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4791Infer HJM Volatility From Forward Drift 1In a one-factor HJM setup with maturity gap tau=T-t=2, the desk observes an instantaneous forward drift alpha(t,T)=0.045 and assumes the volatility is constant across the bucket. Using alpha=sigma 2*tau, what sigma is implied?数理金融中等数值题未尝试面试订阅4792Infer HJM Volatility From Forward Drift 2In a one-factor HJM setup with maturity gap tau=T-t=1.5, the desk observes an instantaneous forward drift alpha(t,T)=0.06 and assumes the volatility is constant across the bucket. Using alpha=sigma 2*tau, what sigma is implied?数理金融中等数值题未尝试面试订阅4796Infer Integrated Volatility Mass In HJM 6At one maturity bucket, the desk estimates the endpoint instantaneous forward volatility sigma(t,T)=0.015 and the HJM no-arbitrage drift alpha(t,T)=0.027. In the one-factor relation alpha(t,T)=sigma(t,T)*integral t T sigma(t,u) du, what value is implied for integral t T sigma(t,u) du?数理金融中等数值题未尝试面试订阅4802HJM Scenario Analysis 12Why can HJM be more flexible than a short-rate model but harder to calibrate robustly?数理金融中等essay未尝试面试订阅4803HJM Scenario Analysis 13If two maturity buckets move very differently in the data, what does that suggest about a one-factor HJM specification?数理金融中等essay未尝试面试订阅4804HJM Scenario Analysis 14Why is fitting today's curve perfectly not enough to trust an HJM model for exotic rate options?数理金融中等essay未尝试面试订阅4806HJM First Diagnostic 16Before adding more HJM factors, what empirical check should you perform first?数理金融中等essay未尝试面试订阅4808HJM First Diagnostic 18Before comparing HJM with LMM, what should you clarify first about the instruments you care about?数理金融中等essay未尝试面试订阅4809HJM First Diagnostic 19Before calling an HJM calibration unstable, what should you check first about the parameterization?数理金融中等essay未尝试面试订阅4812HJM First Diagnostic 22Before concluding that a maturity bucket has too much drift, what should you compare it with first?数理金融中等essay未尝试面试订阅4813HJM First Diagnostic 23Before treating HJM flexibility as an automatic advantage, what operational cost should you state first?数理金融中等essay未尝试面试订阅4815HJM First Diagnostic 25Before saying an HJM implementation is wrong, what simple convention check should you do first?数理金融中等essay未尝试面试订阅