后悔没有来看面经,以为和别的学校一样是些大问题,结果都是技术问题。。。悲剧了
1) 积分:x over (1-x^2)^0.5 1 over (1-x^2)^0.5 and how did you get your answer!
2) 拉格朗日乘子法,举例求解
3) forward price and forward value,what do you pay when you come into a forward contract.
4) Assumptions of BS model and what instruments or examples using this model
5) exponent distribution pdf if EX=2, pdf of x over x+y
6) other questions?
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