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dn_s21_q001Value of i^i
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1500x0
dn_s21_q002Compare pi^e vs e^pi
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1400x0
dn_s21_q003Convexity of exponential (AM-GM-like)
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1200x0
dn_s21_q004Solve x^6 = 64
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1100x0
dn_s21_q005Derivative of x^x
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1100x0
dn_s21_q006Nested radical
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1100x0
dn_s21_q007Power tower equals 2
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1300x0
dn_s21_q008Convergence of three series
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1200x0
dn_s21_q009Integral 1/(1+x^2)
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
800x0
dn_s21_q010Two integrals x*ln(x) and x*e^x
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1000x0
dn_s21_q011Integral x^n*ln(x)
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1100x0
dn_s21_q012Integral of (ln x)^n
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1400x0
dn_s21_q013Solve linear ODE
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1200x0
dn_s21_q014Logistic equation
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1300x0
dn_s21_q015Derive Black-Scholes PDE
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1900x0
dn_s22_q001Correlation matrix positive semidefinite
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1300x0
dn_s22_q002Eigenvalues of given correlation matrix
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1100x0
dn_s22_q003Bounds on values of p in n x n correlation matrix
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1700x0
dn_s22_q004Eigenvalues of n x n matrix with real entries
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1200x0
dn_s22_q005Find square root of 2x2 matrix
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1500x0
dn_s22_q006Reconstruct matrix from eigenvectors
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1400x0
dn_s22_q007AB vs BA same size
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1000x0
dn_s22_q008AB-BA equal identity
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1500x0
dn_s22_q009Probability matrix
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1200x0
dn_s22_q010Find rho range for 3x3 correlation
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1600x0
dn_s23_q001Arbitrage with three calls
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1700x0
dn_s23_q002
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1500x0
dn_s23_q003ATM option price ratio worth
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1600x0
dn_s23_q004Risk-neutral pricing concept
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1300x0
dn_s23_q005Derive Black-Scholes formula
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1800x0
dn_s23_q006Stock month then put option payoff
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1700x0
dn_s23_q007Price doubles, value of call
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1500x0
dn_s23_q008Delta value range
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1200x0
dn_s23_q009Delta of ATM call
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1400x0
dn_s23_q010Put-call parity statement and proof
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1400x0
dn_s23_q011Time value of European call change with vol
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1600x0
dn_s23_q012Implied volatility from option price
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1500x0
dn_s23_q013Gamma of an option
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1600x0
dn_s23_q014European call put written same time
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1700x0
dn_s23_q015Implied vol of asset with 30 percent six month vol
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1300x0
dn_s23_q016Value of interest rate swap
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1600x0
dn_s23_q017Bond duration vs yield curve shift
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1400x0
dn_s23_q018Five-year bond duration sensitivity
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1300x0
dn_s23_q019Forward contract definition
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1200x0
dn_s23_q020Forward price for treasury vs commodity
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1700x0
dn_s23_q021Eurodollar futures
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1500x0
dn_s23_q022Forward vs futures differences
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1500x0
dn_s23_q023VaR of all-bond portfolio with 99% daily
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1700x0
dn_s23_q024Box spread arbitrage
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1700x0
dn_s23_q025Implied vol exploiting straddle
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1900x0
dn_s23_q026Replication strategy puzzle
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1900x0
dn_s24_q001How to declare an array
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
800x0
dn_s24_q002Address of variable
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
800x0
dn_s24_q003Declare array of pointers
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1000x0
dn_s24_q004const pointer vs pointer to const
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1100x0
dn_s24_q005Declare dynamic array
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
900x0
dn_s24_q006Pass by reference syntax
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
800x0
dn_s24_q007Pass by reference
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
900x0
dn_s24_q008Pass read-only argument
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
900x0
dn_s24_q009Pointer vs reference differences
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1100x0
dn_s24_q010Default value for parameter
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
900x0
dn_s24_q011Template function
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1100x0
dn_s24_q012Pointer to function
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1100x0
dn_s24_q013Compiler vs explicit conversion
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1300x0
dn_s24_q014Uses of static keyword
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1300x0
dn_s24_q015Can static member be const
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1400x0
dn_s24_q016Member initialization list
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1300x0
dn_s24_q017Copy constructor with pointer members
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1400x0
dn_s24_q018Output of code snippet
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1500x0
dn_s24_q019Overload an operator
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1100x0
dn_s24_q020Smart pointers
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1300x0
dn_s24_q021Encapsulation
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
900x0
dn_s24_q022Polymorphism
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1000x0
dn_s24_q023Inheritance
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
900x0
dn_s24_q024Virtual function and pure virtual
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1200x0
dn_s24_q025Virtual destructors
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1300x0
dn_s24_q026Factorial function
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
800x0
dn_s24_q027Largest sum subarray
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1500x0
dn_s24_q028Prime factors of integer
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1200x0
dn_s24_q029Swap bits at indices i and j
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1400x0
dn_s24_q030Reverse linked list
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1300x0
dn_s24_q031Reverse string with parentheses
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1200x0
dn_s24_q032Height of arbitrary binary tree
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1100x0
dn_s24_q033N-th Fibonacci
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
800x0
dn_s25_q001Standard deviation of MC estimate
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1300x0
dn_s25_q002Independent standard normal generation
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1300x0
dn_s25_q003Geometric Brownian motion stock generation
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1400x0
dn_s25_q004Generate sample from 12 independent uniforms
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1300x0
dn_s25_q005Convergence rate of Monte Carlo
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1200x0
dn_s25_q006Variance reduction techniques
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1300x0
dn_s25_q007Correlated normal random variables
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1400x0
dn_s25_q008Convergence of Newton's method
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1300x0
dn_s25_q009Finite difference and trinomial trees
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1500x0
dn_s25_q010LU vs Cholesky
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1300x0
dn_s25_q011LU decomposition without pivoting
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1500x0
dn_s26_q001Exponential distribution
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1000x0
dn_s26_q002Sum of independent exponentials greater than X
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1400x0
dn_s26_q003Mean and variance of Poisson
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
900x0
dn_s26_q004Point uniformly in unit disk
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1300x0
dn_s26_q005Conditional probability X<Y given uniforms
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1700x0
dn_s26_q006Lognormal product
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1100x0
dn_s26_q007Normal CDF related to Phi
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1700x0
dn_s26_q008Law of large numbers
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1100x0
dn_s26_q009Central limit theorem
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1100x0
dn_s26_q010Martingale and option pricing
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1500x0
dn_s26_q011Why (dW)^2 = dt
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1500x0
dn_s26_q012Expectation of W*dW
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1400x0
dn_s26_q013Variance of W*dW
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1400x0
dn_s26_q014Ito integrals of W and W^2
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1500x0
dn_s26_q015Distribution of integral of t dW
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1700x0
dn_s26_q016Mean and variance of integral W^2 dW
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1700x0
dn_s26_q017Variance of stochastic integral with sqrt(t)
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1900x0
dn_s26_q018E[e^(cW_t)]
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1300x0
dn_s26_q019Variance of integral with deterministic integrand
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1400x0
dn_s26_q020X_t = integral W^2 ds martingale?
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1600x0
dn_s26_q021Ito process
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1300x0
dn_s26_q022Ito's lemma
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1400x0
dn_s26_q023X_t = W_t^3 - 3tW_t martingale check
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1700x0
dn_s26_q024N_t = W_t^2 - 2tW_t martingale?
