UCB MFE一面 面经 [2014-03-21]

twgreat

攒人品发一下UCB MFE的面经，希望能给以后申请UCB MFE的人提供参考。基本上准备的都没面到，没准备的都面了.. orz...

***Brainteaser:
(1)Suppose I have two children, one of them is boy, what is the possibility that the other one is also a boy?
(2)There is a monastery of silent monks with no mirrors and one important rule: no red eyes! If a monk discovers he has red eyes he must leave that night. All is well until a visitor says "at least one of you has red eyes!" What happens next?
***Finance:
There are two assets A and B. The returns of them are given as:
A
Payoff   Year
$5          1
$2           2
$1           3
B
Payoff Year
$-1        1
$3         2
$2         3
(1) When you read the newspaper, you find that the price of A is $7 and the price of B is $3, is that possibile?
(2) If there is an asset C with payoff (4,5,3), how to price the asset C? Is it always possible to do so?
(3) Suppose the price of C is $9, what will you do? And what will you do after three years?
***Programming
Please code a fuction to calculate the Fibonacci sequence. What do you think is the disadvantage of the iteration of function?

GalaxyX

占个沙发~~~

lebesgue

楼主申请结果怎么样啊？