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#1233
Columbia MFE
Full time
11/23/11
2/16/12
Accepted
2/27/12
International
TOEFL: 109
Undergraduate study: Financial Engineering
Interview questions:
1) Why Columbia?
2) What are your plans after graduating from Columbia's MFE?
3) What is your background in derivatives?
4) If I asked you a question regarding Black-Scholes, would you be able to answer it? (My answer: Yes)
5) If the volatility of an underlying asset goes up, why does the price of the option go up? (My answer: Because higher volatility means the price will fluctuate more so the probability of the option finishing deeper in the money is higher)
6) But shouldn't the probability of the option finishing deeper out of the money increase as well? If so, why doesn't that cause the price of the option to go down? (My answer: Because if the option is out of the money you wouldn't exercise, no matter how deep out of the money it is)
7)Have you applied to any other programs? If so have you gotten any results and how would you rank these programs?
8) How do you plan to finance your study?
9) Any questions for me?
Note that in question 6 I was very hesitant and did not give a good or a clear answer at first, the questioner helped me out a little bit. This apparently did not matter since I eventually got admitted.
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