c****o
发帖数: 1280 | 1 Just finished my phone screen with Morgan Stanley, I will share the
questions here
1.current MS stock price, dow Jones index, Euo/USD, All can be checked at
Yahoo Finance
2. How many paths are there from (0,0,0) to (3,3,3)
3. price an ATM call option, today 10, 1 year later $20 with probability 0.6
, and $8 with probability 0.4, no interest rate
4.3 Random variable with the same correlation pho, get the bound for pho
5.In a room, 2 boys and 3 girls, another unknown baby added to the room,
random select a baby, it is boy, what is the probability that the unknown
baby is boy?
6.The ameoba problem in the green book
Hope it helps to the others! | R******t
发帖数: 2648 | 2 哈哈 谢谢 看来总爱问她家股票价格，这个之前的那个面经也有 | l****2
发帖数: 7 | 3 感觉第三题应该是一年之后可能是12或8，不是20或8吧？
：.6, and $8 with probability 0.4, no interest rate
【在 c****o 的大作中提到】
: Just finished my phone screen with Morgan Stanley, I will share the
: questions here
: 1.current MS stock price, dow Jones index, Euo/USD, All can be checked at
: Yahoo Finance
: 2. How many paths are there from (0,0,0) to (3,3,3)
: 3. price an ATM call option, today 10, 1 year later $20 with probability 0.6
: , and $8 with probability 0.4, no interest rate
: 4.3 Random variable with the same correlation pho, get the bound for pho
: 5.In a room, 2 boys and 3 girls, another unknown baby added to the room,
: random select a baby, it is boy, what is the probability that the unknown
| d**********9
发帖数: 5215 | 4 可以是20或8,但这种情况就不能直接应用risk-neutral pricing
【在 l****2 的大作中提到】
: 感觉第三题应该是一年之后可能是12或8，不是20或8吧？
:
: ：.6, and $8 with probability 0.4, no interest rate
| p******5
发帖数: 138 | 5 第三题 什么 意思？
at
0.6
unknown
【在 c****o 的大作中提到】
: Just finished my phone screen with Morgan Stanley, I will share the
: questions here
: 1.current MS stock price, dow Jones index, Euo/USD, All can be checked at
: Yahoo Finance
: 2. How many paths are there from (0,0,0) to (3,3,3)
: 3. price an ATM call option, today 10, 1 year later $20 with probability 0.6
: , and $8 with probability 0.4, no interest rate
: 4.3 Random variable with the same correlation pho, get the bound for pho
: 5.In a room, 2 boys and 3 girls, another unknown baby added to the room,
: random select a baby, it is boy, what is the probability that the unknown
| p******5
发帖数: 138 | 6
Why?
【在 d**********9 的大作中提到】
: 可以是20或8,但这种情况就不能直接应用risk-neutral pricing
| x**y
发帖数: 10012 | 7 then how ?
【在 d**********9 的大作中提到】
: 可以是20或8,但这种情况就不能直接应用risk-neutral pricing
| d**********9
发帖数: 5215 | 8 用arbitrage free的方法去算，参考mark joshi关于tree的那一章书
大概就是
10*delta-option price=20*delta-(20-10)=8*delta-0
then solve delta and option price
【在 x**y 的大作中提到】
: then how ?
| s*****G
发帖数: 1535 | 9 20*P+8*(1-P)= 10 求P 再算？
好久不看书 都忘光了。。 | l******f
发帖数: 568 | 10 true
【在 s*****G 的大作中提到】
: 20*P+8*(1-P)= 10 求P 再算？
: 好久不看书 都忘光了。。
| | | r*******y
发帖数: 1081 | 11 what is the answer to #5?
is it 1/3 ?
.6
【在 c****o 的大作中提到】
: Just finished my phone screen with Morgan Stanley, I will share the
: questions here
: 1.current MS stock price, dow Jones index, Euo/USD, All can be checked at
: Yahoo Finance
: 2. How many paths are there from (0,0,0) to (3,3,3)
: 3. price an ATM call option, today 10, 1 year later $20 with probability 0.6
: , and $8 with probability 0.4, no interest rate
: 4.3 Random variable with the same correlation pho, get the bound for pho
: 5.In a room, 2 boys and 3 girls, another unknown baby added to the room,
: random select a baby, it is boy, what is the probability that the unknown
| r*******y
发帖数: 1081 | 12 难道 第三题目不是 20 * 0.6 + 8 * 0.4 = 15.2 ?
