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0 | english_1_1_r2 | Buyers and sellers plan to trade a certain product. If the transaction is completed, the final price of the product will be p dollars. Initially, both the buyer's and the seller's valuation of the product are 0 dollars.
The seller can choose to invest c dollars, thereby increasing the buyer's valuation of the product to v dollars (but this does not change the seller's valuation of the product; for the seller, the product's value remains 0 dollars). However, when deciding whether to invest, the seller does not know whether the buyer will subsequently purchase the product. Similarly, when the buyer decides whether to pay p dollars to purchase the product, they do not know whether the seller has already invested in the product.
Assume the conditions: v > p > c > 0.
The following table shows the payoff matrix of the game, where I, II, III, and IV represent the target cells. The numbers in parentheses indicate the respective payoffs: (buyer payoff, seller payoff). <image_1> | What should be filled in the cell marked I and II, respectively | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | easy | open question | economics | english | 1 | 1 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
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1 | english_1_2_r2 | nan | What should be filled in the cell marked III and IV, respectively | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | easy | open question | economics | english | 1 | 2 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
2 | english_1_3_r2 | nan | Does this product transaction have a strictly dominant strategy? If there is, please specify; if not, please reply with "no.". A strictly dominant strategy is one where, regardless of the opponent's strategy, there is always one strategy that yields a better payoff for the player. | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | medium | open question | economics | english | 1 | 3 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
3 | english_1_4_r2 | nan | Does this product transaction have a strictly dominated strategy? If there is, please specify; if not, please reply with "no.". A strictly dominated strategy is one where, regardless of the opponent's strategy, it always yields a worse payoff than another strategy for the player. | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | medium | open question | economics | english | 1 | 4 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
4 | english_1_5_r2 | nan | By iteratively eliminating strictly dominated strategies, will the seller eventually invest in the product, and will the buyer purchase the product | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | medium | open question | economics | english | 1 | 5 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
5 | english_2_1_r2 | On October 15, 2023, XXX Copper Plant and YYY Aluminum Plant reached a commodity swap cooperation agreement. According to the terms of the agreement, the two parties will conduct an equivalent exchange over a period of 5 months. Specifically, from November 2023 to March 2024, on the 15th of each month, XXX Copper Plant will deliver 10 tons of refined copper to YYY Aluminum Plant, while YYY Aluminum Plant will provide 35 tons of aluminum to XXX Copper Plant as an equivalent exchange.
The table below shows the current quotes for each contract. The last four digits of the contract name represent the delivery month of the futures contract, e.g., '2312' represents delivery in December 2023. Assume the delivery date is the 15th of the delivery month. (Considering the time value of money, assume the risk-free annual interest rate is 1.8% from January to May.)
<image_1> | Is this swap agreement fair? If yes, please return 0, If not, assuming XXX Copper Plant still delivers 10 tons of copper per month, how many tons of aluminum should YYY Aluminum Plant deliver each month to make it fair? Round the result to four decimal places. | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | medium | open question | derivatives | english | 2 | 1 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
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6 | english_3_1_r2 | The following three figures (cut into three sections in chronological order) show the historical net value change curves of the two funds.
<image_1> <image_2> <image_3>. For the following questions, assume returns are calculated using the logarithmic method and there are 250 trading days per year. Round all results to four decimal places. | What is the daily average return of Fund 1? | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | medium | open question | portfolio management | english | 3 | 1 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
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7 | english_3_2_r2 | nan | What is the standard deviation of daily returns of Fund 2? | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | medium | open question | portfolio management | english | 3 | 2 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
8 | english_3_3_r2 | nan | Given an annual risk-free rate of 0.05%, what is the annual Sortino ratio of Fund 1's performance? | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | medium | open question | portfolio management | english | 3 | 3 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
