Baruch MFE 面经 [2012-04-04]

panyandetuzi · 发表于 2012-4-9 23:27:10

4/4号面试。
1. integral lnx/x
2. integral x^x^2
3. pdf for normal distribution and exponential distribution. sigma and miu for normal and standard normal distribution.
4. put call parity.
5. Taylor polynomial 2nd order f(x,y)=xsinx
6. a european option is 5 dollars. how about americcan option with same strike price and maturity.

hamletwlp · 发表于 2012-4-10 12:34:10

第二题我只会算微分。。。第六题是ysinx吧？

默寞沫 · 发表于 2013-1-15 18:44:31

多谢楼主啦

[面试经验] Baruch MFE 面经 [2012-04-04]

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