发面经攒人品啦
@Shanghai with prof Blackburn
首先是吧啦吧啦的闲聊...问为什么选择在上海面试,而不选skype 然后进入正题啦
- Why quantative finance
- About internship, what is VaR? Does it have any shortage and how to improve it? 我回答可以拿conditional value at risk,然后他问那个又是什么
- About the volunteer work, what did you do?
- Evaluate a second order linear differential equation with constant coefficient
- About probability, 计算pdf中一个constant的值, 直接积分就可以啦; 接着让你算expectation&variance
- Your question
然后还剩了一些时间, 让我随便说些什么 (you can say whatever you want to say...)我就说why you should admit me, 然后我就开始背书了
面试还是挺简单的,没有考啥很难的问题
最后prof说正式通知要等到5月1号,不过可以提前发邮件问他~
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