[面试经验] baruch mfe second round with Dan

Dan的口音确实是个问题，让他重复了好多次……

1 cpp background , cpp experience

2 newton method, how to derive, theconvergence, how to prove newton method is second order convergence？what’s pth order convergence.

3 what’s implied volatility, and what’s therelation between the implied volatility of put and call options.

4 what’s put call parity(payingdividend),how to prove.

5 call put parity 和 BS 有关的问题，实在没有听清楚

6 1 long call options with strike price 20,1 long call option with strike price 40

2long call option with strike price 25

Which one is better?

7 career goals

8 申请了哪些学校

9 any questions.

有两三个options的问题没答上来…保佑啊ＴＴ