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Interview brain teasers
两个 Goldman Sachs 题：
1)How to price a derivative which pays S(T)log(S(T))? suppose S follows
geometric brownian motion
2) X~N(0,1), F(x) is cdf of X, Y~N(a,b), what is E(F(Y))?
1)How to price a derivative which pays S(T)log(S(T))? suppose S follows
geometric brownian motion
2) X~N(0,1), F(x) is cdf of X, Y~N(a,b), what is E(F(Y))?
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