第 9 / 11 页
非代码面试题
显示 20 / 203 道匹配题目
答题状态：未尝试未正确已正确
ID题目领域难度题型进度权限
5157Third-Year Discount From a Premium Coupon BondA 3-year annual 5% coupon bond is priced at 101.2. If D(1)=0.98 and D(2)=0.95, what is D(3)?金融与交易中等数值题未尝试面试订阅5158Two-Year Discount From a Semiannual Coupon BondA 2-year bond pays a 6% annual coupon semiannually and is priced at 101.5. If D(0.5)=0.99, D(1)=0.975, and D(1.5)=0.95, what is D(2)?金融与交易中等数值题未尝试面试订阅5159Eighteen-Month Discount From a Discount Bond With CouponsA 1.5-year semiannual 4% coupon bond is priced at 99.8. If D(0.5)=0.99 and D(1)=0.976, what is D(1.5)?金融与交易中等数值题未尝试面试订阅5160Third Discount Factor From a Par-Like Coupon QuoteA 3-year annual 4.5% coupon bond is priced at 100. If D(1)=0.979 and D(2)=0.951, what is D(3)?金融与交易中等数值题未尝试面试订阅5176Implied Repo Rate 1Spot is 100 and the fair forward/futures price for maturity T=1 is 104 with no income. What annualized implied repo rate does this embed under annual compounding?金融与交易中等数值题未尝试面试订阅5177Implied Repo Rate 2Spot is 80 and the fair forward/futures price for maturity T=0.5 is 82.4 with no income. What annualized implied repo rate does this embed under annual compounding?金融与交易中等数值题未尝试面试订阅5178Implied Repo Rate 3Spot is 120 and the fair forward/futures price for maturity T=1.5 is 130 with no income. What annualized implied repo rate does this embed under annual compounding?金融与交易中等数值题未尝试面试订阅5343Kelly Fraction With Two Loss SizesA repeatable trade stakes a fraction f of capital each round. With probability 0.50 the staked amount gains 100%, with probability 0.30 it loses 50%, and with probability 0.20 it loses 100%. Ignoring leverage caps, what full-Kelly fraction f maximizes expected log growth?金融与交易简单数值题未尝试面试订阅5344Kelly Fraction With Two Upside StatesA repeatable trade stakes a fraction f of capital each round. With probability 0.30 the staked amount gains 200%, with probability 0.30 it gains 50%, and with probability 0.40 it loses 100%. Ignoring leverage caps, what full-Kelly fraction f maximizes expected log growth?金融与交易简单数值题未尝试面试订阅5346Implied Edge From Kelly Target 1A trader says the full-Kelly size for a trade with net odds 1 should be 0.1 of capital. What win probability estimate is consistent with that statement?金融与交易中等数值题未尝试面试订阅5347Implied Edge From Kelly Target 2A trader says the full-Kelly size for a trade with net odds 1.5 should be 0.18 of capital. What win probability estimate is consistent with that statement?金融与交易中等数值题未尝试面试订阅5551Forward Form And Exercise Probability 1A stock has spot 100, strike 100, rate 0.03, dividend yield 0.01, volatility 0.2, and maturity 1. Under Black-Scholes, what are the forward price F 0,T and the risk-neutral probability that the call finishes in the money?数理金融中等数值题未尝试面试订阅5552Forward Form And Exercise Probability 2A stock has spot 95, strike 100, rate 0.04, dividend yield 0.02, volatility 0.25, and maturity 0.5. Under Black-Scholes, what are the forward price F 0,T and the risk-neutral probability that the call finishes in the money?数理金融中等数值题未尝试面试订阅5553Forward Form And Exercise Probability 3A stock has spot 120, strike 110, rate 0.02, dividend yield 0, volatility 0.18, and maturity 1.5. Under Black-Scholes, what are the forward price F 0,T and the risk-neutral probability that the call finishes in the money?数理金融中等数值题未尝试面试订阅5591Implied Vol From Marketed Move 1A desk says the options market is pricing about a 4.8 point one-sigma move for a stock currently at 100 over the next 20 trading days. What annualized implied volatility does that correspond to?数理金融简单数值题未尝试面试订阅5594Implied Vol From Marketed Move 4A desk says the options market is pricing about a 6 point one-sigma move for a stock currently at 72 over the next 30 trading days. What annualized implied volatility does that correspond to?数理金融简单数值题未尝试面试订阅5751Kelly Fraction From Edge and OddsA binary bet pays net odds of 3-to-1 (you net 3 units per unit staked on a win, lose your stake on a loss). Your win probability estimate is 0.40. What full-Kelly fraction of capital should you stake?金融与交易简单数值题未尝试免费5752Even-Money Kelly FractionYou can repeatedly take an even-money bet (win 1 unit per unit staked, or lose your stake) that you believe wins with probability 0.55. What full-Kelly fraction of capital maximizes long-run growth, and what simple expression gives it for any even-money win probability p?金融与交易简单数值题未尝试免费5753Log-Growth Rate at Full KellyFor a repeatable even-money bet that wins with probability 0.60, you bet the full-Kelly fraction. What is the resulting expected log-growth rate per round (use natural log)?金融与交易中等数值题未尝试免费5755Kelly With Asymmetric Win and Loss SizesA single bet, if it wins, gains 2 units per unit staked; if it loses, it loses only 0.5 units per unit staked. Win and loss are each 50% likely. What full-Kelly fraction of capital maximizes expected log growth?金融与交易中等数值题未尝试免费