Baruch MFE二面with Dan [2015-04-20]

OKCAT1227 · 发表于 2015-4-22 13:31:37

问了下简历上Big-data的问题；

C++ experience; last time use C++; Virtual functions;
CDF of Standard Normal Dist. The derivative of log(CDF);

Questions need attention:

1. If strike price K is Zero; the value of the put(P)? If K goes up, what will the value of the put change?
2. Denote f(K) as the function from K to P, f is convex or concave? Why?
Ans: convex; by creating a butterfly spread to prove f((k1+k2)/2)< ( f(k1)+f(k2) )/2; Therefore it is convex;
Can also prove the second partial derivative of f with respect to K is positive;
3. What is the characteristic polynomial of a matrix A? What is the coefficient of lambda^(n-1), why?
Ans: (-1)^n*trace(A)
4. Setting the characteristic polynomial to 0, we can solve the eigenvalues, why?

Any update from other schools since submitting the three questions?

Other questions?

1. I heard you are very dedicated to this program, so what is your internal motivation?
2. How do you recruit students at the beginning of the program, when your program is not as famous as it is today?
3. How do your judge my application? 他说道give your an advice, never ask your performance at an interview.

总之，和Dan聊得挺不错的，最后我问的问题他还笑了。问题基本都答出来了，不过口语表达比较一般，他说的有点快，我好几次没听懂。我说明天晚上要答复哥大MSOR，他说今天就会给我答复。

祝我好运吧。