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Quant版 - [合集] 也问面试问题
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话题: bid话题: true话题: value话题: heard话题: stuff
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b***k
发帖数: 2673
1
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yamnt (忍者) 于 (Sat Jan 10 23:11:40 2009) 提到:
昨天电话中被问了一个从heard on the street上改的问题,当场挂掉了.
拍卖一件价值[0,1000] uniform distributed stuff, if your bid is
higher than the true value, you got the stuff and can sell it immediately at
1.5 times of its true value. What bid should you provide to maximize your
return?
我答的750, 肯定错了.
Heard on the street 9ed. has this question,but you can sell it at twice of
its true value.按那上面算,怎么bid都不可能有正的return.
☆─────────────────────
d*j
发帖数: 13780
2
上面有类似的
w********r
发帖数: 290
3

2,
Please check your derivation first, P(X y)*f_X(x)dx}.
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