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4541Call Superhedge Upper Bound 1European calls with strikes 90 and 110 trade at prices 14 and 5. Using only static positions in these two calls, what is the tightest model-free upper bound you can infer for the price of the call with strike 100?数理金融中等数值题未尝试面试订阅4546Call Subhedge Lower Bound 6European calls with strikes 90 and 110 trade at prices 14 and 5. What is the strongest model-free lower bound you can infer for the price of the call with strike 100 using monotonicity and static sub-hedging?数理金融中等数值题未尝试面试订阅4551Call Price Interval 11Calls with strikes 90 and 120 trade at 18 and 6. What no-arbitrage interval can you infer for the missing call price C(105) using static sub- and super-replication only?数理金融中等数值题未尝试面试订阅4556Super-Sub Scenario 16Why do super- and sub-replication naturally produce a price interval rather than a single point in an incomplete market?数理金融中等essay未尝试面试订阅4557Super-Sub Scenario 17Why does adding one more relevant traded strike usually tighten a model-free price interval?数理金融中等essay未尝试面试订阅4558Super-Sub Scenario 18Why can the interval collapse to a single price once the target payoff is exactly spanned?数理金融中等essay未尝试面试订阅4559Why Geometry HelpsIn a stock-and-cash market, why is affine geometry such a useful way to think about super-replication?数理金融中等essay未尝试面试订阅5864Cheapest Dominating Portfolio CostCalls with strikes 80 and 100 trade at 22 and 8. You want a static portfolio of these two calls whose payoff dominates that of a strike-90 call in every terminal state. What is the minimum cost of such a dominating (super-replicating) portfolio?数理金融简单数值题未尝试面试订阅5865Digital Upper Bound from Call SpreadA cash-or-nothing digital call pays 1 if S T > 100 and 0 otherwise. Calls with strikes 95 and 100 trade at 9 and 6. Using a static call-spread super-hedge, what is the tightest model-free upper bound on the digital's price?数理金融中等数值题未尝试面试订阅5866Digital Lower Bound from Call SpreadA cash-or-nothing digital call pays 1 if S T > 100 and 0 otherwise. Calls with strikes 100 and 105 trade at 6 and 4. Using a static call-spread sub-hedge, what is the strongest model-free lower bound on the digital's price?数理金融中等数值题未尝试面试订阅