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| # | Name | Tags | Difficulty | Solved by | |
|---|---|---|---|---|---|
| ✓ | dn_s21_q001 | Value of i^i 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s21_q002 | Compare pi^e vs e^pi 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s21_q003 | Convexity of exponential (AM-GM-like) 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s21_q004 | Solve x^6 = 64 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s21_q005 | Derivative of x^x 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s21_q006 | Nested radical 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s21_q007 | Power tower equals 2 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s21_q008 | Convergence of three series 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s21_q009 | Integral 1/(1+x^2) 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s21_q010 | Two integrals x*ln(x) and x*e^x 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s21_q011 | Integral x^n*ln(x) 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s21_q012 | Integral of (ln x)^n 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s21_q013 | Solve linear ODE 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s21_q014 | Logistic equation 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s21_q015 | Derive Black-Scholes PDE 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s22_q001 | Correlation matrix positive semidefinite 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s22_q002 | Eigenvalues of given correlation matrix 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s22_q003 | Bounds on values of p in n x n correlation matrix 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s22_q004 | Eigenvalues of n x n matrix with real entries 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s22_q005 | Find square root of 2x2 matrix 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s22_q006 | Reconstruct matrix from eigenvectors 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s22_q007 | AB vs BA same size 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s22_q008 | AB-BA equal identity 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s22_q009 | Probability matrix 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s22_q010 | Find rho range for 3x3 correlation 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s23_q001 | Arbitrage with three calls 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s23_q002 | 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s23_q003 | ATM option price ratio worth 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s23_q004 | Risk-neutral pricing concept 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s23_q005 | Derive Black-Scholes formula 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s23_q006 | Stock month then put option payoff 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s23_q007 | Price doubles, value of call 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s23_q008 | Delta value range 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s23_q009 | Delta of ATM call 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s23_q010 | Put-call parity statement and proof 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s23_q011 | Time value of European call change with vol 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s23_q012 | Implied volatility from option price 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s23_q013 | Gamma of an option 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s23_q014 | European call put written same time 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s23_q015 | Implied vol of asset with 30 percent six month vol 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s23_q016 | Value of interest rate swap 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s23_q017 | Bond duration vs yield curve shift 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s23_q018 | Five-year bond duration sensitivity 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s23_q019 | Forward contract definition 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s23_q020 | Forward price for treasury vs commodity 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s23_q021 | Eurodollar futures 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s23_q022 | Forward vs futures differences 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s23_q023 | VaR of all-bond portfolio with 99% daily 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s23_q024 | Box spread arbitrage 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s23_q025 | Implied vol exploiting straddle 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s23_q026 | Replication strategy puzzle 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s24_q001 | How to declare an array 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s24_q002 | Address of variable 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s24_q003 | Declare array of pointers 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s24_q004 | const pointer vs pointer to const 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s24_q005 | Declare dynamic array 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s24_q006 | Pass by reference syntax 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s24_q007 | Pass by reference 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s24_q008 | Pass read-only argument 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s24_q009 | Pointer vs reference differences 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s24_q010 | Default value for parameter 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s24_q011 | Template function 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s24_q012 | Pointer to function 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s24_q013 | Compiler vs explicit conversion 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s24_q014 | Uses of static keyword 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s24_q015 | Can static member be const 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s24_q016 | Member initialization list 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s24_q017 | Copy constructor with pointer members 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s24_q018 | Output of code snippet 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s24_q019 | Overload an operator 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s24_q020 | Smart pointers 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s24_q021 | Encapsulation 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s24_q022 | Polymorphism 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s24_q023 | Inheritance 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s24_q024 | Virtual function and pure virtual 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s24_q025 | Virtual destructors 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s24_q026 | Factorial function 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s24_q027 | Largest sum subarray 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s24_q028 | Prime factors of integer 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s24_q029 | Swap bits at indices i and j 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s24_q030 | Reverse linked list 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s24_q031 | Reverse string with parentheses 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s24_q032 | Height of arbitrary binary tree 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s24_q033 | N-th Fibonacci 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s25_q001 | Standard deviation of MC estimate 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s25_q002 | Independent standard normal generation 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s25_q003 | Geometric Brownian motion stock generation 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s25_q004 | Generate sample from 12 independent uniforms 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s25_q005 | Convergence rate of Monte Carlo 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s25_q006 | Variance reduction techniques 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s25_q007 | Correlated normal random variables 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s25_q008 | Convergence of Newton's method 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s25_q009 | Finite difference and trinomial trees 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s25_q010 | LU vs Cholesky 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s25_q011 | LU decomposition without pivoting 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s26_q001 | Exponential distribution 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s26_q002 | Sum of independent exponentials greater than X 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s26_q003 | Mean and variance of Poisson 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s26_q004 | Point uniformly in unit disk 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s26_q005 | Conditional probability X<Y given uniforms 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s26_q006 | Lognormal product 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s26_q007 | Normal CDF related to Phi 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s26_q008 | Law of large numbers 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s26_q009 | Central limit theorem 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s26_q010 | Martingale and option pricing 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s26_q011 | Why (dW)^2 = dt 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s26_q012 | Expectation of W*dW 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s26_q013 | Variance of W*dW 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s26_q014 | Ito integrals of W and W^2 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s26_q015 | Distribution of integral of t dW 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s26_q016 | Mean and variance of integral W^2 dW 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s26_q017 | Variance of stochastic integral with sqrt(t) 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s26_q018 | E[e^(cW_t)] 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s26_q019 | Variance of integral with deterministic integrand 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s26_q020 | X_t = integral W^2 ds martingale? 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s26_q021 | Ito process 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s26_q022 | Ito's lemma 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s26_q023 | X_t = W_t^3 - 3tW_t martingale check 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s26_q024 | N_t = W_t^2 - 2tW_t martingale? 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s26_q025 | Girsanov's theorem 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s26_q026 | Martingale representation theorem 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s26_q027 | Solve dX = (a + bX)dt + sdW 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s26_q028 | Solve two SDEs 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s26_q029 | Heston model 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s26_q030 | Density of standard normal integrand 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s26_q031 | 2D BM hitting line and inner/outer circle 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s26_q032 | Density under change of measure 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s27_q001 | Ants on triangle collision 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s27_q002 | Box of pancakes probability uphill 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s27_q003 | Heads vs tails - Alice/Bob coin flips 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s27_q004 | Restaurant coin flip biased 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s27_q005 | Coin toss expected tosses to get heads 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s27_q006 | Coin tosses expected sequence head tail 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s27_q007 | Biased coin biased with 25% prob heads 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s27_q008 | Fibonacci-like fair coin tossing 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s27_q009 | Highest floor egg drop with two eggs 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s27_q010 | Ant in corner of cube 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s27_q011 | Cube cut into 1000 cubes 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s27_q012 | Fox Mulder large circular field 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s27_q013 | Two subway stations frequency 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s27_q014 | Cut off with no minute, hour clocks 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s27_q015 | Pick two distinct elements from set 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s27_q016 | Alice writes two distinct numbers 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s27_q017 | Number of digits 2^125 in base 10 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s27_q018 | Arrange numbers 1..2015 cycle equal sums 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s27_q019 | Mr and Mrs Jones inviting four couples 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s27_q020 | NYC and SF bridge tolls 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s27_q021 | Heavy yellow balls 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s27_q022 | 10 coins find treasure with magic coins 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s27_q023 | Distinct numbers from cubes 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s27_q024 | Cube jump vertex Markov-chain 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s27_q025 | Number summary statistics from sample without writing them 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s27_q026 | 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s27_q027 | Random walk 1D until n 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s27_q028 | Stick break into two pieces 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s27_q029 | Stick break into three pieces (triangle?) 