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Quant版 - [合集] interview question (probability)
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b***k
发帖数: 2673
1
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springjj (springjj) 于 (Mon Apr 28 10:11:57 2008) 提到:
game 1: flip a coin, Head: you get 3$; Tail: you get 1$
you are charged 1$ to play.
game 2: flip a coin twice:
HH: 3$, HT: 3$, TH:3$, TT: 1$
what's the fair value of this game? (how much to be charged?)
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seeking (恣意妄为) 于 (Mon Apr 28 10:15:41 2008) 提到:
5/3

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juedr (我的不是你的我的前世今生) 于 (Mon Apr 28 10:21:51 2008) 提到:
Is
m*****o
发帖数: 259
2
Binomial pricing model...
h*y
发帖数: 1289
3
Assume it's fair coin
interest rate is 100% per flip
so my answer is 5/8
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