以下是引用efeepower在2010-6-7 1:30:00的发言：
analyst forum 都上不去了。又记起几道北美题。
quants: 1) why is it not a good time series model? 选了autocorrelation 还有一题和time series 相关的，我记得和ARCH 有关，但不记得题干了。
econ：1) regulation on emission: social regulation for market failure, econ regulation for lemon problem, econ regulation for assymetric information? I picked B, but now I think it should be A
2) dealer 1 has bigger spread than dealer 2. I picked expectation on FX volatility.
3) how much foreign currency for 1 dollar using dealer 2?
4) if future rate is higher than expected future rate (I calculated it based on int rate), borrow or lend $?
2) Spread, should be low liquidity causes bigger spread. | 
发表于 2010-6-7 02:23
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