刚面了，估计没戏，问的differential equation都n>10年没有用了，faint，一点也不
fit自己背景：

First series of question about C++:
1. implement a sorted list: what are the interfaces you would like to design;
2. how to make both insertion/remove efficient? which data structure/
algorithm?
3. how to implement the ++ operator of the iterator in this data structure (
if you get 2 correct);

Second series of question about OE:

solve equation y'' + x*y = 0, where y is a function of x.

Asked many questions based on this OE, such as what is the solution? shape?
how to solve numerically? what
type of conditions you need to find a unique solution? After you figure the
shape of the solution, then asked
many properties of the solution.

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))?