UCB MFE Help! Berkeley MFE Telephone Interview Questions

[Tianxin Lu]

Hi,

I would appreciate if any of you could let me know any sources from Berkely MFE telephone interview recently? I got my telephone inteview on 5th March.

Thank you!

Tianxin

 

[Apoorv]

It will be a technical interview based on your background. Mine included general questions on work exp, probability, finance and basic calculus.

 

[wbpku]

Below are some questions asked in my interview...

Behavior questions:
Go through your resume;
Why interested in financial engineering, etc...

Technical questions:

Finance:
Current Dow Jones index;
Do you think the stock index is doing good?
Why are banks cutting positions.
Some simple concepts in economics
How to price a forward contract
Why option price depends on volatility while forward price doesn't.
What's risk neutral probability
Assumptions of BS model.
Limitations of BS model. Why we still use it?

Mathematics:
Integral of lnx and e^x
Ito's formula
What's dWt*dWt, dt*dt and dt*dWt

Some basic concepts in C++

Brainteasers