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1700x0
dn_s26_q025Girsanov's theorem
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1700x0
dn_s26_q026Martingale representation theorem
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1900x0
dn_s26_q027Solve dX = (a + bX)dt + sdW
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1500x0
dn_s26_q028Solve two SDEs
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1800x0
dn_s26_q029Heston model
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
2000x0
dn_s26_q030Density of standard normal integrand
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1500x0
dn_s26_q0312D BM hitting line and inner/outer circle
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
2200x0
dn_s26_q032Density under change of measure
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
2100x0
dn_s27_q001Ants on triangle collision
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1700x0
dn_s27_q002Box of pancakes probability uphill
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1300x0
dn_s27_q003Heads vs tails - Alice/Bob coin flips
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1700x0
dn_s27_q004Restaurant coin flip biased
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1400x0
dn_s27_q005Coin toss expected tosses to get heads
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1000x0
dn_s27_q006Coin tosses expected sequence head tail
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1500x0
dn_s27_q007Biased coin biased with 25% prob heads
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1100x0
dn_s27_q008Fibonacci-like fair coin tossing
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1900x0
dn_s27_q009Highest floor egg drop with two eggs
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1700x0
dn_s27_q010Ant in corner of cube
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1400x0
dn_s27_q011Cube cut into 1000 cubes
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1300x0
dn_s27_q012Fox Mulder large circular field
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
2100x0
dn_s27_q013Two subway stations frequency
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1500x0
dn_s27_q014Cut off with no minute, hour clocks
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1700x0
dn_s27_q015Pick two distinct elements from set
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1500x0
dn_s27_q016Alice writes two distinct numbers
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1800x0
dn_s27_q017Number of digits 2^125 in base 10
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1700x0
dn_s27_q018Arrange numbers 1..2015 cycle equal sums
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1900x0
dn_s27_q019Mr and Mrs Jones inviting four couples
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1800x0
dn_s27_q020NYC and SF bridge tolls
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1900x0
dn_s27_q021Heavy yellow balls
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1700x0
dn_s27_q02210 coins find treasure with magic coins
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1500x0
dn_s27_q023Distinct numbers from cubes
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1600x0
dn_s27_q024Cube jump vertex Markov-chain
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1700x0
dn_s27_q025Number summary statistics from sample without writing them
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1800x0
dn_s27_q026
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1700x0
dn_s27_q027Random walk 1D until n
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1500x0
dn_s27_q028Stick break into two pieces
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1300x0
dn_s27_q029Stick break into three pieces (triangle?)
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1700x0
dn_s27_q030Manhole cover round
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1100x0
dn_s27_q031Clock hands first match 12 o'clock
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1300x0
dn_s27_q032Three light switches in room
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1500x0
dn_s27_q0332009 nine digit number missing digit
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1700x0
dn_s27_q034Alice and Bob stand at opposite ends
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1600x0
dn_s27_q03530 people in party
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1500x0
dn_s27_q036Sum of digits of 2019
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1100x0
dn_s27_q037Find 2019 consecutive positive integers that are not prime
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1600x0
dn_s27_q038100 coins 4 fake balance
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1700x0
dn_s27_q039Pair of 6-sided fair dice rolls
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1900x0
gb_ch02_q001Screwy pirates
Green Book · Ch 2 · Brain Teasers
1500x0
gb_ch02_q002Tiger and sheep
Green Book · Ch 2 · Brain Teasers
1300x0
gb_ch02_q003River crossing
Green Book · Ch 2 · Brain Teasers
1100x0
gb_ch02_q004Birthday problem (Cheryl-style)
Green Book · Ch 2 · Brain Teasers
1400x0
gb_ch02_q005Card game (dealer always wins)
Green Book · Ch 2 · Brain Teasers
1200x0
gb_ch02_q006Burning ropes
Green Book · Ch 2 · Brain Teasers
1000x0
gb_ch02_q007Defective ball
Green Book · Ch 2 · Brain Teasers
1700x0
gb_ch02_q008Trailing zeros
Green Book · Ch 2 · Brain Teasers
900x0
gb_ch02_q009Horse race
Green Book · Ch 2 · Brain Teasers
1500x0
gb_ch02_q010Infinite sequence
Green Book · Ch 2 · Brain Teasers
1000x0
gb_ch02_q011Box packing
Green Book · Ch 2 · Brain Teasers
1700x0
gb_ch02_q012Calendar cubes
Green Book · Ch 2 · Brain Teasers
1400x0
gb_ch02_q013Door to offer
Green Book · Ch 2 · Brain Teasers
1300x0
gb_ch02_q014Message delivery
Green Book · Ch 2 · Brain Teasers
1200x0
gb_ch02_q015Last ball
Green Book · Ch 2 · Brain Teasers
1100x0
gb_ch02_q016Light switches
Green Book · Ch 2 · Brain Teasers
1100x0
gb_ch02_q017Quant salary
Green Book · Ch 2 · Brain Teasers
1300x0
gb_ch02_q018Coin piles
Green Book · Ch 2 · Brain Teasers
1200x1
gb_ch02_q019Mislabeled bags
Green Book · Ch 2 · Brain Teasers
1100x0
gb_ch02_q020Wise men
Green Book · Ch 2 · Brain Teasers
1700x0
gb_ch02_q021Clock pieces
Green Book · Ch 2 · Brain Teasers
1400x0
gb_ch02_q022Missing integers
Green Book · Ch 2 · Brain Teasers
1300x0
gb_ch02_q023Counterfeit coins I
Green Book · Ch 2 · Brain Teasers
1300x0
gb_ch02_q024Glass balls
Green Book · Ch 2 · Brain Teasers
1500x0
gb_ch02_q025Matching socks
Green Book · Ch 2 · Brain Teasers
800x0
gb_ch02_q026Handshakes
Green Book · Ch 2 · Brain Teasers
1100x0
gb_ch02_q027Have we met before?
