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2196Infer Flat Hazard From a Survival Probability 1In a reduced-form model with flat hazard lambda, the survival probability to time T is S(T)=exp(-lambda T). If T=1 and the observed survival probability is 0.980199, what lambda is implied?数理金融简单数值题未尝试免费2200Infer Flat Hazard From a Survival Probability 5In a reduced-form model with flat hazard lambda, the survival probability to time T is S(T)=exp(-lambda T). If T=1.5 and the observed survival probability is 0.913931, what lambda is implied?数理金融简单数值题未尝试免费2201Infer Hazard From a Zero-Recovery Credit Bond Quote 6Assume zero recovery and a flat hazard lambda. A defaultable zero-coupon bond has price P = exp(-(r+lambda)T). If r=0.03, T=2, and the quoted bond price is 0.904837, what lambda is implied?数理金融简单数值题未尝试免费2204Infer Hazard From a Zero-Recovery Credit Bond Quote 9Assume zero recovery and a flat hazard lambda. A defaultable zero-coupon bond has price P = exp(-(r+lambda)T). If r=0.015, T=0.75, and the quoted bond price is 0.951229, what lambda is implied?数理金融简单数值题未尝试免费2206Recover Recovery From the Credit Triangle 11Using the flat credit-triangle approximation spread ≈ lambda*(1-R), suppose the running spread is 0.03 and the flat hazard is 0.05. What recovery rate R is implied?数理金融简单数值题未尝试免费2211Forward Default Slice Between Two Dates 16A reduced-form model reports survival probabilities S(T1)=0.96 and S(T2)=0.9 with T2>T1. What conditional default probability over the interval (T1,T2], given survival to T1, is implied?数理金融中等数值题未尝试面试订阅2216Reduced-Form Credit Intuition 21Why do reduced-form models start from intensity rather than from a capital-structure barrier?数理金融困难essay未尝试面试订阅2217Reduced-Form Credit Intuition 22Why does 'recovery of par' differ conceptually from 'recovery of market value'?数理金融困难essay未尝试面试订阅2218Reduced-Form Credit Intuition 23Why does adding stochastic hazard usually introduce convexity into credit pricing?数理金融困难essay未尝试面试订阅2219Reduced-Form Credit Intuition 24Why does a steep survival curve often signal rising forward hazard rather than just 'more risk in total'?数理金融困难essay未尝试面试订阅2220Reduced-Form Credit Intuition 25Why are intensity models so natural for CDS calibration?数理金融困难essay未尝试面试订阅