.6
【在 c****o 的大作中提到】
: Just finished my phone screen with Morgan Stanley, I will share the
: questions here
: 1.current MS stock price, dow Jones index, Euo/USD, All can be checked at
: Yahoo Finance
: 2. How many paths are there from (0,0,0) to (3,3,3)
: 3. price an ATM call option, today 10, 1 year later $20 with probability 0.6
: , and $8 with probability 0.4, no interest rate
: 4.3 Random variable with the same correlation pho, get the bound for pho
: 5.In a room, 2 boys and 3 girls, another unknown baby added to the room,
: random select a baby, it is boy, what is the probability that the unknown
| a**a
发帖数: 32 | 13 My answers
2. How many paths are there from (0,0,0) to (3,3,3)
1680
3. price an ATM call option, today 10, 1 year later $20 with probability 0.6
, and $8 with probability 0.4, no interest rate
0
4.3 Random variable with the same correlation pho, get the bound for pho
[-.5, 1]
5.In a room, 2 boys and 3 girls, another unknown baby added to the room,
random select a baby, it is boy, what is the probability that the unknown
baby is boy?
3/5
6.The ameoba problem in the green book | r*******y
发帖数: 1081 | 14 for problem #5, I think it should condition on where the chosen boy is from.
It may be from the 2 boys or the unknown gendre baby. if from the 2 boys,
then
the unknown gendre baby is a boy with prob. 1/2 and if from the unknown
gendre
baby then the unknown gendre baby is a boy with prob. 1
So the final prob. is 2/6 * 1/2 + 1/6 * 1 = 1/3. is this correct ?
.6
【在 a**a 的大作中提到】
: My answers
: 2. How many paths are there from (0,0,0) to (3,3,3)
: 1680
: 3. price an ATM call option, today 10, 1 year later $20 with probability 0.6
: , and $8 with probability 0.4, no interest rate
: 0
: 4.3 Random variable with the same correlation pho, get the bound for pho
: [-.5, 1]
: 5.In a room, 2 boys and 3 girls, another unknown baby added to the room,
: random select a baby, it is boy, what is the probability that the unknown
| a**a
发帖数: 32 | 15
from.
boys,
Conditional probability using Bayes formula. P(B|OB)=
P(OB|B)P(B)/(P(OB|B)P(B)+P(OB|G)P(G))=(1/2*1/2)/(1/2*1/2+1/3*1/2)=3/5,
where B means the sixth child is a boy, G means girl and OB means the
observed one is a boy.
【在 r*******y 的大作中提到】
: for problem #5, I think it should condition on where the chosen boy is from.
: It may be from the 2 boys or the unknown gendre baby. if from the 2 boys,
: then
: the unknown gendre baby is a boy with prob. 1/2 and if from the unknown
: gendre
: baby then the unknown gendre baby is a boy with prob. 1
: So the final prob. is 2/6 * 1/2 + 1/6 * 1 = 1/3. is this correct ?
:
: .6
| W*******d
发帖数: 63 | 16 3:
market neutral prob: p for $20, 1-p for $8
p*20+(1-p)*8=10
p=1/6
so call: p*(20-10)+(1-p)*0 = 5/3
.6
【在 c****o 的大作中提到】
: Just finished my phone screen with Morgan Stanley, I will share the
: questions here
: 1.current MS stock price, dow Jones index, Euo/USD, All can be checked at
: Yahoo Finance
: 2. How many paths are there from (0,0,0) to (3,3,3)
: 3. price an ATM call option, today 10, 1 year later $20 with probability 0.6
: , and $8 with probability 0.4, no interest rate
: 4.3 Random variable with the same correlation pho, get the bound for pho
: 5.In a room, 2 boys and 3 girls, another unknown baby added to the room,
: random select a baby, it is boy, what is the probability that the unknown
| r*******y
发帖数: 1081 | 17 smart
【在 a**a 的大作中提到】
:
: from.
: boys,
: Conditional probability using Bayes formula. P(B|OB)=
: P(OB|B)P(B)/(P(OB|B)P(B)+P(OB|G)P(G))=(1/2*1/2)/(1/2*1/2+1/3*1/2)=3/5,
: where B means the sixth child is a boy, G means girl and OB means the
: observed one is a boy.
| k*******d
发帖数: 1340 | 18 请问第二题是怎么算出来的？
0.6
unknown
【在 a**a 的大作中提到】
: My answers
: 2. How many paths are there from (0,0,0) to (3,3,3)
: 1680
: 3. price an ATM call option, today 10, 1 year later $20 with probability 0.6
: , and $8 with probability 0.4, no interest rate
: 0
: 4.3 Random variable with the same correlation pho, get the bound for pho
: [-.5, 1]
: 5.In a room, 2 boys and 3 girls, another unknown baby added to the room,
: random select a baby, it is boy, what is the probability that the unknown
| j*******a
发帖数: 101 | | a****y
发帖数: 99 | 20 9!/ (3! 3! 3!)
