Cornell MFE 面经 [2013-03-06]
作者:veraheyilin 日期:2013-04-01 微信分享

第一次在cd发帖,之前看了很多面经,就算回报吧,攒个rp~下次有空我再贴CU和UCB的,都很有意思的面试过程~

本来不是很想面,后来想想他家是技术面,就去被虐一下吧。。。Vitoria面的,语速挺慢的,中间信号不好了两下,没挺清楚,我让她重复一下,然后她语速变得更慢了。。。V整个面试过程都没什么表情><

  1. self-introduction/career goal
    (我说的derivatives  trader)
  2. why derivatives?
  3. if the price goes down, will you buy a put option or sell a call option?
  4. put-call parity/ as a derivatives trader, how will you apply it?
    (这一段问得挺push的,一直问道我招架不住,最后投降说sorry, I'm not clear...郁闷)
  5. what do you think is the most important quality in the wall-street?
    (针对derivatives  trader来说的)
  6. do you read news everyday? what happened last week?
    (说了意大利选举带来的市场不确定性和欧元大跌,还没说完她就说ok,下一题)
  7. 那个以前见过的,correlation=-2......
  8. any questions?

其他的不记得了,想起来再补充

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