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Baruch MFE 一面 with Professor Matic

[日期:2016-02-17] 来源:ChaseDream论坛 作者:linke826 [字体: ]

Professor人特别好,非常nice,下面是面经,good luck

1. X, Y ~ U(0, 1). P(X+Y>1/2)
2. Portfolio 1 (1put K=20, 3putK=60), Portfolio 2 (4put K=45). Which has greater value?
3. A=(2/10 3/10; 3/10, 5/10), B=(2 3; 4 5),XA+XA^2+ XA^3+...=B, what’s X?
4. Toss a fair coin 30 times, what’sthe expected value of the last digit of the number of Heads(e.g. H 16times, last digit is 6)?

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原文引自:
https://forum.chasedream.com/thread-1242376-1-1.html

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