When my ex-boss was hired as a quant, he didn't know any stochastic calculus, but he was a full math professor (specialized in algebraic geometry). So during h

When my ex-boss was hired as a quant, he didn't know any stochastic calculus, but he was a full math professor (specialized in algebraic geometry). So during his interview, they spent half an hour deriving the Ito integral from scratch and then proving some properties of it.