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s27_q030 | Manhole cover round 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s27_q031 | Clock hands first match 12 o'clock 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s27_q032 | Three light switches in room 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s27_q033 | 2009 nine digit number missing digit 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s27_q034 | Alice and Bob stand at opposite ends 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s27_q035 | 30 people in party 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s27_q036 | Sum of digits of 2019 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s27_q037 | Find 2019 consecutive positive integers that are not prime 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s27_q038 | 100 coins 4 fake balance 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s27_q039 | Pair of 6-sided fair dice rolls 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | gb_ch02_q001 | Screwy pirates Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q002 | Tiger and sheep Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q003 | River crossing Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q004 | Birthday problem (Cheryl-style) Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q005 | Card game (dealer always wins) Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q006 | Burning ropes Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q007 | Defective ball Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q008 | Trailing zeros Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q009 | Horse race Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q010 | Infinite sequence Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q011 | Box packing Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q012 | Calendar cubes Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q013 | Door to offer Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q014 | Message delivery Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q015 | Last ball Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q016 | Light switches Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q017 | Quant salary Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q018 | Coin piles Green Book · Ch 2 · Brain Teasers | x1 | ||
| ✓ | gb_ch02_q019 | Mislabeled bags Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q020 | Wise men Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q021 | Clock pieces Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q022 | Missing integers Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q023 | Counterfeit coins I Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q024 | Glass balls Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q025 | Matching socks Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q026 | Handshakes Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q027 | Have we met before? Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q028 | Ants on a square Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q029 | Counterfeit coins II Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q030 | Prisoner problem Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q031 | Division by 9 Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q032 | Chameleon colors Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q033 | Coin split problem Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q034 | Chocolate bar problem Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q035 | Race track Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q036 | Irrational number Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q037 | Rainbow hats Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch03_q001 | Basics of derivatives Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q002 | Maximum and minimum Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q003 | L'Hospital's rule Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q004 | Basics of integration (ln x) Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q005 | Basics of integration (sec x) Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q006 | Applications of integration (two cylinders) Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q007 | Snow plow problem Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q008 | Expected value using integration Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q009 | Gaussian integral Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q010 | Taylor series — i^i Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q011 | Bernoulli inequality via Taylor Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q012 | Newton's method — square root Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q013 | Alternative root-finding algorithms Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q014 | Lagrange multipliers — distance to plane Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q015 | Separable ODE (exponential) Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q016 | Separable ODE (substitution) Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q017 | First-order linear ODE Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q018 | Homogeneous linear ODE Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q019 | Nonhomogeneous linear ODEs Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q020 | Vectors — correlation bounds via geometry Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q021 | Linear least squares algorithm Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q022 | Eigenvalues and eigenvectors of a 2x2 matrix Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q023 | Correlation bounds via positive semidefiniteness Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q024 | Generate correlated normals via Cholesky Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch04_q001 | Coin toss game Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q002 | Card game Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q003 | Drunk passenger Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q004 | N points on a circle Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q005 | Poker hands Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q006 | Hopping rabbit Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q007 | Screwy pirates 2 Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q008 | Chess tournament Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q009 | Application letters Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q010 | Birthday problem Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q011 | 100th digit Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q012 | Cubic of integer Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q013 | Boys and girls Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q014 | All-girl world? Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q015 | Unfair coin Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q016 | Fair probability from an unfair coin Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q017 | Dart game Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q018 | Birthday line Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q019 | Dice order Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q020 | Monty Hall problem Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q021 | Amoeba population Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q022 | Candies in a jar Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q023 | Coin toss game (HT sequence) Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q024 | Russian roulette series Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q025 | Aces Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q026 | Gambler's ruin problem Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q027 | Basketball scores Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q028 | Cars on road Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q029 | Meeting probability Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q030 | Probability of triangle Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q031 | Property of Poisson process Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q032 | Moments of normal distribution Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q033 | Connecting noodles Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q034 | Optimal hedge ratio Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q035 | Dice game Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q036 | Card game (aces position) Green Book · Ch 4 · Probability Theory | x1 | ||
