Baruch 巴鲁克MFE面经（一面）

新的一轮申请又要开始啦，给学弟学妹们分享下去年的面经~

Baruch的题重复率还是蛮高的

一面with Rados
先让自我介绍，并说说为什么想申巴鲁克
1. X~N(0,1)，Z is a discrete variable, Z = 1 with probability 0.5, Z = -1 with probability 0.5, X and Z are independent
(1) Is Y = X*Z normally distributed?
(2) Is X + Y normally distributed?
(3) Are X and Y jointly normal?
2. A matrix with diagonal = 1 and other elements = rho is a correlation matrix, find the range of rho
3. Call option with r=0, d=0, what is the at the money delta?
4. The relationship between gamma and moneyness

求个大米！谢谢！给别人加米不会消耗自己的大米哦~

另附二面题目：
https://www.1point3acres.com/bbs/thread-662938-1-1.html

谢谢。   

从二面赶过来，谢谢楼主！！！！