Wall Street Interview Questions

By Kenneth Tran, on January 15th, 2008

[from www.vnqf.org]

Let $W_t$ be a Brownian motion. What is $\mathbb{E}[W_t^6]$ ?
How do you compute $\int_0^\infty e^{-3x^2}dx$
After each second, an insect may: either die, or survive, or split into 2, or split into 3 (each with probability 0.25). Suppose that there’s 1 insect at the beginning of the day, what is the probability that the whole population dies at the end of the day?
(Programming) Given 2 variables a and b. How do you swap the values of a and b without using any extra memory?
(Blog KHMT) Suppose (infinite power). What is x?

KWrite