Baruch MFE 二面 with Dan [2013-03-08]

时间：3.8 11:00 AM NY Time。

感想：完全没有smooth的感觉，Dan不断challenge，节奏很快。Dan有口音，但我个人觉得语速正常，可以听懂。

过程：

1. C++ experience?
   (讲了2句左右，打断)
2. Describe the last time you used C++.
   (又讲了2句，打断)
3. Explain encapsulation.
4. Explain polymorphism.
5. Difference between structure and class in C++.
   (血泪教训，大家说一条就得了。我讲了三条，被ding)
6. Challenged internship experience. Definition of Sharpe ratio and GARCH.
7. N*N matrix, how many eigenvalues? Explain why in detail.
8. What's interest rate swap? How to value? 还没完，Calculate an instance with numbers. Valuation of fixed interest rate bonds and floating interest rate bonds.
9. 又回到数学，what's pdf of N(1,1)+N(1,2)? What if they are independent?
10. Any questions?

看了以前的面经帖子，通常二面聊天的会发AD，问tech的都是REJ。所幸lz已有去处，要不然现在应该非常慌吧。

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