面经~Fordham MSQF@Shanghai

charlotte_zhuo

发面经攒人品啦
@Shanghai with prof Blackburn

首先是吧啦吧啦的闲聊...问为什么选择在上海面试，而不选skype
然后进入正题啦
1/Why quantative finance
2/About internship, what is VaR? Does it have any shortage and how to improve it? 我回答可以拿conditional value at risk，然后他问那个又是什么
3/About the volunteer work, what did you do?
4/Evaluate a second order linear differential equation with constant coefficient
5/About probability, 计算pdf中一个constant的值, 直接积分就可以啦; 接着让你算expectation&variance
6/Your question
然后还剩了一些时间, 让我随便说些什么 (you can say whatever you want to say...)我就说why you should admit me, 然后我就开始背书了
面试还是挺简单的，没有考啥很难的问题
最后prof说正式通知要等到5月1号，不过可以提前发邮件问他~

higuain2020

haha, 黑烧也问我VaR了

bessie.chan

请问楼主是什么时候提交的呀？我213提交的现在还是没有消息。。

yup00

Mark一下！