l***e
发帖数: 13 | 1 今天拿到了口头offer, 在quant版学习了不少东西，也希望贡献一点力量，所以把记得
的面试问题写出来。祝大家都找到满意的工作。
I got all the questions in interviews. I am trying to make all answers/hints
accurate but can not guarantee.
Brainteasers
1. a normal dice with 6 sides with numbers from 1 to 6, toss it at most
three time. After each toss, you get a number x, you can either continue or
get x dollars. What is the game worth?
2. the same rule as question 1, What would you like to pay to play the game?
3. a coin, toss a number times until you get a | l***e
发帖数: 13 | 2 谢谢大家。也有其他同学来信问我的专业，背景和准备情况，大致如下
1. PhD student in hard science in an Ivy league school, thesis related to
statistics, baysian anlysis, multi-dimensional non-linear minimization.
2. took 2 classes last year，option pricing, econometrics
3. reading material: Hull's book, shrev's stochastic calculus, BKM's
investments, numerical recipe, kendall's satistics
I think the following things are important
1. networking. Got 2 interviews due to 2 friends and advanced to the last
round, although none gave me |
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