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2096Infer Event-Window Length From a Fair Variance Strike 1A 252-day variance swap assumes instantaneous volatility 0.4 during an event window of unknown length d trading days and volatility 0.2 during the remaining days. If the annualized fair volatility strike is 0.3, approximately how many trading days does the event window last?数理金融简单数值题未尝试免费2116Variance-Swap Surface Intuition 21Two one-year equity option surfaces have the same ATM implied volatility, but Surface B has much more expensive downside puts than Surface A. Why can Surface B still imply a meaningfully higher fair variance-swap strike?数理金融困难essay未尝试面试订阅2117Variance-Swap Sampling Intuition 22A quarter has only two very large overnight gap moves and otherwise tiny close-to-close returns. Why can realized variance still end up far above what a smooth diffusion intuition would suggest?数理金融困难essay未尝试面试订阅