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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5121Clean And Dirty Price 1A bond's annual coupon payment is 6. A buyer settles after 0.25 of the coupon period has elapsed, and the quoted clean price is 101.2. What are accrued interest and dirty price?金融与交易简单数值题未尝试面试订阅5122Clean And Dirty Price 2A bond's annual coupon payment is 4.5. A buyer settles after 0.5 of the coupon period has elapsed, and the quoted clean price is 98.8. What are accrued interest and dirty price?金融与交易简单数值题未尝试面试订阅5126Macaulay And Modified Duration 1For a 4-year annual-coupon bond with face 100, coupon rate 0.05, and yield 0.04, compute Macaulay duration and modified duration.金融与交易困难数值题未尝试面试订阅5131Duration-Convexity Approximation 1A bond has current price 102, modified duration 4.3, and convexity 18. Using the duration-convexity approximation, what price do you estimate after a yield change of 0.01?金融与交易中等数值题未尝试面试订阅5132Duration-Convexity Approximation 2A bond has current price 98.5, modified duration 3.1, and convexity 11. Using the duration-convexity approximation, what price do you estimate after a yield change of -0.015?金融与交易中等数值题未尝试面试订阅5133Duration-Convexity Approximation 3A bond has current price 105.2, modified duration 5.5, and convexity 25. Using the duration-convexity approximation, what price do you estimate after a yield change of 0.02?金融与交易中等数值题未尝试面试订阅5134Duration-Convexity Approximation 4A bond has current price 99, modified duration 2.8, and convexity 9. Using the duration-convexity approximation, what price do you estimate after a yield change of -0.01?金融与交易中等数值题未尝试面试订阅5136Why Premium Bonds Have Shorter DurationWhy does a high-coupon premium bond usually have shorter duration than a low-coupon bond of the same maturity?金融与交易困难essay未尝试面试订阅5137Why Dirty Price Matters On SettlementWhy do traders quote clean price but settle at dirty price?金融与交易困难essay未尝试面试订阅5138Why Convexity HelpsWhy is positive convexity generally good for a bond holder when rates move a lot in either direction?金融与交易困难essay未尝试面试订阅5139Why YTM Is Not A Universal RateWhy can a bond's yield to maturity be a misleading summary when the term structure is not flat?金融与交易困难essay未尝试面试订阅5140Why DV01 Is UsefulWhy do traders often talk in DV01 rather than only in duration?金融与交易困难essay未尝试面试订阅5760Semiannual Coupon Bond PriceA 2-year bond with face 100 pays a 6% annual coupon rate in semiannual installments. Its yield to maturity is 5% per year (compounded semiannually). What is the bond's price?金融与交易中等数值题未尝试免费5761Clean Price From Dirty PriceA bond pays an annual coupon of 5. At settlement, 0.4 of the coupon period has elapsed and the invoice (dirty) price is 103.5. What is the quoted clean price?金融与交易简单数值题未尝试免费5762Macaulay Duration Of A 3-Year BondA 3-year annual-coupon bond has face 100, coupon rate 7%, and yield to maturity 6%. What is its Macaulay duration in years?金融与交易中等数值题未尝试免费5763Price Change From Modified DurationA bond trades at 100 with modified duration 6.2. Using the first-order (duration-only) approximation, estimate the new price if the yield rises by 25 basis points.金融与交易简单数值题未尝试免费5764Convexity Contribution To ReturnA bond has modified duration 7 and convexity 90. For a yield increase of 150 basis points, what is the convexity adjustment alone (the second-order term) as a percentage of price?金融与交易中等数值题未尝试免费5765Current Yield Of A Discount BondA bond with face 100 pays a 4% annual coupon and currently trades at 92. What is its current yield (in percent)? Is it above or below the bond's yield to maturity?金融与交易简单数值题未尝试免费5766Premium, Par, Or DiscountA 2-year annual-coupon bond has face 100, coupon rate 4.5%, and yield to maturity 5.2%. State whether it trades at a premium, par, or discount, and give its price.金融与交易中等数值题未尝试免费