an interview?金融与交易中等essay未尝试面试订阅3940Why One-Step Trees Still MatterWhy are one-step binomial American-option questions still useful even for candidates who know much more advanced pricing models?金融与交易中等essay未尝试面试订阅3941Up-and-Out CallA barrier option is monitored only at the path values 100, 104, 108, 107. The barrier is 110 and the strike is 95. What is the payoff of this up-and-out call?金融与交易中等derivation未尝试面试订阅3942Down-and-In PutA barrier option is monitored only at the path values 100, 97, 93, 89. The barrier is 92 and the strike is 98. What is the payoff of this down-and-in put?金融与交易中等derivation未尝试面试订阅3943Up-and-In CallA barrier option is monitored only at the path values 50, 53, 55.5, 54. The barrier is 56 and the strike is 52. What is the payoff of this up-and-in call?金融与交易中等derivation未尝试面试订阅3944Down-and-Out PutA barrier option is monitored only at the path values 80, 77, 74, 75. The barrier is 72 and the strike is 78. What is the payoff of this down-and-out put?金融与交易中等derivation未尝试面试订阅3945Up-and-Out Call TriggeredA barrier option is monitored only at the path values 40, 43, 46, 44. The barrier is 45 and the strike is 38. What is the payoff of this up-and-out call triggered?金融与交易中等derivation未尝试面试订阅3946In-Out Parity Value 1A note pays the payoff of a no-rebate up-and-out call plus a cash rebate of 2 at expiry if the upper barrier is ever hit. The up-and-out call is worth 4.8 and the cash-at-expiry one-touch rebate is worth 0.9. What is the note worth?金融与交易中等derivation未尝试面试订阅3947In-Out Parity Value 2A structure pays a down-and-in put if the lower barrier is touched; otherwise it pays a fixed 1.5 at expiry. The down-and-in put is worth 3.2 and the no-touch cash payment is worth 1.1. What is the structure worth?金融与交易中等derivation未尝试面试订阅3948In-Out Parity Value 3A rebate-paying down-and-out put can be decomposed into a no-rebate down-and-out put plus a touch rebate. The matching vanilla put is worth 8.4, the no-rebate down-and-in put is worth 2.9, and the touch rebate is worth 0.7. What is the rebate-paying down-and-out put worth?金融与交易中等derivation未尝试面试订阅3949In-Out Parity Value 4A note pays the vanilla call payoff if an upper barrier is never hit, but pays a fixed 3 at expiry if the barrier is hit. The vanilla call is worth 12.1, the matching no-rebate up-and-in call is worth 5.4, and the touch rebate is worth 1.2. What is the note worth?金融与交易中等derivation未尝试面试订阅3950In-Out Parity Value 5A portfolio is long a vanilla put, short the matching no-rebate knock-out put, and long a no-touch cash note worth 0.8. The vanilla put is worth 7.6 and the knock-out put is worth 3.1. What is the portfolio worth?金融与交易中等derivation未尝试面试订阅3956Rebated Up-and-Out Call IA rebated up-and-out call i pays a rebate of 2 at expiry if the barrier event occurs; otherwise it pays the usual vanilla payoff. The monitored path is 100, 107, 111, 109, the barrier is 110, and the strike is 100. What is the payoff?金融与交易中等derivation未尝试面试订阅