9 | english_3_4_r2 | nan | Given an annual risk-free rate of 0.03%, what is the daily sortino ratio of Fund 1's performance? | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | hard | open question | portfolio management | english | 3 | 4 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
10 | english_3_5_r2 | nan | Given an annual risk-free rate of 0.01%, what is the annual Sharpe ratio of Fund 2's performance? | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | medium | open question | portfolio management | english | 3 | 5 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
11 | english_3_6_r2 | nan | Using historical method, what is daily VaR of Fund 2' returns at a 99% confidence level? | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | hard | open question | portfolio management | english | 3 | 6 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
12 | english_4_1_r2 | Refer to the notation in <image_1>. The starting time it $t=0$ with initial forward price $F_0$. | Which one of the statement is correct about the lognormal assumption of forward rate | [
"A. Because $F_t$ is a martingale under $Q$, we assume $dF_t = \\sigma d W_t$",
"B. Because $F_t$ is a martingale under $Q^T$, we assume $dF_t = \\sigma d W^T_t$",
"C. Because $F_t$ is a martingale under $Q^T$, we assume $dF_t = \\sigma F_t d W^T_t$",
"D. Because $F_t$ is a martingale under $Q$, we assume $dF_t = dt + \\sigma d W_t$"
] | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | screenshot | nan | nan | easy | multiple-choice | derivatives | english | 4 | 1 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
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13 | english_4_2_r2 | nan | Under the lognormal assumption, using $E$ denote the expectation, along with the notations in the context, the call option price at time $t$ can be written as $X* E max(F_T - K, 0)$, which one of the following statement is correct | [
"A. $X=DF(t, T)$ and the expectation is under the measure $Q$",
"B. $X=DF(t, T)$ and the expectation is under the measure $Q^T$",
"C. $X=exp(r_t * T)$ and the expectation is under the measure $Q^T$",
"D. $X=DF(T, T)$ and the expectation is under the measure $Q^T$"
] | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | screenshot | nan | nan | easy | multiple-choice | derivatives | english | 4 | 2 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
14 | english_4_3_r2 | nan | If we define a new probability $\widehat{Q}$ shown in <image_2>, denote $\widehat{W}_t$ as the brownian motion under $\widehat{Q}$, then express $F_T$ as a process driven by $ \widehat{W}$ with its initial price $F_0$. | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | screenshot | nan | nan | hard | open question | derivatives | english | 4 | 3 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
15 | english_4_4_r2 | nan | Under the assumption of lognormal volatility of forward rate, derive the result of the expectation $E^T(max(F_T-K, 0)$ at time $t=0$ under measure $Q^T$ | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | screenshot | nan | nan | hard | open question | derivatives | english | 4 | 4 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
16 | english_4_5_r2 | nan | which statement is correct about the normal volatility assumption of forward rate | [
"A. Because $F_t$ is a martingale under $Q$, we assume $dF_t = \\sigma d W_t$",
"B. Because $F_t$ is a martingale under $Q^T$, we assume $dF_t = \\sigma d W^T_t$",
"C. Because $F_t$ is a martingale under $Q^T$, we assume $dF_t = \\sigma F_t d W^T_t$",
"D. Because $F_t$ is a martingale under $Q$, we assume $dF_t = dt + \\sigma d W_t$"
] | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | screenshot | nan | nan | easy | multiple-choice | derivatives | english | 4 | 5 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
17 | english_4_6_r2 | nan | Under the normal volatility assumption of forward rate, derive the result of the expectation $E^T(max(F_T-K, 0)$ at time $t=0$ under measure $Q^T$ | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | screenshot | nan | nan | hard | open question | derivatives | english | 4 | 6 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
18 | english_4_7_r2 | nan | Under the normal volatility assumption of forward rate, using $\sigma_{A}$ to denote the volatility of ATM call option, then express the price of the ATM call option at time $t<T$ as a function of $\sigma_{A}$ | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | screenshot | nan | nan | hard | open question | derivatives | english | 4 | 7 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
19 | english_5_1_r2 | In the given code block for the Black formula applied to swaptions (referenced as <image_1>), | what code should be inserted at line 14, currently indicated as <ans_1> in the figure? | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | screenshot | nan | nan | easy | open question | fixed income | english | 5 | 1 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
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20 | english_5_2_r2 | nan | what code should be inserted at line 19, currently indicated as <ans_2> in the figure? | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | screenshot | nan | nan | easy | open question | fixed income | english | 5 | 2 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
