Baruch MFE 一面 with Professor Elena Kosygina

深夜刚面完，全程44分钟，因为一直需要重复题目+画面有时候太卡看不清她写纸上的题+不熟悉那些知识思考和回忆时间很长。。

开门见山，今天要问几个数学问题，看起来有一张准备好的提问列表。
1. Is the integral ∫0∞t^(-3)e^(-1/t) dt convergent?
2. How many different permutations in BOOKKEEPER?
3. A is a 3x3 matrix with 2 known eigenvalues λ1=1 λ2 =-1, 2 eigenvectors v1 = (1,2,0) v2 = (0,1,1). If v = (1,1,-1), Av = ?
4. Moment generating function & characteristic function of Poisson(λ)
5. X,Y,Z are 3 independent standard normal variables, X + Y + Z = 3, conditional variance of X ? E(X|X + Y + Z = 3) = ?
6. classic one-step bionomial model, the price of put option and how to replicate it? The Delta of the put option?

总之Elena全程一副，你这不知道那不知道还来投我们项目啊...... 的表情，嗯。

失败面经分享，后来的小伙伴们吸取教训，好好准备吧！大神们看过一笑就好了。祝各位都好运！

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