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3916Non-Dividend American CallAt an American-option decision node, immediate exercise is worth 8.6 and continuation is worth 7.9. What is the optimal action and the node value?金融与交易中等derivation未尝试面试订阅3919Receiver of Time Value versus Immediate IntrinsicAt an American-option decision node, immediate exercise is worth 17 and continuation is worth 16.2. What is the optimal action and the node value?金融与交易中等derivation未尝试面试订阅3921American Put in One-Step Tree IA one-step binomial model gives next-step option payoffs 0 in the up state and 14 in the down state, with risk-neutral up probability 0.45 and interest rate 5.00% for the step. The option's immediate exercise value today is 7. What are the European and American values today?金融与交易中等derivation未尝试面试订阅3924American Put in One-Step Tree IIIIn a one-step binomial tree, the stock is 80 today and moves to 88 or 64 next period. The strike is 85 and the one-period risk-free rate is 0.1. What is the American put value today?金融与交易中等derivation未尝试面试订阅3925American Call in One-Step Tree with No DividendA one-step binomial model gives next-step option payoffs 1 in the up state and 9 in the down state, with risk-neutral up probability 0.5 and interest rate 0.00% for the step. The option's immediate exercise value today is 4.5. What are the European and American values today?金融与交易中等derivation未尝试面试订阅3926Non-Dividend Call EqualityIn a one-step risk-neutral model, the terminal payoffs are 0 and 16, the up probability is 0.5, the step rate is 4.00%, and immediate exercise today is worth 9. What is the American value today, and what is its premium over the matching European?金融与交易简单derivation未尝试面试订阅3927American Put DominanceIn a one-step risk-neutral model, the terminal payoffs are 20 and 2, the up probability is 0.55, the step rate is 2.00%, and immediate exercise today is worth 10.2. What is the American value today, and what is its premium over the matching European?金融与交易简单derivation未尝试面试订阅3930Why the Gap Often Matters More for PutsA one-step model gives an American put continuation value of 6.9, while immediate exercise is worth 7.3. What is the American value and premium?金融与交易简单derivation未尝试面试订阅3931Large Dividend Makes Waiting More ExpensiveAt a decision node, immediate exercise is worth 12 plus a dividend benefit of 0.9, while continuation is worth 12.4. What is the optimal action and the node value?金融与交易中等derivation未尝试面试订阅3932Positive Rates Help American PutsAt a decision node, immediate exercise is worth 14.5, while continuation is worth 15.1. What is the optimal action and the node value?金融与交易中等derivation未尝试面试订阅3935Why American Calls on Non-Dividend Stocks Stay PatientAt a decision node, immediate exercise is worth 5.5 plus a dividend benefit of 0.3, while continuation is worth 5.9. What is the optimal action and the node value?金融与交易中等derivation未尝试面试订阅3936Why Early Exercise Is an Economic Decision, Not a FormulaWhy is early-exercise logic best understood as a tradeoff among dividends, carry, and time value rather than a memorized checklist?金融与交易中等essay未尝试面试订阅3937Why American Flexibility Often Looks Cheap Until It Suddenly MattersWhy can the extra flexibility of an American option look irrelevant most of the time and then matter a lot in a narrow set of states?金融与交易中等essay未尝试面试订阅3938Why Puts and Calls Behave AsymmetricallyWhat is the cleanest reason American puts and American calls do not share the same early-exercise logic on standard equities?金融与交易中等essay未尝试面试订阅3939How to Sanity-Check an Early-Exercise AnswerWhat is a fast sanity check after you answer an early-exercise question in an interview?金融与交易中等essay未尝试面试订阅3940Why One-Step Trees Still MatterWhy are one-step binomial American-option questions still useful even for candidates who know much more advanced pricing models?金融与交易中等essay未尝试面试订阅5191Bull Call Spread 1You buy a call with strike 100 for premium 4.5 and sell a call with strike 110 for premium 1.5, where 110>100. What are the net debit, the break-even stock price, and the maximum profit at expiry?金融与交易中等数值题未尝试面试订阅5192Bull Call Spread 2You buy a call with strike 95 for premium 6 and sell a call with strike 105 for premium 2.2, where 105>95. What are the net debit, the break-even stock price, and the maximum profit at expiry?金融与交易中等数值题未尝试面试订阅5196Protective Put PnL 1You own the stock at 100 and buy a put with strike 95 for premium 4. What is the strategy's profit at expiry if the stock ends at 92?金融与交易中等数值题未尝试面试订阅5200Protective Put PnL 5You own the stock at 90 and buy a put with strike 85 for premium 3.5. What is the strategy's profit at expiry if the stock ends at 87?金融与交易中等数值题未尝试面试订阅