21 | english_5_3_r2 | nan | what code should be inserted at line 31, currently indicated as <ans_3> in the figure? | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | screenshot | nan | nan | easy | open question | fixed income | english | 5 | 3 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
22 | english_5_4_r2 | nan | what code should be inserted at line 33, currently indicated as <ans_4> in the figure? | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | screenshot | nan | nan | medium | open question | fixed income | english | 5 | 4 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
23 | english_5_5_r2 | nan | Under what case will function "black_price" be broken, add a code block to fix it | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | screenshot | nan | nan | hard | open question | fixed income | english | 5 | 5 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
24 | english_5_6_r2 | nan | Under what case will function "compute_delta" be broken, add a code block to fix it | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | screenshot | nan | nan | hard | open question | fixed income | english | 5 | 6 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
25 | english_6_1_r2 | Consider the following FX quotes offered by two dealers, A and B. The forward quotes are in forward points. <image_1>. Round all numerical results to four decimal places in the following questions. | Is there any arbitrage opportunities on EURUSD spot? | [
"A. No",
"B. one can earn 0.008 USD per EUR traded",
"C. one can earn 0.0007 USD per EUR traded",
"D. one can earn 0.0007 EUR per USD traded",
"E. one can earn 0.0087 USD per EUR traded",
"F. None of the above"
] | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | medium | multiple-choice | fixed income | english | 6 | 1 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
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26 | english_6_2_r2 | nan | Is there any arbitrage opportunities on USDCHF spot? | [
"A. No",
"B. one can earn 0.0015 CHF per USD traded",
"C. one can earn 0.0005 CHF per USD traded",
"D. one can earn 0.0005 USD per CHF traded",
"E. one can earn 0.0009 USD per CHF traded",
"F. None of the above"
] | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | medium | multiple-choice | fixed income | english | 6 | 2 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
27 | english_6_3_r2 | nan | what is the implied cross rate EURCHF from dealer A's quote in bid/ask form? | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | hard | open question | fixed income | english | 6 | 3 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
28 | english_6_4_r2 | nan | Is there any triangular arbitrage opportunities between Deal A and B on EURCHF? If yes, please specify how to arbitrage, if no please respond 'no'. | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | medium | open question | fixed income | english | 6 | 4 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
29 | english_6_5_r2 | nan | What is the 1M EURUSD quote from Dealer A, formatted the same way as the spot rate? | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | easy | open question | fixed income | english | 6 | 5 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
30 | english_6_6_r2 | nan | What is the average annual forward premium on 1M EURUSD from Dealer A (Round the results to four decimals) | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | easy | open question | fixed income | english | 6 | 6 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
31 | english_7_1_r2 | Consider the option position in <image_1>. Round all numerical results to four decimal places in the following questions. | Assuming no transaction cost, what is the implied volatility of this call option? | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | easy | open question | derivatives | english | 7 | 1 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
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32 | english_7_2_r2 | nan | Assuming no transaction cost, what is the delta of this call option? | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | easy | open question | derivatives | english | 7 | 2 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
33 | english_7_3_r2 | nan | Given the Greeks in <image_2> for the call option and its corresponding put option, which share the same contract details except for the option type, identify any miscalculations in the table. If there are no errors, leave the response blank; otherwise, specify which Greek(s) is/are incorrect. | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | medium | open question | derivatives | english | 7 | 3 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
34 | english_7_4_r2 | nan | How can we construct an option strategy using the call and put options shown in <image_2> to achieve the payoff depicted in <image_3> | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | hard | open question | derivatives | english | 7 | 4 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
35 | chinese_1_1_r2 | 买家和卖家计划就某商品进行交易。如果交易达成，商品的成交价为 p 元。起初，该商品对于买家和卖家的价值评估均为 0 元。 <image_1>
