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Commodity Group Morgan Stanley Interviews questi

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Commodity Group Morgan Stanley Interviews questions in 3rd Round

1. explain your thesis (I am PhD in math)
2. what course you took to strengthen your financial background
3. what's call option. given several call option prices with same expiriation date but different stike prices, how to the distribution of underlying stock price (at time T?)?
4. what's the virtual functions, give an example (using the syntax)
5. when is a virtual destruction function is used?
6. what's abastract class? example
7. define two dimensional array dynamically in C++
8. what's the variance of brownian motion?
9. find the variance of \int_0^T f(t)dW, where W is the standard brownian motion
10, find the variance of \int_0^T Wdt, where W is the standard brownian motion
11. what's the difference between explicit methods and implicit methods for finite difference methods.
12, (I don't quite understand this question, so I just give the version in my ears)for heat equation, using implicit methods, what's the complexity of solving the question, or finding u^{n+1}, or whatever...I don't know what he is trying to ask. What a shame, my major in master is computional math...

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