Baruch MFE 面经10点刚面完 [2012-12-14]

Professor Wang

1.5 minute self-introduction2.What's the difference between financial engineering and traditional corporate finance
(楼主没料到还有这个，临时瞎编乱造了一些……)

Technical:

1. calculus:x^x
2. integral: x^2.lnx
3. Taylor Polynomial, how to use it in one variable and multivariables
4. Probability: X~N(0,1), Y=X^2, pdf of Y
5. eigenvalue eigenvector [1,r;r;1]
6. What's a call option? put-call parity, call:4, put: 2, option at the money,  is the arbitrage opportunities? What's your portfolio?
7. What's the difference between futures and forwards
8. any questions?

楼主第五题一紧张居然没整好……所有的题目都几乎靠着以前的面经准备到了……人生第一次technical interview就这样悲剧了……连续看了10几天数学就这样折戟了……桑心啊~后来者加油啊！！

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