Baruch MFE 一面 with Michael Carlisle [2015-04-03]
作者:iwccsbfb
日期:2015-04-08
电话比约定时间晚了8分钟打过来;
这个Prof是Math & CS背景的,我也是。也许这是他面试我的原因;
- 简历上的两个问题;GPU programming & Big-data;
- Calculus: X^sinx differentiation;
A: x^sinx(sinx/x + cosx*lnx) - probability: Z~N(0,1), What is the pdf of Z?
Y=Z^5; Find the pdf of Y.
A: g(t) = f(t^1/5)*1/5*t^(-4/5), f(x) is the pdf of Z. - Binomial tree; Use simple interest instead of compounded interest;
Just replace e^rt with (1+r). - Differential equations:
y''- 9y' +18y = 4;
我觉得是因为我学过这门课,所以才会考我。没复习到,所以没做出来。 - 3*3矩阵A=[1 0 1; 5 1 5; 1 0 1]. 求特征值,特征向量;A: 0,1,2;
如果不计算的话直接看矩阵能看出什么相关信息吗?A: sum = trace(A); product=|A| - Forwards vs futures;
- QA: How do you judge my application?
He answered: you do not have financial experience, this is your drawback. Overall I am positive with your application.
说是最近break,但估计一周左右会有进一步消息。
一共面了28分钟左右;
之后发了Thank you letter没回复。
good luck to myself;
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