卖家可以选择投入 c 元 进行投资，从而使买家对该商品的价值评估上升到 v 元（但不会改变卖家对该商品的价值评估，对卖家而言，该商品的价值仍然是 0 元）。然而，卖家在决定是否进行投资时，不知道买家是否会随后购买商品；同样地，买家在决定是否支付 p 元 购买商品时，也不知道卖家是否已经对该商品进行了投资。
假设条件为：v > p > c > 0。
下表展示了博弈的收益矩阵，其中 I, II, III, IV 分别标记了目标单位格，括号内的数字表示对应的收益：（买家收益，卖家收益）。
| I 和 II 标记的单元格中应该分别填什么 | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | easy | open question | economics | chinese | 1 | 1 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
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36 | chinese_1_2_r2 | nan | III 和 IV 标记的单元格中应该分别填什么 | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | easy | open question | economics | chinese | 1 | 2 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
37 | chinese_1_3_r2 | nan | 该笔商品交易有严格占优策略（Dominant strategy）吗？严格占优策略是指不管对手采取什么策略，对自己来说，总有一种策略选择更为有利。如果有请说明，如果没有请回复没有。
| null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | medium | open question | economics | chinese | 1 | 3 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
38 | chinese_1_4_r2 | nan | 该笔商品交易有严格劣策略（Dominated strategy）吗？严格劣策略是指不管对手策略如何变化，给自己带来的收益总是比另一种策略给自己带来的收益小的策略。如果有请说明，如果没有请回复没有。
| null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | medium | open question | economics | chinese | 1 | 4 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
39 | chinese_1_5_r2 | nan | 通过重复剔除严格劣策略，最终卖家是否会投资该商品以及买家是否会买入该商品？ | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | medium | open question | economics | chinese | 1 | 5 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
40 | chinese_2_1_r2 | 2023年10月15日，XXX铜厂与YYY铝厂达成商品互换合作协议。根据协议条款，双方将开展为期5个月的等价交换。具体而言，自2023年11月起至2024年3月止，每月15日，XXX铜厂向YYY铝厂交付10吨精炼铜，同时YYY铝厂向XXX铜厂提供35吨铝作为对等交换。 下表为当前各个合约的报价。合约名称最后四个数字表示期货合约的交割月份，比如 ”2312“ 表示 23年12月交割。假设交割日为交割月份的15日。（考虑货币的时间价值，假设1-5月无风险年利率全部等于1.8%)。
<image_1> | 该互换合约是否公允？ 如果你认为该合约是公允合约的话，请输出0，如果不是公允合约的话，XXX铜厂同样每月支付10吨铜，YYY铝厂应支付多少吨铝才公平？结果保留四位小数 | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | medium | open question | derivatives | chinese | 2 | 1 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
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41 | chinese_3_1_r2 | 以下三张图片（按照时间顺序）分别是两个基金的净值收益率表格
<image_1> <image_2> <image_3>。 假设我们使用对数收益率，一年共 250个交易日。所有计算结果保留4位小数。 | 基金1 的日均收益率是多少 | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | medium | open question | portfolio management | chinese | 3 | 1 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
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42 | chinese_3_2_r2 | nan | 基金2 的日均收益率的方差是多少 | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | medium | open question | portfolio management | chinese | 3 | 2 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
43 | chinese_3_3_r2 | nan | 在年化无风险利率为 0.05% 的情况下，基金 1 的年化 Sortino 比率是多少？ | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | medium | open question | portfolio management | chinese | 3 | 3 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
44 | chinese_3_4_r2 | nan | 在年化无风险利率为 0.03% 的情况下，基金 1 的日度 Sortino 比率是多少？ | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | hard | open question | portfolio management | chinese | 3 | 4 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
45 | chinese_3_5_r2 | nan | 在年化无风险利率为 0.01% 的情况下，基金 2 的年化 Sharpe 比率是多少？ | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | medium | open question | portfolio management | chinese | 3 | 5 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
46 | chinese_3_6_r2 | nan | 使用历史数值法，基金 2 收益率在99%置信水平下的日VaR是多少？ | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | hard | open question | portfolio management | chinese | 3 | 6 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
47 | chinese_4_1_r2 | 根据图中的变量说明，回答以下问题 <image_1> | 关于远期利率对数正态波动率假设，以下哪个陈述是正确的？ | [
"A. 因为 $F_t$ 测度 $Q$ 下的鞅, 所以我们可以假设 $dF_t = \\sigma d W_t$",
"B. 因为 $F_t$ 是 测度 $Q^T$下的鞅, 所以我们可以假设 $dF_t = \\sigma d W^T_t$",
"C. 因为 $F_t$ 是测度 $Q^T$下的鞅, 所以我们可以假设 $dF_t = \\sigma F_t d W^T_t$",
"D. 因为 $F_t$ 是测度 $Q$下的鞅, 我们可以假设 $dF_t = dt + \\sigma d W_t$"
] | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | screenshot | nan | nan | easy | multiple-choice | derivatives | chinese | 4 | 1 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
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48 | chinese_4_2_r2 | nan | 在远期利率对数正态波动率假设下，使用 $E$ 表示期望值，并结合上下文中的符号表示，时刻
$t$ 的看涨期权价格可以写为 $X* E max(F_T - K, 0)$， 以下哪个陈述是正确的？ | [
"A. $X=DF(t, T)$ ， 期望$E$是测度 $Q$下的期望",
"B. $X=DF(t, T)$ ，期望$E$是测度 $Q^T$下的期望",
"C. $X=exp(r_t * T)$， 期望$E$是测度 $Q^T$下的期望",
"D. $X=DF(T, T)$，期望$E$是测度 $Q^T$下的期望"
] | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | screenshot | nan | nan | easy | multiple-choice | derivatives | chinese | 4 | 2 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
49 | chinese_4_3_r2 | nan | 如果我们定义一个新的概率测度$\widehat{Q}$ 在 <image_2> 中，用 $\widehat{W}_t$ 表示为 $\widehat{Q}$ 下的布朗运动，请将 $F_T$ 表示为由 $ \widehat{W}$ 驱动的过程，其初始价格为 $F_0$。 | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | screenshot | nan | nan | hard | open question | derivatives | chinese | 4 | 3 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
50 | chinese_4_4_r2 | nan | 在远期利率对数正态波动率假设下，推导在测度$Q^T$下，$t=0$时刻 $E^T(max(F_T-K, 0)$ 的结果 | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | screenshot | nan | nan | hard | open question | derivatives | chinese | 4 | 4 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
51 | chinese_4_5_r2 | nan | 关于远期利率正态波动率假设，以下哪个陈述是正确的？ | [
"A. 因为 $F_t$ 是测度下 $Q$的鞅, 我们可以假设 $dF_t = \\sigma d W_t$",
