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4957Infer Poisson Forcing From Arc Maximum 14Let y solve y'' = -c on [0,2] with y(0)=0 and y(2)=0. If max y = 2.5, what c is implied?数学中等数值题未尝试面试订阅4958Infer Poisson Forcing From Arc Maximum 15Let y solve y'' = -c on [0,3] with y(0)=0 and y(3)=0. If the maximum value is 1.6875, what c is implied?数学中等数值题未尝试面试订阅4959Infer Poisson Forcing From Arc Maximum 16Let y solve y'' = -c on [0,1.5] with y(0)=0 and y(1.5)=0. If max y = 1.125, what c is implied?数学中等数值题未尝试面试订阅4961Shooting Method Diagnostic 18Why does the shooting method for a second-order BVP usually search over one missing initial slope rather than over an entire function?数学困难essay未尝试面试订阅4962Multiplicity Diagnostic 19Why can a boundary value problem have multiple solutions even when the corresponding initial-value problem is unique for each chosen slope?数学困难essay未尝试面试订阅4963Neumann Compatibility Diagnostic 20Why does a pure Neumann problem for y'' = f sometimes need a compatibility condition before any solution can exist?数学困难essay未尝试面试订阅4964Finite-Difference Diagnostic 21Why can a finite-difference solve be more numerically stable than naive shooting for a stiff BVP?数学困难essay未尝试面试订阅5091Discounted Cashflow 1You receive 105 in 3 years. If the annual discount rate is 0.05, what is the present value?金融与交易简单数值题未尝试面试订阅5096Continuous Discounting 1A cashflow of 100 arrives at time T=1.5. With continuously compounded rate 0.035, what is its present value?金融与交易简单数值题未尝试面试订阅5097Continuous Discounting 2A cashflow of 180 arrives at time T=2. With continuously compounded rate 0.045, what is its present value?金融与交易简单数值题未尝试面试订阅5106Growing Perpetuity 1The next payment of a growing perpetuity is 5 in one year and then grows at 0.02 forever. If the discount rate is 0.07, what is the present value?金融与交易中等数值题未尝试面试订阅5109Growing Perpetuity 4The next payment of a growing perpetuity is 4.5 in one year and then grows at 0.025 forever. If the discount rate is 0.08, what is the present value?金融与交易中等数值题未尝试面试订阅5116Coupon Bond Price 1A 3-year annual-coupon bond has face 100, coupon rate 0.05, and yield to maturity 0.04. What is its price?金融与交易中等数值题未尝试面试订阅5141Flat Forward From Two Discount FactorsA curve has discount factors D(0.5)=0.992 and D(2)=0.94. If the continuously compounded forward rate is flat over the interval [0.5,2], what is that forward rate?金融与交易简单数值题未尝试面试订阅5142Longer Discount From a Flat Forward BucketThe curve has D(1)=0.97. The average continuously compounded forward rate from year 1 to year 3 is 3.5%. What is D(3)?金融与交易简单数值题未尝试面试订阅5143Average Forward Implied by Two Zero YieldsThe continuously compounded 2-year zero yield is 3.0% and the 5-year zero yield is 4.2%. What is the average continuously compounded forward rate from year 2 to year 5?金融与交易简单数值题未尝试面试订阅5144Last Half-Year Forward SliceA curve has D(1)=0.96 and D(1.5)=0.935. What is the continuously compounded forward rate over the last half-year interval [1,1.5]?金融与交易简单数值题未尝试面试订阅5145Simple Forward From Two Simple Spot RatesThe 6-month simple spot rate is 2.0% and the 18-month simple spot rate is 3.0%. What 1-year simple forward rate from 0.5y to 1.5y is implied?金融与交易简单数值题未尝试面试订阅5151Final Stub Forward From Bond Price 1A 1.5-year bond with face 100 has annual coupon rate 4.0%, paid semiannually, and trades at 100.911. The discount factors are D(0.5)=0.985 and D(1.0)=0.968. Assume the annual-compounded forward rate from 1.0 years to 1.5 years is flat over that stub. What forward rate is implied?金融与交易困难数值题未尝试面试订阅5156Second-Year Discount From a Par Coupon BondA 2-year annual 4% coupon bond is priced at 100. If D(1)=0.97, what is D(2)?金融与交易中等数值题未尝试面试订阅