x********o
发帖数: 519 | 1 all the problems are standard and I did them before, and I think I got all
of them.
but the interview only lasted about 25 minutes, kindof wired.
do you guys think this is normal? |
m*********2
发帖数: 701 | 2 because he's good? he read your bluff?
all
【在 x********o 的大作中提到】
: all the problems are standard and I did them before, and I think I got all
: of them.
: but the interview only lasted about 25 minutes, kindof wired.
: do you guys think this is normal?
|
x********o
发帖数: 519 | 3 have no idea. hope he is a nice guy.
btw, he is Russian.
【在 m*********2 的大作中提到】
: because he's good? he read your bluff?
:
: all
|
x******a
发帖数: 6336 | 4 贴问题？谢谢
【在 x********o 的大作中提到】
: all the problems are standard and I did them before, and I think I got all
: of them.
: but the interview only lasted about 25 minutes, kindof wired.
: do you guys think this is normal?
|
d*j
发帖数: 13780 | 5 MS quant finance program? |
x********o
发帖数: 519 | 6 very standard
1. binomial tree
2. int t dW_t, int W_t dt
3. OU process
4. chess board
you can find all of them in this board, just check the old posts.
【在 x******a 的大作中提到】
: 贴问题？谢谢
|
x******a
发帖数: 6336 | 7 any C++
what is Chess board btw?
thank you
【在 x********o 的大作中提到】
: very standard
: 1. binomial tree
: 2. int t dW_t, int W_t dt
: 3. OU process
: 4. chess board
: you can find all of them in this board, just check the old posts.
|
x********o
发帖数: 519 | 8 no C++
the chess board problem is the same one as that in the Green book
【在 x******a 的大作中提到】
: any C++
: what is Chess board btw?
: thank you
|
x******a
发帖数: 6336 | 9 英语怎么样？什么专业的？
【在 x********o 的大作中提到】
: have no idea. hope he is a nice guy.
: btw, he is Russian.
|
x******a
发帖数: 6336 | 10 看书不仔细啊。。。还没找到。。。
【在 x********o 的大作中提到】
: no C++
: the chess board problem is the same one as that in the Green book
|
x********o
发帖数: 519 | 11 you have a chess board, remove the squares at the upper left corner and the
lower right corner,
the question is : can you cover it with 1 by 2 dominos without overlap.
it is a very old problem. you must know the solution
【在 x******a 的大作中提到】
: 看书不仔细啊。。。还没找到。。。
|
p******5
发帖数: 138 | |
j*******a
发帖数: 101 | |
d*******k
发帖数: 56 | 14 mean reverting process AKA Ornstein–Uhlenbeck process
【在 j*******a 的大作中提到】
: OU process 是什么？
|
