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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5146Roll-Down Price of Today's Two-Year ZeroToday D(1)=0.97 and D(2)=0.94. If the entire curve shape is unchanged one year from now, what will be the price then of today's 2-year zero-coupon bond?金融与交易中等数值题未尝试面试订阅5148Flat-Zero Roll-Down Under an Unchanged CurveA 3-year zero-coupon bond is priced off a flat continuously compounded zero curve at 4%. If the curve stays unchanged one year later, what is the bond's price then?金融与交易中等数值题未尝试面试订阅5150Log Discount Ratio Over One Year of Roll-DownToday D(1)=0.94 and D(0)=1. What continuously compounded one-year carry is implied by simply holding today's 1-year zero to maturity under no curve shock?金融与交易中等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5161Why Steep Curves MatterWhy does an upward-sloping yield curve usually imply positive roll-down carry for a bond held over time, all else equal?金融与交易困难essay未尝试面试订阅5162Why Spot And Forward DifferWhy should you not expect a 2-year spot rate and the 1y1y forward rate to be identical in general?金融与交易困难essay未尝试面试订阅5163Why Bootstrapping WorksWhy does curve bootstrapping solve short maturities first and then move outward one maturity at a time?金融与交易困难essay未尝试面试订阅5164Why Par Yields Hide DetailWhy can two different zero curves generate similar par yields at some maturity?金融与交易困难essay未尝试面试订阅5165Why Curve Interpretation MattersWhy is understanding the whole curve more useful for fixed-income trading than memorizing one quoted yield?金融与交易困难essay未尝试面试订阅