| ✓ | gb_ch04_q037 | Sum of random variables Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q038 | Coupon collection Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q039 | Joint default probability Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q040 | Expected value of max and min Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q041 | Correlation of max and min Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q042 | Random ants Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch05_q001 | Gambler's ruin problem (biased) Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q002 | Dice question (sum 12 vs two 7s) Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q003 | Coin triplets — expected hitting times Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q004 | Coin triplets — HHH before THH Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q005 | Coin triplets — Penney's ante (choose your sequence) Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q006 | Color balls Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q007 | Drunk man Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q008 | Dice game (via Wald's equality) Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q009 | Ticket line (ballot problem) Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q010 | Coin sequence — expected tosses for n heads Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q011 | Dice game (3 rolls, dynamic programming) Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q012 | World series (binomial-tree betting) Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q013 | Dynamic dice game Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q014 | Dynamic card game Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q015 | Brownian motion definition and properties Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q016 | Correlation of Brownian motion and its square Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q017 | P(B_1 > 0 and B_2 < 0) Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q018 | Stopping time — BM hits ±1 Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q019 | First passage time Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q020 | BM hits 3 before -5 (with/without drift) Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q021 | Generalized Wiener process reaches -1 Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q022 | Is sqrt(t) * B_t a martingale? Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q023 | Is W(t)^3 a martingale? Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch06_q001 | Price direction of options Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q002 | Put-call parity (European) Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q003 | American vs European calls Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q004 | Put arbitrage (strikes 80 and 90) Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q005 | Black-Scholes-Merton differential equation Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q006 | Assumptions behind Black-Scholes Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q007 | Derive Black-Scholes via risk-neutral expectation Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q008 | Derive Black-Scholes by solving the PDE Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q009 | Cash-or-nothing call at stock-price barrier Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q010 | Value of 1/S at maturity Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q011 | Delta of European call (non-dividend stock) Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q012 | Delta of at-the-money call Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q013 | Dynamic delta hedging Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q014 | Estimate ATM call value (Brenner-Subrahmanyam) Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q015 | Gamma of an at-the-money option near maturity Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q016 | When does a European option have positive theta? Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q017 | Delta-hedged call: gamma vs theta Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q018 | Implied volatility and volatility smile Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q019 | Constant vs random volatility — which call is more expensive? Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q020 | Risk-neutral density from option prices Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q021 | Bull call spread — price boundaries Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q022 | Straddle Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q023 | Binary (cash-or-nothing) option pricing Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q024 | Exchange option (Margrabe formula) Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q025 | Portfolio optimization (two stocks) Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q026 | Value at risk (VaR) Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q027 | Duration and convexity Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q028 | Inverse floater pricing Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q029 | Forward vs futures contracts Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q030 | Interest rate models Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch07_q001 | Number swap (without temp variable) Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q002 | Unique elements in a sorted array Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q003 | Horner's algorithm Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q004 | Moving average Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q005 | Sorting algorithms (3 with complexity) Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q006 | Random permutation — shuffle 52 cards Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q007 | Random permutation — sequential character pick Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q008 | Find min and max in 3n/2 comparisons Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q009 | First nonzero element in array Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q010 | Search in sorted matrix Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q011 | Fibonacci numbers — efficient computation Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q012 | Maximum contiguous subarray (Kadane's algorithm) Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q013 | Power of 2 Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q014 | Multiplication by 7 Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q015 | Probability simulation with a fair coin Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q016 | Poisonous wine Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q017 | Monte Carlo for European call Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q018 | Generate normal random variables from uniform Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q019 | Variance reduction techniques Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q020 | Monte Carlo for delta and gamma Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q021 | Monte Carlo estimate of pi Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q022 | Finite difference methods Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q023 | Stability of explicit finite difference Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | pr_ch00_q001 | Odd function properties A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 0 · Mathematical preliminaries | x0 | ||
