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interview Question

Joined
4/19/08
Messages
2
Points
11
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!!
 
Both problems can be found in most stochastic finance texts.

You are not trying hard enough.
 
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