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5216Implied Put From Parity 1Spot is 100, strike is 100, the European call price is 6, and the risk-free rate is 0.05 for maturity T=1. What put price is implied by put-call parity under annual discounting?金融与交易简单数值题未尝试面试订阅5217Implied Call From Parity 2Spot is 90, strike is 95, the European put price is 7.2, and the risk-free rate is 0.04 for maturity T=0.5. What call price is implied by put-call parity?金融与交易简单数值题未尝试面试订阅5219Implied Call From Parity 4Spot is 80, strike is 85, the European put price is 8.6, and the risk-free rate is 0.02 for maturity T=1. What call price is implied by put-call parity?金融与交易简单数值题未尝试面试订阅5221Implied Present Value of DividendsA stock trades at 102. A European call is worth 9, the matching put is worth 5, and the discounted strike is 95. What present value of dividends is implied by put-call parity?金融与交易中等数值题未尝试面试订阅5222Implied Dividend Present Value 2Spot is 104, the call price is 9, the put price is 6, and the discounted strike is 96. What present value of dividends is implied?金融与交易中等数值题未尝试面试订阅5223Missing Call With Known Dividend Present ValueA stock is at 104, the matching put is worth 4, the discounted strike is 92, and the present value of dividends is 6. What call price is consistent with put-call parity?金融与交易中等数值题未尝试面试订阅5224Prepaid Forward From Option QuotesA call is worth 8, the matching put is worth 6, and the discounted strike is 94. What prepaid forward price is implied?金融与交易中等数值题未尝试面试订阅5225Reverse Conversion Arbitrage Cash TodayA stock is at 100, a call is worth 9, a matching put is worth 7, and the discounted strike is 96. If you run the reverse conversion (short stock, long call, short put, and invest the discounted strike), how much cash do you lock in today?金融与交易中等数值题未尝试面试订阅5226Box Spread Implied Rate 1Consider a box spread built from strikes 100 and 110: long call(100) at 12, short call(110) at 6, long put(110) at 7, and short put(100) at 3.2. For maturity T=1, what is the net cost today and the implied annualized lending rate under annual compounding?金融与交易困难数值题未尝试面试订阅5227Box Spread Implied Rate 2Consider a box spread built from strikes 90 and 100: long call(90) at 9, short call(100) at 4.5, long put(100) at 9.2, and short put(90) at 4. For maturity T=0.5, what is the net cost today and the implied annualized lending rate under annual compounding?金融与交易困难数值题未尝试面试订阅5228Box Spread Implied Rate 3Consider a box spread built from strikes 80 and 95: long call(80) at 14, short call(95) at 6, long put(95) at 10.1, and short put(80) at 4.5. For maturity T=1.5, what is the net cost today and the implied annualized lending rate under annual compounding?金融与交易困难数值题未尝试面试订阅5229Box Spread Implied Rate 4Consider a box spread built from strikes 110 and 120: long call(110) at 10.5, short call(120) at 4.2, long put(120) at 6.2, and short put(110) at 3. For maturity T=1, what is the net cost today and the implied annualized lending rate under annual compounding?金融与交易困难数值题未尝试面试订阅5230Box Spread Implied Rate 5Consider a box spread built from strikes 95 and 105: long call(95) at 9.8, short call(105) at 4.1, long put(105) at 5.9, and short put(95) at 2.2. For maturity T=0.75, what is the net cost today and the implied annualized lending rate under annual compounding?金融与交易困难数值题未尝试面试订阅5231Zero Implied Dividend CaseA stock is at 100, a call is worth 11, a put is worth 5, and the discounted strike is 94. What present value of dividends is implied?金融与交易中等数值题未尝试面试订阅5232Fair Price of a Box SpreadA 1-year box spread uses strikes 100 and 110. If the 1-year discount factor is 0.95, what is the fair box price today?金融与交易中等数值题未尝试面试订阅5233Financing Rate Implied by a Box PriceA 1-year box spread with strike difference 12 trades today for 11.4. What simple annual financing rate is implied by that box price?金融与交易中等数值题未尝试面试订阅5234Synthetic Bond Value From Stock and OptionsA stock is at 103, a matching put is worth 6, and the matching call is worth 13. What is the present value of the synthetic bond S + P - C implied by parity?金融与交易中等数值题未尝试面试订阅5235Missing Put With Dividend AdjustmentA stock is at 110, a call is worth 12, the discounted strike is 98, and the present value of dividends is 4. What put price is consistent with parity?金融与交易中等数值题未尝试面试订阅5236Why European MattersWhy does the clean put-call parity identity rely on European exercise rather than American exercise?金融与交易困难essay未尝试面试订阅5237Why Synthetic Positions MatterWhy do traders care that an option strip can synthesize stock or forwards?金融与交易困难essay未尝试面试订阅