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Quant版 - 分享几道quant题目并求解法
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进入Quant版参与讨论
1 (共1页)
m*******n
发帖数: 154
1
有些题的解法不是很确定。由于在准备一个公司的面试,对于下面这类题,看哪些书能
帮助准备。
1. 列举 three ways that finance directors are legally allowed to manipulate
their balance sheets to make their company looks better than it is.
Deferred tax, and ...
2. A stock has beta of 2.0 and stock specific daily volatility of 0.02.
Suppose that yesterday’s closing price was 100 and today the market goes up
by 1%. What’s the probability of today’s closing price being at least 103?
3. When cycling home at night, I notice that sometimes my rear light
m*******n
发帖数: 154
2
顶起来。大家能不能给点解答的建议啊?多谢!
J*****n
发帖数: 4859
3
1. 列举 three ways that finance directors are legally allowed to manipulate
their balance sheets to make their company looks better than it is.
Deferred tax, and ...
No idea
2. A stock has beta of 2.0 and stock specific daily volatility of 0.02.
Suppose that yesterday’s closing price was 100 and today the market goes up
by 1%. What’s the probability of today’s closing price being at least 103?
Z score=(103-100+2*1%)/100/2%, check the correspondent prop in table.
3. When cycling home at night, I no

【在 m*******n 的大作中提到】
: 有些题的解法不是很确定。由于在准备一个公司的面试,对于下面这类题,看哪些书能
: 帮助准备。
: 1. 列举 three ways that finance directors are legally allowed to manipulate
: their balance sheets to make their company looks better than it is.
: Deferred tax, and ...
: 2. A stock has beta of 2.0 and stock specific daily volatility of 0.02.
: Suppose that yesterday’s closing price was 100 and today the market goes up
: by 1%. What’s the probability of today’s closing price being at least 103?
: 3. When cycling home at night, I notice that sometimes my rear light

f*****k
发帖数: 353
4
which company?
The question is not regular to me.

manipulate
up
103?
flip

【在 m*******n 的大作中提到】
: 有些题的解法不是很确定。由于在准备一个公司的面试,对于下面这类题,看哪些书能
: 帮助准备。
: 1. 列举 three ways that finance directors are legally allowed to manipulate
: their balance sheets to make their company looks better than it is.
: Deferred tax, and ...
: 2. A stock has beta of 2.0 and stock specific daily volatility of 0.02.
: Suppose that yesterday’s closing price was 100 and today the market goes up
: by 1%. What’s the probability of today’s closing price being at least 103?
: 3. When cycling home at night, I notice that sometimes my rear light

1 (共1页)
进入Quant版参与讨论
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[合集] a quick option question.onsite失败,俺就来贡献几道题吧
求教: how to standardize volatility[合集] onsite失败,俺就来贡献几道题吧
请问SABR model重估计volatility请教几道题,急,在线等
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相关话题的讨论汇总
话题: closing话题: 103话题: stock话题: today话题: manipulate