Baruch MFE一面面经with Prof Wang 新鲜~~~ [2013-02-15]

先自我介绍，然后问了问简历的问题，C++的经历以及为什么选这个项目。

接下来technical部分：

1. Integrate x^3lnx and 1/(1+x^2).
2. standard normal pdf, why it is a pdf.
3. y=exp(x) where x ~ N(0,1), then pdf of y and why.
4. Taylor expansion: cosx
5. Eigenvalues: ((0,1,1),(1,0,1),(1,1,0))
6. Binomial Tree pricing: stock price now is 100, after 1 period, it would be either 200 or 50. Compute the at the money call and put price. (risk-free rate = 0)
7. Put-call Parity.
8. Weakness of B-S model.
9. Any questions?

祝大家好运，也祝自己好运！

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