Green Book · Ch 2 · Brain Teasers
1500x0
gb_ch02_q028Ants on a square
Green Book · Ch 2 · Brain Teasers
1300x0
gb_ch02_q029Counterfeit coins II
Green Book · Ch 2 · Brain Teasers
1500x0
gb_ch02_q030Prisoner problem
Green Book · Ch 2 · Brain Teasers
1600x0
gb_ch02_q031Division by 9
Green Book · Ch 2 · Brain Teasers
900x0
gb_ch02_q032Chameleon colors
Green Book · Ch 2 · Brain Teasers
1600x0
gb_ch02_q033Coin split problem
Green Book · Ch 2 · Brain Teasers
1500x0
gb_ch02_q034Chocolate bar problem
Green Book · Ch 2 · Brain Teasers
1000x0
gb_ch02_q035Race track
Green Book · Ch 2 · Brain Teasers
1500x0
gb_ch02_q036Irrational number
Green Book · Ch 2 · Brain Teasers
900x0
gb_ch02_q037Rainbow hats
Green Book · Ch 2 · Brain Teasers
1800x0
gb_ch03_q001Basics of derivatives
Green Book · Ch 3 · Calculus and Linear Algebra
1300x0
gb_ch03_q002Maximum and minimum
Green Book · Ch 3 · Calculus and Linear Algebra
1400x0
gb_ch03_q003L'Hospital's rule
Green Book · Ch 3 · Calculus and Linear Algebra
1000x0
gb_ch03_q004Basics of integration (ln x)
Green Book · Ch 3 · Calculus and Linear Algebra
1000x0
gb_ch03_q005Basics of integration (sec x)
Green Book · Ch 3 · Calculus and Linear Algebra
1300x0
gb_ch03_q006Applications of integration (two cylinders)
Green Book · Ch 3 · Calculus and Linear Algebra
1500x0
gb_ch03_q007Snow plow problem
Green Book · Ch 3 · Calculus and Linear Algebra
1700x0
gb_ch03_q008Expected value using integration
Green Book · Ch 3 · Calculus and Linear Algebra
1400x0
gb_ch03_q009Gaussian integral
Green Book · Ch 3 · Calculus and Linear Algebra
1500x0
gb_ch03_q010Taylor series — i^i
Green Book · Ch 3 · Calculus and Linear Algebra
1200x0
gb_ch03_q011Bernoulli inequality via Taylor
Green Book · Ch 3 · Calculus and Linear Algebra
1300x0
gb_ch03_q012Newton's method — square root
Green Book · Ch 3 · Calculus and Linear Algebra
1100x0
gb_ch03_q013Alternative root-finding algorithms
Green Book · Ch 3 · Calculus and Linear Algebra
1200x0
gb_ch03_q014Lagrange multipliers — distance to plane
Green Book · Ch 3 · Calculus and Linear Algebra
1300x0
gb_ch03_q015Separable ODE (exponential)
Green Book · Ch 3 · Calculus and Linear Algebra
1100x0
gb_ch03_q016Separable ODE (substitution)
Green Book · Ch 3 · Calculus and Linear Algebra
1400x0
gb_ch03_q017First-order linear ODE
Green Book · Ch 3 · Calculus and Linear Algebra
1300x0
gb_ch03_q018Homogeneous linear ODE
Green Book · Ch 3 · Calculus and Linear Algebra
1400x0
gb_ch03_q019Nonhomogeneous linear ODEs
Green Book · Ch 3 · Calculus and Linear Algebra
1400x0
gb_ch03_q020Vectors — correlation bounds via geometry
Green Book · Ch 3 · Calculus and Linear Algebra
1500x0
gb_ch03_q021Linear least squares algorithm
Green Book · Ch 3 · Calculus and Linear Algebra
1500x0
gb_ch03_q022Eigenvalues and eigenvectors of a 2x2 matrix
Green Book · Ch 3 · Calculus and Linear Algebra
1100x0
gb_ch03_q023Correlation bounds via positive semidefiniteness
Green Book · Ch 3 · Calculus and Linear Algebra
1600x0
gb_ch03_q024Generate correlated normals via Cholesky
Green Book · Ch 3 · Calculus and Linear Algebra
1300x0
gb_ch04_q001Coin toss game
Green Book · Ch 4 · Probability Theory
1400x0
gb_ch04_q002Card game
Green Book · Ch 4 · Probability Theory
1400x0
gb_ch04_q003Drunk passenger
Green Book · Ch 4 · Probability Theory
1500x0
gb_ch04_q004N points on a circle
Green Book · Ch 4 · Probability Theory
1700x0
gb_ch04_q005Poker hands
Green Book · Ch 4 · Probability Theory
1200x0
gb_ch04_q006Hopping rabbit
Green Book · Ch 4 · Probability Theory
1100x0
gb_ch04_q007Screwy pirates 2
Green Book · Ch 4 · Probability Theory
1700x0
gb_ch04_q008Chess tournament
Green Book · Ch 4 · Probability Theory
1600x0
gb_ch04_q009Application letters
Green Book · Ch 4 · Probability Theory
1500x0
gb_ch04_q010Birthday problem
Green Book · Ch 4 · Probability Theory
1100x0
gb_ch04_q011100th digit
Green Book · Ch 4 · Probability Theory
1700x0
gb_ch04_q012Cubic of integer
Green Book · Ch 4 · Probability Theory
1500x0
gb_ch04_q013Boys and girls
Green Book · Ch 4 · Probability Theory
1400x0
gb_ch04_q014All-girl world?
Green Book · Ch 4 · Probability Theory
1300x0
gb_ch04_q015Unfair coin
Green Book · Ch 4 · Probability Theory
1300x0
gb_ch04_q016Fair probability from an unfair coin
Green Book · Ch 4 · Probability Theory
1300x0
gb_ch04_q017Dart game
Green Book · Ch 4 · Probability Theory
1500x0
gb_ch04_q018Birthday line
Green Book · Ch 4 · Probability Theory
1700x0
gb_ch04_q019Dice order
Green Book · Ch 4 · Probability Theory
1100x0
gb_ch04_q020Monty Hall problem
Green Book · Ch 4 · Probability Theory
1300x0
gb_ch04_q021Amoeba population
Green Book · Ch 4 · Probability Theory
1700x0
gb_ch04_q022Candies in a jar
Green Book · Ch 4 · Probability Theory
1700x0
gb_ch04_q023Coin toss game (HT sequence)
Green Book · Ch 4 · Probability Theory
1700x0
gb_ch04_q024Russian roulette series
Green Book · Ch 4 · Probability Theory
1900x0
gb_ch04_q025Aces
Green Book · Ch 4 · Probability Theory
1500x0
gb_ch04_q026Gambler's ruin problem
Green Book · Ch 4 · Probability Theory
1700x0
gb_ch04_q027Basketball scores
Green Book · Ch 4 · Probability Theory
1900x0
gb_ch04_q028Cars on road
Green Book · Ch 4 · Probability Theory
1100x0
gb_ch04_q029Meeting probability
Green Book · Ch 4 · Probability Theory
1300x0
gb_ch04_q030Probability of triangle
Green Book · Ch 4 · Probability Theory
1500x0
gb_ch04_q031Property of Poisson process
Green Book · Ch 4 · Probability Theory
1700x0
gb_ch04_q032Moments of normal distribution
Green Book · Ch 4 · Probability Theory
1300x0
gb_ch04_q033Connecting noodles
Green Book · Ch 4 · Probability Theory
1900x0
gb_ch04_q034Optimal hedge ratio
Green Book · Ch 4 · Probability Theory
1300x0
gb_ch04_q035Dice game
Green Book · Ch 4 · Probability Theory
1300x0
gb_ch04_q036Card game (aces position)
Green Book · Ch 4 · Probability Theory
1500x1
gb_ch04_q037Sum of random variables
Green Book · Ch 4 · Probability Theory
1900x0
gb_ch04_q038Coupon collection
Green Book · Ch 4 · Probability Theory
1600x0
gb_ch04_q039Joint default probability
Green Book · Ch 4 · Probability Theory
1600x0
gb_ch04_q040Expected value of max and min
Green Book · Ch 4 · Probability Theory
1400x0
gb_ch04_q041Correlation of max and min
Green Book · Ch 4 · Probability Theory
1700x0
gb_ch04_q042Random ants
Green Book · Ch 4 · Probability Theory
1800x0
gb_ch05_q001Gambler's ruin problem (biased)
Green Book · Ch 5 · Stochastic Process and Stochastic Calculus
1400x0
gb_ch05_q002Dice question (sum 12 vs two 7s)
Green Book · Ch 5 · Stochastic Process and Stochastic Calculus
1700x0
gb_ch05_q003Coin triplets — expected hitting times
Green Book · Ch 5 · Stochastic Process and Stochastic Calculus
1700x0
gb_ch05_q004Coin triplets — HHH before THH
Green Book · Ch 5 · Stochastic Process and Stochastic Calculus
1600x0
gb_ch05_q005Coin triplets — Penney's ante (choose your sequence)
Green Book · Ch 5 · Stochastic Process and Stochastic Calculus
2000x0
gb_ch05_q006Color balls
Green Book · Ch 5 · Stochastic Process and Stochastic Calculus
2100x0
gb_ch05_q007Drunk man
Green Book · Ch 5 · Stochastic Process and Stochastic Calculus
1700x0
gb_ch05_q008Dice game (via Wald's equality)
Green Book · Ch 5 · Stochastic Process and Stochastic Calculus
1300x0
gb_ch05_q009Ticket line (ballot problem)
Green Book · Ch 5 · Stochastic Process and Stochastic Calculus
1900x0
gb_ch05_q010Coin sequence — expected tosses for n heads
Green Book · Ch 5 · Stochastic Process and Stochastic Calculus
1700x0
gb_ch05_q011Dice game (3 rolls, dynamic programming)
Green Book · Ch 5 · Stochastic Process and Stochastic Calculus
1500x0