"B. 因为 $F_t$ 是测度 $Q^T$ 下的鞅, 我们假设 $dF_t = \\sigma d W^T_t$",
"C. 因为 $F_t$ 是测度 $Q^T$ 下的鞅, 我们假设 $dF_t = \\sigma F_t d W^T_t$",
"D. 因为 $F_t$ 是 $Q$ 下的鞅, 我们假设 $dF_t = dt + \\sigma d W_t$"
] | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | screenshot | nan | nan | easy | multiple-choice | derivatives | chinese | 4 | 5 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
52 | chinese_4_6_r2 | nan | 在远期利率正态波动率假设下，在测度 $Q^T$ 下，$t=0$时刻计算 期望$E^T(max(F_T-K, 0)$ | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | screenshot | nan | nan | hard | open question | derivatives | chinese | 4 | 6 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
53 | chinese_4_7_r2 | nan | 在远期利率正态波动率假设下，使用$\sigma_{A}$ 表示$t$时刻 ATM 看涨期权的波动率，那么$t<T$时刻的看涨期权的价格的最简表达是什么 | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | screenshot | nan | nan | hard | open question | derivatives | chinese | 4 | 7 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
54 | chinese_5_1_r2 | 在给定的应用于互换期权的Black公式代码块（参见<image_1>）中 | 在第14行（当前标记为<ans_1>）应该插入什么代码？ | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | screenshot | nan | nan | easy | open question | fixed income | chinese | 5 | 1 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
|
55 | chinese_5_2_r2 | nan | 在第19行（当前标记为<ans_2>）应该插入什么代码？ | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | screenshot | nan | nan | easy | open question | fixed income | chinese | 5 | 2 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
56 | chinese_5_3_r2 | nan | 在第31行（当前标记为<ans_3>）应该插入什么代码？ | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | screenshot | nan | nan | easy | open question | fixed income | chinese | 5 | 3 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
57 | chinese_5_4_r2 | nan | 在第33行（当前标记为<ans_4>）应该插入什么代码？ | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | screenshot | nan | nan | medium | open question | fixed income | chinese | 5 | 4 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
58 | chinese_5_5_r2 | nan | 在什么情况下函数black_price会出现问题？添加一个代码块来修复它。 | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | screenshot | nan | nan | hard | open question | fixed income | chinese | 5 | 5 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
59 | chinese_5_6_r2 | nan | 在什么情况下函数compute_delta会出现问题？添加一个代码块来修复它。 | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | screenshot | nan | nan | hard | open question | fixed income | chinese | 5 | 6 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
60 | chinese_6_1_r2 | 以下是两位交易商 A 和 B 提供的外汇报价。远期报价以远期点（forward points）表示。<image_1>。下列问题的回答中的数值解请保留四位小数。 | 在 EURUSD 即期汇率上是否存在套利机会？ | [
"A. 否",
"B. 每交易 1 欧元可赚取 0.008 美元",
"C. 每交易 1 欧元可赚取 0.0007 美元",
"D. 每交易 1 美元可赚取 0.0007 欧元",
"E. 每交易 1 欧元可赚取 0.0087 美元",
"F. 以上都不是"
] | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | medium | multiple-choice | fixed income | chinese | 6 | 1 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
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61 | chinese_6_2_r2 | nan | 在 USDCHF 即期汇率上是否存在套利机会？ | [
"A. 否",
"B. 每交易 1 美元可赚取 0.0015 瑞士法郎",
"C. 每交易 1 美元可赚取 0.0005 瑞士法郎",
"D. 每交易 1 瑞士法郎可赚取 0.0005 美元",
"E. 每交易 1 瑞士法郎可赚取 0.0009 美元",
"F. 以上都不是"
] | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | medium | multiple-choice | fixed income | chinese | 6 | 2 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
62 | chinese_6_3_r2 | nan | 根据交易商 A 的报价，计算 EURCHF 的隐含交叉汇率（买入价/卖出价形式）。 | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | hard | open question | fixed income | chinese | 6 | 3 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
63 | chinese_6_4_r2 | nan | 在交易商 A 和 B 之间，EURCHF 是否存在三角套利机会 | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | medium | open question | fixed income | chinese | 6 | 4 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
64 | chinese_6_5_r2 | nan | 根据交易商 A 的报价，1M EURUSD 的平均年化远期升水是多少？ | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | easy | open question | fixed income | chinese | 6 | 5 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
65 | chinese_7_1_r2 | 考虑<image_1>中的期权头寸。以下问题中所有的数值结果请四舍五入到小数点后四位。 | 假设没有交易成本，计算该看涨期权的隐含波动率。 | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | easy | open question | derivatives | chinese | 7 | 1 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
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66 | chinese_7_2_r2 | nan | 假设没有交易成本，计算该看涨期权的Delta。 | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | easy | open question | derivatives | chinese | 7 | 2 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
67 | chinese_7_3_r2 | nan | 根据<image_2>中的希腊字母，分别给出看涨期权和其对应的看跌期权的希腊字母值。两者的合同条款相同，仅期权类型不同，请找出表格中的任何计算错误。如果没有错误，请留空；如果有错误，请指定是哪个希腊字母不正确。 | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | medium | open question | derivatives | chinese | 7 | 3 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
68 | chinese_7_4_r2 | nan | 如何使用<image_2>中列出的看涨期权和看跌期权来构建一个期权策略，以实现<image_3>中显示的收益结构？ | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | hard | open question | derivatives | chinese | 7 | 4 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
69 | french_1_1_r2 | Les acheteurs et les vendeurs prévoient de commercer un certain produit. Si la transaction est conclue, le prix final du produit sera de p dollars. Initialement, la valeur du produit est estimée à 0 dollar par les acheteurs comme par les vendeurs.