【在 j*******a 的大作中提到】
: 大侠们讲一下2是如何做的？多谢。
| | | p******5
发帖数: 138 | 21 still confused.
The point can only move up, right and forward, or there is no restriction?
【在 a****y 的大作中提到】
: 9!/ (3! 3! 3!)
| r*******y
发帖数: 1081 | 22 consider from (0,0) to (1, 1) or (0,0) to (2, 2) in a plane for simplicity
【在 p******5 的大作中提到】
: still confused.
: The point can only move up, right and forward, or there is no restriction?
| s******s
发帖数: 63 | 23 请问各位大牛第4题是怎么做的？
0.6
unknown
【在 a**a 的大作中提到】
: My answers
: 2. How many paths are there from (0,0,0) to (3,3,3)
: 1680
: 3. price an ATM call option, today 10, 1 year later $20 with probability 0.6
: , and $8 with probability 0.4, no interest rate
: 0
: 4.3 Random variable with the same correlation pho, get the bound for pho
: [-.5, 1]
: 5.In a room, 2 boys and 3 girls, another unknown baby added to the room,
: random select a baby, it is boy, what is the probability that the unknown
| w******0
发帖数: 4 | 24 correlation matrix is positive semidefinite.
【在 s******s 的大作中提到】
: 请问各位大牛第4题是怎么做的？
:
: 0.6
: unknown
| e********5
发帖数: 422 | 25 我也要面ms了 所以顶一下
题目意思应该是一次走一格 从0 0 0到3 3 3有几种走法
拿1-9 9个球过来 1-3代表x方向走一格 4-6代表y方向 7-9代表z方向 搞个排列是9！种
排法 然后1-3三个球自己的3！种排列其实没区别于是放在分母~~
结果就是9!/3!/3!/3!
【在 p******5 的大作中提到】
: still confused.
: The point can only move up, right and forward, or there is no restriction?
| c****o
发帖数: 1280 | 26 对的，hr不仅要公式，还要最后的结果，所及计算的时候小心一点就好。
Good Luck~~~~
【在 e********5 的大作中提到】
: 我也要面ms了 所以顶一下
: 题目意思应该是一次走一格 从0 0 0到3 3 3有几种走法
: 拿1-9 9个球过来 1-3代表x方向走一格 4-6代表y方向 7-9代表z方向 搞个排列是9！种
: 排法 然后1-3三个球自己的3！种排列其实没区别于是放在分母~~
: 结果就是9!/3!/3!/3!
| G********d
发帖数: 10250 | 27 hr是不是kendra klein?
【在 c****o 的大作中提到】
: 对的，hr不仅要公式，还要最后的结果，所及计算的时候小心一点就好。
: Good Luck~~~~
| c****o
发帖数: 1280 | 28 No, the first name starts with J.....
【在 G********d 的大作中提到】
: hr是不是kendra klein?
| d*j
发帖数: 13780 | | c****o
发帖数: 1280 | 30 No..........Jamie
【在 d*j 的大作中提到】
: Jordan?
: very pp
| | | e*****m
发帖数: 320 | 31 请问可以再解释下是怎么算的吗
【在 w******0 的大作中提到】
: correlation matrix is positive semidefinite.
| h****r
发帖数: 68 | 32 Wait, Isn't Jordan a man's name...
【在 d*j 的大作中提到】
: Jordan?
: very pp
| h****r
发帖数: 68 | 33 厉害！
【在 e********5 的大作中提到】
: 我也要面ms了 所以顶一下
: 题目意思应该是一次走一格 从0 0 0到3 3 3有几种走法
: 拿1-9 9个球过来 1-3代表x方向走一格 4-6代表y方向 7-9代表z方向 搞个排列是9！种
: 排法 然后1-3三个球自己的3！种排列其实没区别于是放在分母~~
: 结果就是9!/3!/3!/3!
| k*****n
发帖数: 361 | 34 请问MS这个面试只针对quant吗,俺要面internal audit有参考性吗 |
|
