Cornell MFE 被虐归 Victoria

bobqian

晚上十一点的面试，面试官为Victoria

一上来，
Why are you interested in finance
我说我的兴趣源自对于risk management 的喜爱。

Why risk management
我说到了cyprus

Why risk management is related to cyprus
我说了credit derivatives

What will you suggest the government to handle the crisis?
我说regulations

What kind of regulations?
我提到了basel，cash reserve

What if the bank goes bankruptcy because of the high cash reserve rate?
我胡乱说了已经。。。

Well tell me something about math in finance, why math is important.
我说了一些东西，包括在做的graduation thesis monte carlo simulations

Explain the martingale to me.
我说了一些definition 她说 got it。

Tell me the application of Monte Carlo simulation
我说了一些，但是她说不太赞同。说why do you need precise mathematical answers？
我只能说理论上讲这样理解方程才是对的，但是financial analysis 一般只要粗略解。

Correlation 旧题
然后ask questions


问的非常细，而且非常push 一直why，我有点招架不住。。感觉是没啥希望了。。。

Christine0212

顶楼主！楼主一定有好运哒

andorange

LZ加油 我这种都是直接被拒的。

superzhangjian

LZ淡定，Cornell一向这样的