t*****e
发帖数: 38 | 1 GS this morning, an East european guy with heavy decent, I barely managed it
and he is a nice person I have to say
1. you have 10 dollars and I have 5, we toss the coin, if you win I give you
1 dollar and vice versa, what are the winning probability for each side.
2. many black scholes and binary option questions, like how does delta
change when volatility changes. I was provided with the numerical value of
parameters, for moneyness reference.
3. You have nxn grid, you can only go right or up, h | z****i
发帖数: 406 | 2 1. gambler ruin problem? 1/3, 2/3.
3. 2n choose n ? | x******a
发帖数: 6336 | 3 3. catalan number.
【在 z****i 的大作中提到】
: 1. gambler ruin problem? 1/3, 2/3.
: 3. 2n choose n ?
| t*******y
发帖数: 637 | 4 2. how does delta change when volatility changes? 是问普通的option还是binary
option？
it
you
【在 t*****e 的大作中提到】
: GS this morning, an East european guy with heavy decent, I barely managed it
: and he is a nice person I have to say
: 1. you have 10 dollars and I have 5, we toss the coin, if you win I give you
: 1 dollar and vice versa, what are the winning probability for each side.
: 2. many black scholes and binary option questions, like how does delta
: change when volatility changes. I was provided with the numerical value of
: parameters, for moneyness reference.
: 3. You have nxn grid, you can only go right or up, h
| l******f
发帖数: 568 | 5 no relevant constraint imposed, so 花花 is right.
【在 x******a 的大作中提到】
: 3. catalan number.
| x******a
发帖数: 6336 | 6 i see. thank you.
【在 l******f 的大作中提到】
: no relevant constraint imposed, so 花花 is right.
| p**********9
发帖数: 101 | 7 Which group were you interviewed with? |
|
