Oxford MCF 面经 [2012-03-05]
作者:winterlife
日期:2012-03-06

interviewed by a phd from cam
- why oxford mcf
- modules taken
- convergence in prob/ms/dist. (def & prob=>dist.)
- LLN (proof of weak, chebyshev's inequality)
- CLT
- option pricing (binomial model/martingales/fundamental therom of asset pricing)
thanks
it seems that the interview questions seem to be in the same technical level as yesteryears! All the best for your admissions.
主要是因为那个人是cam phd,他说他原来给本科生supervise这门课的...