gb_ch05_q012World series (binomial-tree betting)
Green Book · Ch 5 · Stochastic Process and Stochastic Calculus
1800x0
gb_ch05_q013Dynamic dice game
Green Book · Ch 5 · Stochastic Process and Stochastic Calculus
1800x0
gb_ch05_q014Dynamic card game
Green Book · Ch 5 · Stochastic Process and Stochastic Calculus
1900x0
gb_ch05_q015Brownian motion definition and properties
Green Book · Ch 5 · Stochastic Process and Stochastic Calculus
1100x0
gb_ch05_q016Correlation of Brownian motion and its square
Green Book · Ch 5 · Stochastic Process and Stochastic Calculus
1300x0
gb_ch05_q017P(B_1 > 0 and B_2 < 0)
Green Book · Ch 5 · Stochastic Process and Stochastic Calculus
1900x0
gb_ch05_q018Stopping time — BM hits ±1
Green Book · Ch 5 · Stochastic Process and Stochastic Calculus
1500x0
gb_ch05_q019First passage time
Green Book · Ch 5 · Stochastic Process and Stochastic Calculus
1900x0
gb_ch05_q020BM hits 3 before -5 (with/without drift)
Green Book · Ch 5 · Stochastic Process and Stochastic Calculus
1800x0
gb_ch05_q021Generalized Wiener process reaches -1
Green Book · Ch 5 · Stochastic Process and Stochastic Calculus
1800x0
gb_ch05_q022Is sqrt(t) * B_t a martingale?
Green Book · Ch 5 · Stochastic Process and Stochastic Calculus
1600x0
gb_ch05_q023Is W(t)^3 a martingale?
Green Book · Ch 5 · Stochastic Process and Stochastic Calculus
1500x0
gb_ch06_q001Price direction of options
Green Book · Ch 6 · Finance
1000x0
gb_ch06_q002Put-call parity (European)
Green Book · Ch 6 · Finance
1200x0
gb_ch06_q003American vs European calls
Green Book · Ch 6 · Finance
1500x0
gb_ch06_q004Put arbitrage (strikes 80 and 90)
Green Book · Ch 6 · Finance
1700x0
gb_ch06_q005Black-Scholes-Merton differential equation
Green Book · Ch 6 · Finance
1700x0
gb_ch06_q006Assumptions behind Black-Scholes
Green Book · Ch 6 · Finance
800x0
gb_ch06_q007Derive Black-Scholes via risk-neutral expectation
Green Book · Ch 6 · Finance
1900x0
gb_ch06_q008Derive Black-Scholes by solving the PDE
Green Book · Ch 6 · Finance
2200x0
gb_ch06_q009Cash-or-nothing call at stock-price barrier
Green Book · Ch 6 · Finance
1900x0
gb_ch06_q010Value of 1/S at maturity
Green Book · Ch 6 · Finance
1900x0
gb_ch06_q011Delta of European call (non-dividend stock)
Green Book · Ch 6 · Finance
1500x0
gb_ch06_q012Delta of at-the-money call
Green Book · Ch 6 · Finance
1300x0
gb_ch06_q013Dynamic delta hedging
Green Book · Ch 6 · Finance
1300x0
gb_ch06_q014Estimate ATM call value (Brenner-Subrahmanyam)
Green Book · Ch 6 · Finance
1400x0
gb_ch06_q015Gamma of an at-the-money option near maturity
Green Book · Ch 6 · Finance
1400x0
gb_ch06_q016When does a European option have positive theta?
Green Book · Ch 6 · Finance
1500x0
gb_ch06_q017Delta-hedged call: gamma vs theta
Green Book · Ch 6 · Finance
1500x0
gb_ch06_q018Implied volatility and volatility smile
Green Book · Ch 6 · Finance
1200x0
gb_ch06_q019Constant vs random volatility — which call is more expensive?
Green Book · Ch 6 · Finance
1700x0
gb_ch06_q020Risk-neutral density from option prices
Green Book · Ch 6 · Finance
1800x0
gb_ch06_q021Bull call spread — price boundaries
Green Book · Ch 6 · Finance
1300x0
gb_ch06_q022Straddle
Green Book · Ch 6 · Finance
1100x0
gb_ch06_q023Binary (cash-or-nothing) option pricing
Green Book · Ch 6 · Finance
1700x0
gb_ch06_q024Exchange option (Margrabe formula)
Green Book · Ch 6 · Finance
2100x0
gb_ch06_q025Portfolio optimization (two stocks)
Green Book · Ch 6 · Finance
1400x0
gb_ch06_q026Value at risk (VaR)
Green Book · Ch 6 · Finance
1300x0
gb_ch06_q027Duration and convexity
Green Book · Ch 6 · Finance
1200x0
gb_ch06_q028Inverse floater pricing
Green Book · Ch 6 · Finance
1800x0
gb_ch06_q029Forward vs futures contracts
Green Book · Ch 6 · Finance
1300x0
gb_ch06_q030Interest rate models
Green Book · Ch 6 · Finance
1300x0
gb_ch07_q001Number swap (without temp variable)
Green Book · Ch 7 · Algorithms and Numerical Methods
1000x0
gb_ch07_q002Unique elements in a sorted array
Green Book · Ch 7 · Algorithms and Numerical Methods
800x0
gb_ch07_q003Horner's algorithm
Green Book · Ch 7 · Algorithms and Numerical Methods
1100x0
gb_ch07_q004Moving average
Green Book · Ch 7 · Algorithms and Numerical Methods
1000x0
gb_ch07_q005Sorting algorithms (3 with complexity)
Green Book · Ch 7 · Algorithms and Numerical Methods
1200x0
gb_ch07_q006Random permutation — shuffle 52 cards
Green Book · Ch 7 · Algorithms and Numerical Methods
1300x0
gb_ch07_q007Random permutation — sequential character pick
Green Book · Ch 7 · Algorithms and Numerical Methods
1400x0
gb_ch07_q008Find min and max in 3n/2 comparisons
Green Book · Ch 7 · Algorithms and Numerical Methods
1400x0
gb_ch07_q009First nonzero element in array
Green Book · Ch 7 · Algorithms and Numerical Methods
1300x0
gb_ch07_q010Search in sorted matrix
Green Book · Ch 7 · Algorithms and Numerical Methods
1400x0
gb_ch07_q011Fibonacci numbers — efficient computation
Green Book · Ch 7 · Algorithms and Numerical Methods
1500x0
gb_ch07_q012Maximum contiguous subarray (Kadane's algorithm)
Green Book · Ch 7 · Algorithms and Numerical Methods
1400x0
gb_ch07_q013Power of 2
Green Book · Ch 7 · Algorithms and Numerical Methods
1100x0
gb_ch07_q014Multiplication by 7
Green Book · Ch 7 · Algorithms and Numerical Methods
900x0
gb_ch07_q015Probability simulation with a fair coin
Green Book · Ch 7 · Algorithms and Numerical Methods
1700x0
gb_ch07_q016Poisonous wine
Green Book · Ch 7 · Algorithms and Numerical Methods
1500x0
gb_ch07_q017Monte Carlo for European call
Green Book · Ch 7 · Algorithms and Numerical Methods
1300x0
gb_ch07_q018Generate normal random variables from uniform
Green Book · Ch 7 · Algorithms and Numerical Methods
1400x0
gb_ch07_q019Variance reduction techniques
Green Book · Ch 7 · Algorithms and Numerical Methods
1400x0
gb_ch07_q020Monte Carlo for delta and gamma
Green Book · Ch 7 · Algorithms and Numerical Methods
1400x0
gb_ch07_q021Monte Carlo estimate of pi
Green Book · Ch 7 · Algorithms and Numerical Methods
1100x0
gb_ch07_q022Finite difference methods
Green Book · Ch 7 · Algorithms and Numerical Methods
1500x0
gb_ch07_q023Stability of explicit finite difference
Green Book · Ch 7 · Algorithms and Numerical Methods
1500x0
pr_ch00_q001Odd function properties
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 0 · Mathematical preliminaries
900x0
pr_ch00_q002Sum of k^2 and k^3
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 0 · Mathematical preliminaries
1500x0
pr_ch00_q003Compute S(n, 4)
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 0 · Mathematical preliminaries
1500x0
pr_ch00_q004Linear recursion x_{n+2} = x_{n+1} + (n+1)^2
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 0 · Mathematical preliminaries
1700x0
pr_ch00_q005Linear recursion with constant term
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 0 · Mathematical preliminaries
1400x0
pr_ch00_q006Linear recursion x_{n+1} = 3x_n + 2
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 0 · Mathematical preliminaries
1500x0
pr_ch00_q007Linear recursion x_{n+1} = 3x_n + n + 2
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 0 · Mathematical preliminaries
1700x0
pr_ch00_q008Characteristic polynomial multiplicity
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 0 · Mathematical preliminaries
1700x0
pr_ch01_q001Compute integral of ln x
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options
1000x0
pr_ch01_q002Compute integral with u=ln x substitution
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options
1000x0
pr_ch01_q003Integrate (tan x)^2
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options
