最近电面了几个公司把问的题目说出来
公司a:
1 what is the assumption for BS model
2 stl concepts
3 difference between forward and option
4 忘了
公司b:
1 pde ode, green function
2 why expectation result is almost as same as pde solution
3 root solver
4 optimization method
5 numerical recipes
6 girsanov theorem
公司c:
1 how to detect cyclic link list
2 hash table for translation a dictionary
3 忘了