Le vendeur peut choisir d'investir c dollars, augmentant ainsi la valeur du produit aux yeux de l'acheteur à v dollars (mais cela ne change pas la valeur du produit pour le vendeur ; pour le vendeur, la valeur du produit reste à 0 dollar). Cependant, lorsqu'il décide d'investir ou non, le vendeur ne sait pas si l'acheteur achètera le produit par la suite. De même, lorsque l'acheteur décide de payer p dollars pour acheter le produit, il ne sait pas si le vendeur a déjà investi dans le produit.
Supposons les conditions suivantes : v > p > c > 0.
Le tableau ci-dessous montre la matrice des gains du jeu, où I, II, III et IV représentent les cases cibles. Les chiffres entre parenthèses indiquent les gains respectifs : (gain de l'acheteur, gain du vendeur). <image_1> | Que faut-il remplir dans la case marquée I et II? | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | easy | open question | economics | french | 1 | 1 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
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70 | french_1_2_r2 | nan | Que faut-il remplir dans la case marquée III et IV ? | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | easy | open question | economics | french | 1 | 2 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
71 | french_1_3_r2 | nan | Cette transaction sur le produit a-t-elle une stratégie strictement dominante ? S'il y en a, veuillez préciser ; sinon, veuillez répondre "non.". Une stratégie strictement dominante est celle où, quelle que soit la stratégie de l'adversaire, il existe toujours une stratégie qui donne un meilleur gain au joueur. | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | medium | open question | economics | french | 1 | 3 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
72 | french_1_4_r2 | nan | Cette transaction sur le produit a-t-elle une stratégie strictement dominée ? S'il y en a, veuillez préciser ; sinon, veuillez répondre "non.". Une stratégie strictement dominée est celle où, quelle que soit la stratégie de l'adversaire, elle donne toujours un gain inférieur à celui d'une autre stratégie pour le joueur. | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | medium | open question | economics | french | 1 | 4 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
73 | french_1_5_r2 | nan | En éliminant successivement les stratégies strictement dominées, le vendeur finira-t-il par investir dans le produit et l'acheteur achètera-t-il le produit ? | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | medium | open question | economics | french | 1 | 5 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
74 | french_2_1_r2 | Le 15 octobre 2023, l'usine de cuivre XXX et l'usine d'aluminium YYY ont conclu un accord de coopération pour un échange de marchandises. Selon les termes de l'accord, les deux parties effectueront un échange équivalent sur une période de 5 mois. Plus précisément, de novembre 2023 à mars 2024, le 15 de chaque mois, l'usine de cuivre XXX livrera 10 tonnes de cuivre raffiné à l'usine d'aluminium YYY, tandis que l'usine d'aluminium YYY fournira 35 tonnes d'aluminium à l'usine de cuivre XXX en tant qu'échange équivalent.
Le tableau ci-dessous montre les cotations actuelles pour chaque contrat. Les quatre derniers chiffres du nom du contrat représentent le mois de livraison du contrat à terme, par exemple, '2312' représente une livraison en décembre 2023. Supposons que la date de livraison soit le 15 du mois de livraison. (En prenant en compte la valeur temporelle de l'argent, supposons que le taux d'intérêt annuel sans risque soit de 1,8 % de janvier à mai.)
<image_1> | Cet accord d'échange est-il équitable ? Si vous pensez que l'accord est équitable, veuillez répondre 0. Sinon, en supposant que l'usine de cuivre XXX livre toujours 10 tonnes de cuivre par mois, combien de tonnes d'aluminium l'usine d'aluminium YYY doit-elle livrer chaque mois pour que l'échange soit équitable ? Arrondissez tous le résultat à quatre décimales. | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | medium | open question | derivatives | french | 2 | 1 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
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75 | french_3_1_r2 | Les trois figures suivantes (divisées en trois sections dans l'ordre chronologique) montrent les courbes d'évolution de la valeur nette historique des deux fonds.
