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4566PDE Hedge Logic 1After setting the stock holding equal to delta in the PDE derivation, what source of randomness remains in the hedged portfolio over an infinitesimal dt?数理金融简单essay未尝试面试订阅4567PDE Hedge Logic 2Why must the hedge ratio be the option's sensitivity to spot rather than an arbitrary share count?数理金融简单essay未尝试面试订阅4568PDE Hedge Logic 3Once you decide to hold delta shares of stock, what cash-account quantity completes the self-financing hedge at that instant?数理金融简单essay未尝试面试订阅4569PDE Hedge Logic 4Why does the Black-Scholes delta hedge eliminate local diffusion risk but not generic jump risk?数理金融简单essay未尝试面试订阅4570PDE Hedge Logic 5Why must the hedge be rebalanced dynamically in the PDE derivation instead of once at inception?数理金融简单essay未尝试面试订阅4571PDE Coefficient Inversion 6In a candidate Black-Scholes PDE, the coefficient on S V S is 0.015 and the risk-free rate is 0.04. What continuous dividend yield q is implied?数理金融中等数值题未尝试面试订阅4572PDE Coefficient Inversion 7In a candidate Black-Scholes PDE, the coefficient on S 2 V SS is 0.03125. What volatility sigma is implied?数理金融中等数值题未尝试面试订阅4573PDE Coefficient Inversion 8In a Black-Scholes PDE, the coefficient on S V S is 0.02 and the dividend yield is 0.01. What risk-free rate r is implied?数理金融中等数值题未尝试面试订阅4574PDE Coefficient Inversion 9In a Black-Scholes PDE, the coefficient on S V S is -0.01 and the risk-free rate is 0.02. What dividend yield q is implied?数理金融中等数值题未尝试面试订阅4575PDE Coefficient Inversion 10In a candidate Black-Scholes PDE, the coefficient on V is -0.06. What risk-free rate r is implied?数理金融中等数值题未尝试面试订阅4576PDE Scenario 11In the PDE view, what limiting boundary behavior should you expect for a European call as S becomes very large and as S approaches 0?数理金融中等essay未尝试面试订阅4577PDE Scenario 12In the PDE view, what limiting boundary behavior should you expect for a European put as S becomes very large and as S approaches 0?数理金融中等essay未尝试面试订阅4578PDE Scenario 13For an asset-or-nothing digital call, what limiting PDE boundary behavior should you expect as S becomes very large and as S approaches 0?数理金融中等essay未尝试面试订阅4579PDE Scenario 14For a prepaid-forward claim on the stock, what PDE boundary behavior is natural as S becomes very large and as S approaches 0?数理金融中等essay未尝试面试订阅4580PDE Scenario 15Why does the stock's physical drift mu disappear from the Black-Scholes PDE after delta hedging?数理金融中等essay未尝试面试订阅4581PDE Scenario 16Why is the self-financing condition essential in the PDE derivation rather than a cosmetic bookkeeping line?数理金融中等essay未尝试面试订阅4582PDE Scenario 17Why is writing down the Black-Scholes PDE alone not enough to price an option uniquely?数理金融中等essay未尝试面试订阅4583PDE Scenario 18Why should the PDE derivation and the martingale derivation agree on the same option value?数理金融中等essay未尝试面试订阅4584PDE Scenario 19Why is a portfolio that is locally riskless over dt not automatically globally riskless over the whole life of the option?数理金融中等essay未尝试面试订阅4585PDE First Step 20Before launching into the PDE derivation, what tradable hedge object should you define first?数理金融中等essay未尝试面试订阅