0
面试问题
Posted by Derek Jing
on
9:46 AM
in
Interview
发信人: HiThere (HiThere), 信区: Quant
标 题: questions
发信站: BBS 未名空间站 (Thu Apr 15 22:14:32 2010, 美东)
最近申请C++程序员,被锯,C++没问题, 可被问了写FIANCE的问题,不清楚, 贡献出来,不
会的,有人回
答吗?
1.DURATION, 这个俺知道.
2.calculate MSFT forward price
current pirce * ( 1+ r)^n - dividend discount by r ?
3.option pay off graph, 这个俺知道.
4.option greeks,这个俺知道 how delta change with moneyness, draw graph,
skewness, don't know.
5.interest rate swap, how to calculate fixed rate? it said my calculation
was wrong.
6.option free bond pricing. discount cash flow by using rate on rate
curve.
7.tips--how to price?
标 题: questions
发信站: BBS 未名空间站 (Thu Apr 15 22:14:32 2010, 美东)
最近申请C++程序员,被锯,C++没问题, 可被问了写FIANCE的问题,不清楚, 贡献出来,不
会的,有人回
答吗?
1.DURATION, 这个俺知道.
2.calculate MSFT forward price
current pirce * ( 1+ r)^n - dividend discount by r ?
3.option pay off graph, 这个俺知道.
4.option greeks,这个俺知道 how delta change with moneyness, draw graph,
skewness, don't know.
5.interest rate swap, how to calculate fixed rate? it said my calculation
was wrong.
6.option free bond pricing. discount cash flow by using rate on rate
curve.
7.tips--how to price?
Post a Comment