AD from Fordham MQF 附面经

面试时间是3月5号
Professor Leistikow面的。教授人很nice，一开始跟我闲聊纽约下大雪，然而我这下暴雨。。 面试基本就是对着成绩单过一遍我的课，问一些里面的概念。整体难度不大。

1. Futures and options: future pricing, with storage cost and future payments; put-call parity; greeks
2. Fixed income: duration and convexity
3. Regression: heteroscedasticity
4. Stochastic calculus: Ito’s lemma, GBM
5. Programming experience Q&A
   

No econ, accounting questions.