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2231Recover Market Spread From an Upfront Quote 11A CDS has standard coupon 0.01, risky annuity RPV01 = 4, and upfront 0.16 per unit notional. Using the linear approximation upfront ≈ (s mkt - coupon)*RPV01, what market spread s mkt is implied?数理金融简单数值题未尝试免费2232Recover Risky Annuity From a CDS Quote 12A CDS has standard coupon 0.01 and market spread 0.032. Its quoted upfront is 0.11 per unit notional. Using upfront ≈ (s mkt - coupon)*RPV01, what RPV01 is implied?数理金融简单数值题未尝试免费2233Coupon Implied by an Observed Upfront 13A CDS market spread is 0.09 and RPV01 = 3.5. The desk observes an upfront of 0.14 per unit notional. Under upfront ≈ (s mkt - coupon)*RPV01, what coupon is implied?数理金融简单数值题未尝试免费2234Spread Gap Implied by Two Upfront Quotes 14Two CDS quotes use the same standard coupon 0.01 and the same RPV01 = 6. Their upfronts are 0.048 and 0.078 per unit notional. Under the linear approximation, what is the difference between their market spreads?数理金融简单数值题未尝试免费2235Coupon Needed for a Target Upfront 15A CDS has market spread 0.04 and risky annuity RPV01 = 4.8. What standard coupon would make the linearized upfront equal 0.024 per unit notional?数理金融简单数值题未尝试免费