1100x0
pr_ch01_q004Taylor approximations of sqrt(1+x) and e^x
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options
1400x0
pr_ch01_q005Definition of e
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options
1300x0
pr_ch01_q006Function g(x) related to plain vanilla call delta
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options
1500x0
pr_ch01_q007Limit definition of derivative
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options
1300x0
pr_ch01_q008Bond cash flows price
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options
1100x0
pr_ch01_q009Multivariable function gradient and Hessian
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options
1400x0
pr_ch01_q010Heat equation solution u(x,t)
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options
1500x0
pr_ch01_q011Arbitrage with calls and puts at three strikes
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options
1300x0
pr_ch01_q012Bear spread payoff
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options
1100x0
pr_ch01_q013Which two portfolios with same payoff
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options
1500x0
pr_ch01_q014Call options strikes 100, 120, 130 — bid-ask?
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options
1700x0
pr_ch01_q015Call options on stock with dividends paid
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options
1700x0
pr_ch01_q016Bid-ask spreads on European call option
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options
1600x0
pr_ch01_q017
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options
1600x0
pr_ch01_q018Index futures arbitrage 8% dividend
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options
1600x0
pr_ch02_q001Integral of (x^2 - 2y) on parabola region
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds
1400x0
pr_ch02_q002Gamma function recursion
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds
1500x0
pr_ch02_q003Numerical integration of sqrt(x) e^x
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds
1300x0
pr_ch02_q004
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds
1500x0
pr_ch02_q005Derivative for plain vanilla call delta
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds
1400x0
pr_ch02_q006Risk-neutral pricing function
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds
1500x0
pr_ch02_q007Bond pricing with constant rate
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds
1300x0
pr_ch02_q008Yield of 2-year semiannual coupon bond
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds
1500x0
pr_ch02_q009Zero rate curve r(t) = 0.05 + 0.005 ln(1+t)
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds
1500x0
pr_ch02_q010Semiannual bond price, duration, convexity
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds
1400x0
pr_ch02_q011Yield of 14-month coupon bond
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds
1400x0
pr_ch02_q012Bond price under flat rate curve
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds
1500x0
pr_ch02_q013Bond duration meaningful
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds
1600x0
pr_ch02_q014Bond price change for two-year zero
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds
1300x0
pr_ch02_q0155-year bond duration 3.5 years
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds
1200x0
pr_ch02_q016Duration convexity identity
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds
1700x0
pr_ch03_q001Two dice roll for game advantage
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging
1400x0
pr_ch03_q002Two coins, two heads with probability p and 1-p
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging
1100x0
pr_ch03_q003Stock model up/down/middle over three periods
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging
1300x0
pr_ch03_q004Exponential density parametrization
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging
1100x0
pr_ch03_q005Cauchy-Schwarz inequality
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging
1500x0
pr_ch03_q006BS for put and call portfolios
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging
1400x0
pr_ch03_q007European put zero value implication
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging
1300x0
pr_ch03_q008Put delta from call delta
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging
1500x0
pr_ch03_q009Volga and Vanna
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging
1700x0
pr_ch03_q010ATM call put dividends q vs r
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging
1400x0
pr_ch03_q011Theta of vanilla call on non-dividend asset
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging
1700x0
pr_ch03_q012Vanilla call convex in K
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging
1500x0
pr_ch03_q013Gamma of ATM calls with different maturities
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging
1400x0
pr_ch03_q014Volga and vega of plain vanilla call
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging
1500x0
pr_ch03_q015Bounds on call and put no-arbitrage
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging
1500x0
pr_ch03_q016Delta-neutral and Gamma-neutral with 5000 Delta
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging
1500x0
pr_ch03_q017Buy 1000 calls strike 90 hedging delta
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging
1300x0
pr_ch03_q018Hedging six-month ATM calls
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging
1500x0
pr_ch04_q001Sum of normal random variables
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 4 · Lognormal random variables. Risk-neutral pricing
1100x0
pr_ch04_q002Sample average normal mean and var
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 4 · Lognormal random variables. Risk-neutral pricing
1200x0
pr_ch04_q003Binomial expected value over interval
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 4 · Lognormal random variables. Risk-neutral pricing
1100x0
pr_ch04_q004Lognormal expected value formula
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 4 · Lognormal random variables. Risk-neutral pricing
1400x0
pr_ch04_q005Calibrate binomial to lognormal
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 4 · Lognormal random variables. Risk-neutral pricing
1700x0
pr_ch04_q006Show two series convergence/divergence
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 4 · Lognormal random variables. Risk-neutral pricing
1300x0
pr_ch04_q007Radius of convergence sum x^n / (k (ln k)^2)
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 4 · Lognormal random variables. Risk-neutral pricing
1600x0
pr_ch04_q008OTM put 6-month lognormal
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 4 · Lognormal random variables. Risk-neutral pricing
1500x0
pr_ch04_q009Delta of ATM call no dividends
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 4 · Lognormal random variables. Risk-neutral pricing
1600x0
pr_ch04_q010Powerball expected payoff
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 4 · Lognormal random variables. Risk-neutral pricing
1900x0
pr_ch04_q011Asset following normal process
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 4 · Lognormal random variables. Risk-neutral pricing
1800x0
pr_ch05_q001Cubic Taylor approximation of sqrt(1+x)
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 5 · Taylor's formula. Taylor series
1000x0
pr_ch05_q002Taylor series of e^x
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 5 · Taylor's formula. Taylor series
1100x0
pr_ch05_q003Taylor series of ln(1-x^2) and 1/(1-x^2)