<image_1> <image_2> <image_3>.
Pour les questions suivantes, supposez que les rendements sont calculés selon la méthode logarithmique et qu'il y a 250 jours de trading par an. Arrondissez tous les résultats à quatre décimales. | Quel est le rendement moyen quotidien du Fonds 1 ? | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | medium | open question | portfolio management | french | 3 | 1 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
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76 | french_3_2_r2 | nan | Quelle est l'écart-type des rendements quotidiens du Fonds 2 ? | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | medium | open question | portfolio management | french | 3 | 2 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
77 | french_3_3_r2 | nan | Étant donné un taux sans risque annuel de 0,05 %, quel est le ratio de Sortino annuel de la performance du Fonds 1 ? | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | medium | open question | portfolio management | french | 3 | 3 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
78 | french_3_4_r2 | nan | Étant donné un taux sans risque annuel de 0,03 %, quel est le ratio de Sortino quotidien de la performance du Fonds 1 ? | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | hard | open question | portfolio management | french | 3 | 4 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
79 | french_3_5_r2 | nan | Étant donné un taux sans risque annuel de 0,01 %, quel est le ratio de Sharpe annuel de la performance du Fonds 2 ? | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | medium | open question | portfolio management | french | 3 | 5 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
80 | french_3_6_r2 | nan | En utilisant la méthode historique, quelle est la VaR quotidienne des rendements du Fonds 2 à un niveau de confiance de 99 % ? | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | hard | open question | portfolio management | french | 3 | 6 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
81 | french_4_1_r2 | En se référant aux notations dans <image_1>. Le temps initial est $t=0$ avec un prix à terme initial $F_0$. | Laquelle des affirmations est correcte concernant l'hypothèse de log-normalité du taux à terme ? | [
"A. Parce que $F_t$ est une martingale sous $Q$, nous supposons $dF_t = \\sigma d W_t$",
"B. Parce que $F_t$ est une martingale sous $Q^T$, nous supposons $dF_t = \\sigma d W ^T_t$",
"C. Parce que $F_t$ est une martingale sous $Q^T$, nous supposons que $dF_t = \\sigma F_t d W^T_t$",
"D. Parce que $F_t$ est une martingale sous $Q$, nous supposons que $dF_t = dt + \\sigma d W_t$"
] | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | screenshot | nan | nan | easy | multiple-choice | derivatives | french | 4 | 1 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
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82 | french_4_2_r2 | nan | Sous l'hypothèse de log-normalité, en utilisant $E$ pour représenter l'espérance et en se basant sur les notations du contexte, le prix d'une option d'achat au temps
$t$ peut être écrit comme $X* E max(F_T - K, 0)$. Laquelle des affirmations suivantes est correcte ? | [
"A. A. $X=DF(t, T)$ et l'espérance est sous la mesure $Q$",
"B. B. $X=DF(t, T)$ et l'espérance est sous la mesure $Q^T$",
"C. C. $X=exp(r_t * T)$ et l'espérance est sous la mesure $Q^T$",
"D. D. $X=DF(T, T)$ et l'espérance est sous la mesure $Q^T$"
] | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | screenshot | nan | nan | easy | multiple-choice | derivatives | french | 4 | 2 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
83 | french_4_3_r2 | nan | Si nous définissons une nouvelle probabilité $\widehat{Q}$ montrée dans <image_2>, notons $\widehat{W}_t$ comme le mouvement brownien sous $\widehat{Q}$, puis exprimons $F_T$ comme un processus piloté par $ \widehat{W}$ avec son prix initial $F_0$. | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | screenshot | nan | nan | hard | open question | derivatives | french | 4 | 3 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
84 | french_4_4_r2 | nan | Sous l'hypothèse de volatilité log-normale du taux à terme, dérivez le résultat de l'espérance $E^T(max(F_T-K, 0)$ sous la mesure $Q^T$ | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | screenshot | nan | nan | hard | open question | derivatives | french | 4 | 4 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
85 | french_4_5_r2 | nan | Quelle affirmation est correcte concernant l'hypothèse de volatilité normale du taux à terme ? | [
"A. Parce que $F_t$ est une martingale sous $Q$, nous supposons $dF_t = \\sigma d W_t$",
"B. Parce que $F_t$ est une martingale sous $Q^T$, nous supposons $dF_t = \\sigma d W ^T_t$",
"C. Parce que $F_t$ est une martingale sous $Q^T$, nous supposons que $dF_t = \\sigma F_t d W^T_t$",
"D. Parce que $F_t$ est une martingale sous $Q$, nous supposons que $dF_t = dt + \\sigma d W_t$"
] | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | screenshot | nan | nan | easy | multiple-choice | derivatives | french | 4 | 5 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
