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4516Protected Half-Participation Note 1What static portfolio replicates the payoff 95 + 0.5*min((S T-100) +, 20)?数理金融简单essay未尝试面试订阅4517Stock With Upside Fee Cap 2What static portfolio replicates the payoff S T - min((S T-105) +, 15)?数理金融简单essay未尝试面试订阅4518Downside Floor On Fractional Stock 3What static portfolio replicates the payoff max(100, 0.8 S T)?数理金融简单essay未尝试面试订阅4519Shifted Stock With Cap 4What static portfolio replicates the payoff min(110, S T + 10)?数理金融简单essay未尝试面试订阅4521Bonus Corridor Note From a Verbal PayoffA note pays 100 if S T <= 100, then rises dollar-for-dollar with S T between 100 and 130, and is capped at 130 above that. Describe a static replication using bonds and vanilla options.数理金融中等essay未尝试面试订阅4522Soft Downside Deductible 7What static portfolio replicates the payoff 100 - min((90-S T) +, 10)?数理金融中等essay未尝试面试订阅4523Share Plus Cash Cap 8What static portfolio replicates the payoff 5 + min(S T, 105)?数理金融中等essay未尝试面试订阅4524Half Share With Floor 9What static portfolio replicates the payoff 0.5 S T + 0.5 max(S T, 100)?数理金融中等essay未尝试面试订阅4525Half-Participation Capped Upside NoteA structured note guarantees 100. Above S T = 120 it participates in 50% of upside until S T reaches 140, and above 140 no further upside is paid. What static replication matches this payoff?数理金融中等essay未尝试面试订阅4530Cash Floor With Limited Upside ParticipationA product pays 92 if S T <= 100. Between 100 and 115 it rises with slope 0.7, and above 115 the payoff is capped. What static replication do you use?数理金融中等essay未尝试面试订阅4538Contract Matching Before Using Put-Call ParityBefore invoking put-call parity inside a static replication argument, what exact contract-matching conditions must you confirm first?数理金融中等essay未尝试面试订阅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