二面就是Dan了,语速比较快,以下是具体内容。
1.What is your C++ experience?
2.What is pointer?
3.What is encapsulation?
4.The derivative of x^cosx
5.Integral (x^3)(e^x^2)
6.Replicate the absolute value of St-K.
7.What is the product of two lognormal distribution? How to prove it?
8.Any questions?
求问大神面的时候,用了什么参考书?
我看了看有
A Primer For the Mathematics of Financial Engineering
一个是150 Most Frequently Asked Questions on Quant Interview
A Practical Guide To Quantitative Finance Interviews
<Heard on the street> by Tim Crack