86 | french_4_6_r2 | nan | Sous l'hypothèse de volatilité normale du taux à terme, dérivez le résultat de l'espérance $E^T(max(F_T-K, 0)$ au moment $t=0$ sous la mesure $Q^T$ | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | screenshot | nan | nan | hard | open question | derivatives | french | 4 | 6 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
87 | french_4_7_r2 | nan | Dans l'hypothèse de volatilité normale du taux à terme, en utilisant $\sigma_{A}$ pour désigner la volatilité de l'option d'achat ATM, puis exprimer le prix de l'option d'achat ATM au moment $t<T$ en fonction de $\sigma_{ A}$ | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | screenshot | nan | nan | hard | open question | derivatives | french | 4 | 7 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
88 | french_5_1_r2 | Dans le bloc de code donné pour la formule de Black appliquée aux swaptions (référencé comme <image_1>) : | Quel code doit être inséré à la ligne 14, actuellement indiquée comme <ans_1> ? | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | screenshot | nan | nan | easy | open question | fixed income | french | 5 | 1 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
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89 | french_5_2_r2 | nan | Quel code doit être inséré à la ligne 19, actuellement indiquée comme <ans_2> | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | screenshot | nan | nan | easy | open question | fixed income | french | 5 | 2 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
90 | french_5_3_r2 | nan | Quel code doit être inséré à la ligne 31, actuellement indiquée comme <ans_3> | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | screenshot | nan | nan | easy | open question | fixed income | french | 5 | 3 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
91 | french_5_4_r2 | nan | Quel code doit être inséré à la ligne 33, actuellement indiquée comme <ans_4> | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | screenshot | nan | nan | medium | open question | fixed income | french | 5 | 4 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
92 | french_5_5_r2 | nan | Dans quel cas la fonction "black_price" sera-t-elle défaillante ? Ajoutez un bloc de code pour la corriger. | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | screenshot | nan | nan | hard | open question | fixed income | french | 5 | 5 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
93 | french_5_6_r2 | nan | Dans quel cas la fonction "compute_delta" sera-t-elle défaillante ? Ajoutez un bloc de code pour la corriger. | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | screenshot | nan | nan | hard | open question | fixed income | french | 5 | 6 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
94 | french_6_1_r2 | Considérez les cotations FX suivantes proposées par deux dealers, A et B. Les cotations sur le forward sont exprimées en points de report. <image_1>. Arrondissez tous les résultats numériques à quatre décimales dans les questions suivantes. | Y a-t-il des opportunités d’arbitrage sur le spot EURUSD ? | [
"Non",
"on peut gagner 0,008 USD par EUR échangé",
"on peut gagner 0,0007 USD par EUR échangé",
"on peut gagner 0,0007 EUR par USD échangé",
"on peut gagner 0,0087 USD par EUR échangé",
"Aucune des réponses ci-dessus]"
] | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | medium | multiple-choice | fixed income | french | 6 | 1 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
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95 | french_6_2_r2 | nan | Y a-t-il des opportunités d’arbitrage sur le spot USDCHF ? | [
"Non",
"on peut gagner 0,0015 CHF par USD échangé",
"on peut gagner 0,0005 CHF par USD échangé",
"on peut gagner 0,0005 USD par CHF échangé",
"on peut gagner 0,0009 USD par CHF échangé",
"Aucune des réponses ci-dessus"
] | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | medium | multiple-choice | fixed income | french | 6 | 2 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
96 | french_6_3_r2 | nan | Quel est le taux de change croisé implicite EURCHF basé sur les cotations bid/ask du dealer A ? | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | hard | open question | fixed income | french | 6 | 3 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
97 | french_6_4_r2 | nan | Existe-t-il des opportunités d’arbitrage triangulaire entre les dealers A et B sur l’EURCHF ? | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | medium | open question | fixed income | french | 6 | 4 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
98 | french_6_5_r2 | nan | Quelle est la prime moyenne annuelle sur le forward 1M EURUSD proposée par le dealer A ? | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | easy | open question | fixed income | french | 6 | 5 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |
99 | french_7_1_r2 | Considérez la position d'option illustrée dans <image_1>. Arrondissez tous les résultats numériques à quatre décimales dans les questions suivantes. | En supposant l'absence de coûts de transaction, quelle est la volatilité implicite de cette option d'achat ? | null | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | table | nan | nan | easy | open question | derivatives | french | 7 | 1 | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | Not supported with pagination yet | release_v2501 |