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 5 · Taylor's formula. Taylor series
1100x0
pr_ch05_q004Taylor expansion of ln(1+x) and remainder bound
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 5 · Taylor's formula. Taylor series
1700x0
pr_ch05_q005Cox-Ross-Rubinstein with Taylor expansion
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 5 · Taylor's formula. Taylor series
1700x0
pr_ch05_q006Approximate ATM put error vs Black-Scholes
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 5 · Taylor's formula. Taylor series
1500x0
pr_ch05_q007Put-call approximation under r-q
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 5 · Taylor's formula. Taylor series
1700x0
pr_ch05_q008Vanilla put with 30% vol, ATM
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 5 · Taylor's formula. Taylor series
1300x0
pr_ch05_q0095-year bond price change
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 5 · Taylor's formula. Taylor series
1500x0
pr_ch06_q001Butterfly spread payoff and limit
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE
1600x0
pr_ch06_q002Long call short call same strike approximate Delta
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE
1500x0
pr_ch06_q003Forward difference approximation of f'(a)
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE
1500x0
pr_ch06_q004Central finite difference of f at a third derivative
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE
1700x0
pr_ch06_q005Non-symmetric central FD with order analysis
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE
1600x0
pr_ch06_q006Forward Euler ODE convergence
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE
1500x0
pr_ch06_q007Second order ODE finite difference
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE
1500x0
pr_ch06_q008ODE with f(x, Y(x))
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE
1300x0
pr_ch06_q009Greeks of 6-month call from finite differences
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE
1600x0
pr_ch06_q010Plain vanilla call satisfies BS PDE
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE
1700x0
pr_ch06_q011Forward contract value f(S, t) satisfies BS PDE
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE
1500x0
pr_ch07_q001Gamma of plain vanilla call as function of S
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 7 · Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options
1600x0
pr_ch07_q002Double integral over triangular region
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 7 · Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options
1500x0
pr_ch07_q003Polar coordinates for area of circle
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 7 · Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options
1100x0
pr_ch07_q004Heat equation transformation of BS PDE
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 7 · Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options
1900x0
pr_ch07_q005Show boundary condition satisfied
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 7 · Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options
1700x0
pr_ch07_q006Asian option PDE change of variables
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 7 · Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options
2000x0
pr_ch07_q007OTM puts price compare to American
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 7 · Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options
1500x0
pr_ch07_q008Hedge european call w/ replicating portfolio
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 7 · Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options
1600x0
pr_ch07_q009Down-and-out call no dividend
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 7 · Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options
1700x0
pr_ch07_q010Down-and-out worth zero in limit
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 7 · Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options
1700x0
pr_ch07_q011Delta and Gamma of down-and-out call
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 7 · Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options
1700x0
pr_ch08_q001Lagrange extrema of f(x1, x2, x3) = 4x1 - 2x2
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 8 · Lagrange multipliers. Newton's method. Implied volatility. Bootstrapping
1600x0
pr_ch08_q002Mean-variance optimal portfolio
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 8 · Lagrange multipliers. Newton's method. Implied volatility. Bootstrapping
1800x0
pr_ch08_q003Newton's method bond YTM with 100 1/12 freq
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 8 · Lagrange multipliers. Newton's method. Implied volatility. Bootstrapping
1600x0
pr_ch08_q004Implied volatility iteration
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 8 · Lagrange multipliers. Newton's method. Implied volatility. Bootstrapping
1900x0
pr_ch08_q005Three-month ATM call dividends 2%
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 8 · Lagrange multipliers. Newton's method. Implied volatility. Bootstrapping
1700x0
pr_ch08_q006Newton's method 2D F(x,y) = 0
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 8 · Lagrange multipliers. Newton's method. Implied volatility. Bootstrapping
2000x0
pr_ch08_q007Bootstrap zero rate curve from T-bills and bonds
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 8 · Lagrange multipliers. Newton's method. Implied volatility. Bootstrapping
1800x0
pr_ch08_q008Bootstrap yield curve from semi-annual coupon
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 8 · Lagrange multipliers. Newton's method. Implied volatility. Bootstrapping
1900x0
qip_q001Roll two dice — higher number probability
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1100x0
qip_q002Bivariate normal expectation
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1700x0
qip_q003Bunch of vectors in R
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
900x0
qip_q004Python negative indexing mylist[-1]
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
800x0
qip_q005C++ virtual functions
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1100x0
qip_q006E(X^4) for X ~ Normal(0, sigma^2)
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1400x0
qip_q007Find missing number in unsorted array
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1500x0
qip_q008Sample mean and variance distribution
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1700x0
qip_q009Derivative of inverse function
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1300x0
qip_q010100 coin gamble — 60+ heads
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1500x0
qip_q011Zero correlation but not independent
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1500x0
qip_q012Two urns, 5 red 5 blue — maximize winning probability
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1500x0
qip_q013Three judges majority correct
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1400x0
qip_q014Linear regression assumptions and tests
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1400x0
qip_q015Disease test Bayes
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1300x0
qip_q016Derivative of x^x
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1100x0
qip_q017Compare e^pi vs pi^e
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1400x0
qip_q018AR(1) mean and variance
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1500x0
qip_q019Z = X*Y where Y is +/-1
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1400x0
qip_q020Cov(X,Y) = 0 implies independence?
