Lehman电面面经

发信人: linfeiumd (afei), 信区: Quant
标 题: Re: 急：求Lehman电面面经
发信站: BBS 未名空间站 (Sat Jan 6 20:33:23 2007)

questions include math, finance (and c++ if it is the analytics intern/
fulltime). you are expected to be familiar with black-scholes, binomial tree
and some simple derivatives like barriers. also, it is desirable you have
some knowledge about term structure models. math-wise you will be tested on
probabilities and stochastic calculus.
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