interview Question

[Vishrut Talekar]

Hi,
I read a few interview question on Quantnet. Am not from MFE but trying to learn Stochastic cal.

Can I get hint or possible solution for these

1) E[W^6] where W is brownian motion.

2) What is d(LnS(t)) ?

Thanks!!

 

[Eugene Krel]

Both problems can be found in most stochastic finance texts.

You are not trying hard enough.

 

[Vishrut Talekar]

Eugene- Do you suggest any other text apart from shreve ?

Thanks