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1300x0
qip_q021Triangle from stick breaks
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1500x0
qip_q022Check anagrams with/without sorting
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1100x0
qip_q023nCr without standard library
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1200x0
qip_q024Romeo and Juliet meeting probability
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1500x0
qip_q025Find Beckham via 'knows' function (adjacency matrix)
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1700x0
qip_q026Unique integer except one in array
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1300x0
qip_q027n bandits — favorite sorting algorithm
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1300x0
qip_q028Significance tests in logistic vs linear
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1500x0
qip_q029Two wood pieces — minimize variance with 2 measurements
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1800x0
qip_q030Two red socks probability 1/2
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1500x0
qip_q031Linear regression assumptions and multicollinearity
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1400x0
qip_q032Non-linear models
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1100x0
qip_q033SQL: average department salary and second-highest salary
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1300x0
qip_q034SQL: customers who changed details
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1300x0
qip_q035Linear vs logistic regression assumptions & significance tests
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1500x0
qip_q036R data structures, merging data frames, lapply vs for loop
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1100x0
qip_q037Specific team problem — model recommendation
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1300x0
qip_q038Random walk hit l before 0
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1500x0
qip_q039First to say 50 game
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1500x0
qip_q040Two cards from 52-20 deck both aces
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1700x0
qip_q041Bag of coins, one double-headed
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1600x0
qip_q042Air Force One (boarding)
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 2 · Old friends
1700x0
qip_q043Stick-breaking — triangle probability (deeper)
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 2 · Old friends
1500x0
qip_q044Linear regression derivation
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 3 · Regression theory
1500x0
qip_q045Simple linear regression — derive beta_hat
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 3 · Regression theory
1300x0
qip_q046Logistic regression — log-likelihood and MLE
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 3 · Regression theory
1700x0
rb_ch01_q001Two glass jugs (water and alcohol)
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1000x0
rb_ch01_q002Two bells ringing together
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1100x0
rb_ch01_q003Sum of integers 1 to 100
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
900x0
rb_ch01_q004Old style analogue clock falls off wall
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1100x0
rb_ch01_q005Twelve marbles, one different
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1300x0
rb_ch01_q006Inscribed circle in square in corner
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1400x0
rb_ch01_q007Bug in cubic room
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1200x0
rb_ch01_q008Married couples no children probability
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1100x0
rb_ch01_q00910x10x10 macro-cube micro-cubes
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1300x0
rb_ch01_q010Apples by truck or by railway
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1500x0
rb_ch01_q011Hour and minute hand angle
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1600x0
rb_ch01_q012First time after 3 PM when hour and minute hands meet
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1700x0
rb_ch01_q013100 light bulbs and 100 stockbrokers
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1500x0
rb_ch01_q014100 light bulbs continued
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1700x0
rb_ch01_q015Sock drawer pairs
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1400x0
rb_ch01_q016Competitive number-calling game
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1500x0
rb_ch01_q017Safe combination 40 brute force
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1400x0
rb_ch01_q01890 coins one unusual minimum weighings
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1800x0
rb_ch01_q019Bounded entire complex function
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1300x0
rb_ch01_q02010000 ants on ruler
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1600x0
rb_ch01_q021Lily pad doubling 30 days
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1500x0
rb_ch01_q02227 lily pads in 6000 sq ft pond
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1600x0
rb_ch01_q023Decimal equivalents of 13/16 and 9/16
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1700x0
rb_ch01_q024Snail climbs 10-foot pole
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1800x0
rb_ch01_q025Three identical light fixtures three switches
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1600x0
rb_ch01_q026Five hats three blue two red
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1500x0
rb_ch01_q027Smallest positive integer with remainder pattern
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1400x0
rb_ch01_q028Motorcyclists fly between them
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1500x0
rb_ch01_q029Prove Heron's formula
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1300x0
rb_ch01_q030Nine integers ABCDEFGHI constraint
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1400x0
rb_ch01_q031Hotel rooms key drunk guests
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1600x0
rb_ch01_q032Boat rock pool water level
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1400x0
rb_ch01_q033Unfaithful husbands village
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1700x0
rb_ch01_q034Three poles 64 rings
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1800x0
rb_ch01_q035Solve ODE u''+u'+u=1
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1500x0
rb_ch01_q036Minimize variance aX+bY
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1600x0
rb_ch01_q037Lighthouse beam speed
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1500x0
rb_ch01_q03820x20 chessboard cube pattern
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1700x0
rb_ch01_q039Running away from dog in field
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1400x0
rb_ch01_q040Prove integral of e^{-x^2}
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1500x0
rb_ch01_q041Integral of sec theta
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1300x0
rb_ch01_q042Infinite sum convergence
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1500x0
rb_ch01_q043Three children product 36
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1600x0
rb_ch01_q044Eight golf balls
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1700x0
rb_ch01_q045Sum k and k^3 from 1 to n
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1700x0
rb_ch01_q04652 cards red one dollar each
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1800x0
rb_ch01_q047Quarter table covering game
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1500x0
rb_ch01_q048Chessboard dominoes corners removed
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1700x0
rb_ch01_q049p prime > 3 then p^2-1 divisible by 24
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1400x0
rb_ch01_q050Maximize firm value uniform
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1700x0
rb_ch01_q051String-like fuse 30 seconds with watch
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1600x0
rb_ch01_q052Two string-like fuses 45 seconds
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1500x0
rb_ch01_q053Walk one mile south east north end up at start
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1300x0
rb_ch01_q054Trailing zeros 100!
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1400x0
rb_ch01_q05510 regions tax cheat scale
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1500x0
rb_ch01_q056Seven gold bars two cuts
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1700x0
rb_ch01_q05799 distinct integers missing one
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1500x0
rb_ch01_q058Mirror flip horizontal not vertical
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1600x0
rb_ch01_q059Heterosexual intercourse without condoms
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1500x0
rb_ch01_q060Lattice paths coordinate
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1400x0
rb_ch01_q061Six friends pizza bill split
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1300x0
rb_ch01_q062Pizza two small versus one medium
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1600x0
rb_ch01_q063Find all roots x^5 = 64
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1400x0
rb_ch01_q064Rock falls Empire State Building
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1500x0
rb_ch01_q065Integral involving N(x) cumulative normal
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1400x0
rb_ch01_q066Limit sqrt(x^2+x)-x
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1600x0
rb_ch01_q067Differentiate x^x with respect to x
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1600x0
rb_ch01_q068Two consecutive prime numbers mean prime
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1800x0
rb_ch02_q001Black-Scholes ATM call worth and hedge
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
1500x0
rb_ch02_q002Two options same features one short one long maturity
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
1600x0
rb_ch02_q003European call and put at zero interest rate
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
1400x0
rb_ch02_q004Delta graph for European call
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
1700x0
rb_ch02_q005ATM call delta greater than 0.5
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
1500x0
rb_ch02_q006ATM call delta with dividends
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
1700x0
rb_ch02_q007MITCO long call delta-hedged CEO arrested
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
1800x0
rb_ch02_q008How to calculate option's delta
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
1600x0
rb_ch02_q009Explain N(d_1) and N(d_2)
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
1700x0
rb_ch02_q010European digital option above strike pays H
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
1500x0
rb_ch02_q011European digital pays H below strike
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
1700x0
rb_ch02_q012Delta of standard call vs down-and-out call
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
1800x0
rb_ch02_q013Daily vs monthly volatility estimators
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
1900x0
rb_ch02_q014American call non-dividend-paying intrinsic vs time value
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
1900x0
rb_ch02_q015Delta-hedged short call replicating portfolio falling
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
2000x0
rb_ch02_q016Jump diffusion processes
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
1700x0
rb_ch02_q017Three graphs call price stock price three perspectives
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
1800x0
rb_ch02_q018Black-Scholes formula four-year option from one-year
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
1900x0
rb_ch02_q019(***) Black-Scholes with arithmetic Brownian motion
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
2000x0
rb_ch02_q020Black-Scholes 3-month ATM call IV mental calc
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
2100x0
rb_ch02_q021100-day call quote 200-day call price
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
1800x0
rb_ch02_q022
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
1900x0
rb_ch02_q023100-day call IV increases by 25 - effect on one-day IV
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
1700x0
rb_ch02_q024
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
1900x0
rb_ch02_q025Eurodollar futures vs forward six months
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
1800x0
rb_ch02_q026MC simulation GBM directly or underlying
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
2000x0
rb_ch02_q027MBS positive vs negative convexity
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
1900x0
rb_ch02_q028Short call hedge strategy
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
2000x0
rb_ch02_q029Integral of w(t) dt Brownian
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
1900x0
rb_ch02_q030Integral of w(t) dw(t) Brownian
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
2000x0
rb_ch02_q031
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
1900x0
rb_ch02_q032Power call max(S^a - X, 0)
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
2000x0
rb_ch02_q033Why volatility smile effect
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
2100x0
rb_ch02_q034Double-barrier knock-out vs sum of up-and-out and down-and-out
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
2100x0
rb_ch02_q035Analytical procedure for digital options
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
2200x0
rb_ch02_q036American out call with up and down barriers
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
2000x0
rb_ch02_q037Gold prices Gaussian digital cash-or-nothing
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
1800x0
rb_ch02_q038(**) Perpetual option value
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
1900x0
rb_ch02_q039Reverse engineering interest rate swap
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
2000x0
rb_ch02_q040ATM how many shares of stock
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
1900x0
rb_ch02_q041Price of option vs mean reversion vs random walk
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
1800x0
rb_ch02_q042Hedging an options position taking more risk
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
1700x0
rb_ch02_q043Written put on stock without short stock or options
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
1900x0
rb_ch02_q044Pizza derivatives lateral
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
1700x0
rb_ch02_q045When short put option IBM
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
1800x0
rb_ch02_q046Land in Arizona vs piece of beach in Florida
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
1700x0
rb_ch02_q04730 days historical sigma^2 for Black-Scholes
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
1800x0
rb_ch02_q048Top issuer swap curve
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
1900x0
rb_ch02_q049Derive Black-Scholes without math
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
2000x0
rb_ch02_q050Implied SD vs historical SD
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
1900x0
rb_ch02_q051Out-of-the-money call vs put more valuable
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
1800x0
rb_ch02_q052Theta and gamma opposite signs
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
2000x0
rb_ch02_q053Riskless rate zero stock one year either 130 or 70 call value
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
1900x0
rb_ch02_q054(**) Product call max(S1 S2 - X, 0)
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
2000x0
rb_ch02_q055Asian options cheaper or more expensive
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
1800x0
rb_ch02_q056American vanilla call as European put
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
2000x0
rb_ch02_q057Nodes in recombining vs non-recombining binomial tree
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
2100x0
rb_ch02_q058Long foreign stock rising no insider
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
2000x0
rb_ch02_q059(**) Call priced at c today expected price tomorrow
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
2200x0
rb_ch02_q060(**) Question 2.59 negative theta reconciliation
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
2100x0
rb_ch03_q001St. Petersburg game
Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions
1400x0
rb_ch03_q002Continuously compounded annual variance
Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions
1500x0
rb_ch03_q003Five-year spot 10%, ten-year spot 15% implied forward
Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions
1500x0
rb_ch03_q004Yield on a bond vs rate of return on a bond
Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions
1300x0
rb_ch03_q005Chaos theory predict stock returns
Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions
1600x0
rb_ch03_q006Bond price vs yield curve convex
Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions
1400x0
rb_ch03_q007Plot of E(r) vs beta CAPM violations
Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions
1700x0
rb_ch03_q008Term-structure 7.60% 7.15% implied forward
Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions
1600x0
rb_ch03_q009Six-month forward on 10-year discount bond
Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions
1500x0
rb_ch03_q010Yield curve steepens strategy bond
Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions
1700x0
rb_ch03_q011Define duration convexity properties uses
Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions
1800x0
rb_ch03_q012GARCH(1,1) model qualitative
Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions
1700x0
rb_ch03_q013Limit exposure 30-year long bond
Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions
1600x0
rb_ch03_q014Mexican Brady bond yield change
Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions
1700x0
rb_ch03_q015Yield curve corporate vs treasuries strategy
Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions
1800x0
rb_ch03_q016Five-year rate 10% ten-year rate 15% forward
Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions
1700x0
rb_ch03_q017
Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions
1600x0
rb_ch03_q01820 traders 100 stocks SEC announcement
Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions
1700x0
rb_ch03_q019Two stocks same expected return 20%/30%, corr 50%
Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions
1900x0
rb_ch03_q020Same stocks 10%/40% corr 50%
Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions
1800x0
rb_ch04_q001Two random numbers product greater than 1/2
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1300x0
rb_ch04_q002
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1100x0
rb_ch04_q003Four coins more heads than I
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1400x0
rb_ch04_q004Single die three times stopping rule
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
900x0
rb_ch04_q005Correlation X+5 with Y and 5X with Y
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1100x0
rb_ch04_q006(**) Exchange paradox envelopes
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1500x0
rb_ch04_q007
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1500x0
rb_ch04_q008Three children one apple fair coin
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1600x0
rb_ch04_q009Expected tosses Q4.8
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1300x0
rb_ch04_q010Fair coin probability 1/3
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1500x0
rb_ch04_q011Roll die until number repeats expected payoff
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1200x0
rb_ch04_q012Five cards five Kings
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1400x0
rb_ch04_q013(**) Let's Make a Deal Monty Hall first version
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1000x0
rb_ch04_q014(**) Monty Hall random audience member
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1100x0
rb_ch04_q015Two jars 100 marbles blindfolded
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1200x0
rb_ch04_q016(***) Mr 30 Mr 60 Mr 90 duel survival
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1200x0
rb_ch04_q017Basketball down two points six seconds three-point shot
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1300x0
rb_ch04_q018
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1300x0
rb_ch04_q019Parlay card 10-to-1 odds five matches
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1100x0
rb_ch04_q020Standard deviation of (1,2,3,4,5)
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1000x0
rb_ch04_q021Russian roulette revolver six chambers two bullets consecutive
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1200x0
rb_ch04_q022Large jar 999 fair pennies one two-headed
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1300x0
rb_ch04_q023Four cards shuffled water earth wind fire
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1100x0
rb_ch04_q024Marble game red blue draws
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1300x0
rb_ch04_q025Coin machine probability P uniform 1000 flips 750
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1200x0
rb_ch04_q026Expected value e^X X normal
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1300x0
rb_ch04_q027
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1300x0
rb_ch04_q028Unfair coin expected tosses two heads in a row
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1400x0
rb_ch04_q0291000 people 60% A 40% B margin of error
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1300x0
rb_ch04_q030Disease 0.5% population test 7% false positive
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1500x0
rb_ch04_q031
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1700x0
rb_ch04_q032(**) Chocolate chip cookies probability 90% one chip
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1700x0
rb_ch04_q033Roll fair die until game stops six expected payoff
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1500x0
rb_ch04_q034Four boxes pebble Box 1 transitions
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1900x0
rb_ch04_q035Stick three pieces triangle probability
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1600x0
rb_ch04_q036(**) Expected length of longest piece
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1700x0
rb_ch04_q037Two children one is girl probability two girls
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1400x0
rb_ch04_q038Two children door girl appears probability two girls
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1600x0
rb_ch04_q039Train station 1pm-2pm 15 minutes meeting
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1500x0