| ✓ | pr_ch00_q002 | Sum of k^2 and k^3 A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 0 · Mathematical preliminaries | x0 | ||
| ✓ | pr_ch00_q003 | Compute S(n, 4) A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 0 · Mathematical preliminaries | x0 | ||
| ✓ | pr_ch00_q004 | Linear recursion x_{n+2} = x_{n+1} + (n+1)^2 A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 0 · Mathematical preliminaries | x0 | ||
| ✓ | pr_ch00_q005 | Linear recursion with constant term A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 0 · Mathematical preliminaries | x0 | ||
| ✓ | pr_ch00_q006 | Linear recursion x_{n+1} = 3x_n + 2 A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 0 · Mathematical preliminaries | x0 | ||
| ✓ | pr_ch00_q007 | Linear recursion x_{n+1} = 3x_n + n + 2 A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 0 · Mathematical preliminaries | x0 | ||
| ✓ | pr_ch00_q008 | Characteristic polynomial multiplicity A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 0 · Mathematical preliminaries | x0 | ||
| ✓ | pr_ch01_q001 | Compute integral of ln x A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options | x0 | ||
| ✓ | pr_ch01_q002 | Compute integral with u=ln x substitution A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options | x0 | ||
| ✓ | pr_ch01_q003 | Integrate (tan x)^2 A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options | x0 | ||
| ✓ | pr_ch01_q004 | Taylor approximations of sqrt(1+x) and e^x A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options | x0 | ||
| ✓ | pr_ch01_q005 | Definition of e A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options | x0 | ||
| ✓ | pr_ch01_q006 | Function g(x) related to plain vanilla call delta A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options | x0 | ||
| ✓ | pr_ch01_q007 | Limit definition of derivative A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options | x0 | ||
| ✓ | pr_ch01_q008 | Bond cash flows price A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options | x0 | ||
| ✓ | pr_ch01_q009 | Multivariable function gradient and Hessian A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options | x0 | ||
| ✓ | pr_ch01_q010 | Heat equation solution u(x,t) A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options | x0 | ||
| ✓ | pr_ch01_q011 | Arbitrage with calls and puts at three strikes A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options | x0 | ||
| ✓ | pr_ch01_q012 | Bear spread payoff A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options | x0 | ||
| ✓ | pr_ch01_q013 | Which two portfolios with same payoff A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options | x0 | ||
| ✓ | pr_ch01_q014 | Call options strikes 100, 120, 130 — bid-ask? A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options | x0 | ||
| ✓ | pr_ch01_q015 | Call options on stock with dividends paid A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options | x0 | ||
| ✓ | pr_ch01_q016 | Bid-ask spreads on European call option A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options | x0 | ||
| ✓ | pr_ch01_q017 | A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options | x0 | ||
| ✓ | pr_ch01_q018 | Index futures arbitrage 8% dividend A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options | x0 | ||
| ✓ | pr_ch02_q001 | Integral of (x^2 - 2y) on parabola region A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds | x0 | ||
| ✓ | pr_ch02_q002 | Gamma function recursion A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds | x0 | ||
| ✓ | pr_ch02_q003 | Numerical integration of sqrt(x) e^x A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds | x0 | ||
| ✓ | pr_ch02_q004 | A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds | x0 | ||
| ✓ | pr_ch02_q005 | Derivative for plain vanilla call delta A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds | x0 | ||
| ✓ | pr_ch02_q006 | Risk-neutral pricing function A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds | x0 | ||
| ✓ | pr_ch02_q007 | Bond pricing with constant rate A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds | x0 | ||
| ✓ | pr_ch02_q008 | Yield of 2-year semiannual coupon bond A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds | x0 | ||
| ✓ | pr_ch02_q009 | Zero 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 | x0 | ||
| ✓ | pr_ch02_q010 | Semiannual bond price, duration, convexity A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds | x0 | ||
| ✓ | pr_ch02_q011 | Yield of 14-month coupon bond A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds | x0 | ||
| ✓ | pr_ch02_q012 | Bond price under flat rate curve A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds | x0 | ||
| ✓ | pr_ch02_q013 | Bond duration meaningful A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds | x0 | ||
| ✓ | pr_ch02_q014 | Bond price change for two-year zero A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds | x0 | ||
| ✓ | pr_ch02_q015 | 5-year bond duration 3.5 years A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds | x0 | ||
| ✓ | pr_ch02_q016 | Duration convexity identity A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds | x0 | ||
| ✓ | pr_ch03_q001 | Two dice roll for game advantage A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging | x0 | ||
| ✓ | pr_ch03_q002 | Two 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 | x0 | ||
| ✓ | pr_ch03_q003 | Stock 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 | x0 | ||
| ✓ | pr_ch03_q004 | Exponential density parametrization A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging | x0 | ||
| ✓ | pr_ch03_q005 | Cauchy-Schwarz inequality A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging | x0 | ||
| ✓ | pr_ch03_q006 | BS for put and call portfolios A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging | x0 | ||
| ✓ | pr_ch03_q007 | European put zero value implication A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging | x0 | ||
| ✓ | pr_ch03_q008 | Put delta from call delta A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging | x0 | ||
| ✓ | pr_ch03_q009 | Volga and Vanna A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging | x0 | ||
| ✓ | pr_ch03_q010 | ATM 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 | x0 | ||
| ✓ | pr_ch03_q011 | Theta 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 | x0 | ||
| ✓ | pr_ch03_q012 | Vanilla call convex in K A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging | x0 | ||
| ✓ | pr_ch03_q013 | Gamma 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 | x0 | ||
| ✓ | pr_ch03_q014 | Volga 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 | x0 | ||
| ✓ | pr_ch03_q015 | Bounds 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 | x0 | ||
| ✓ | pr_ch03_q016 | Delta-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 | x0 | ||
| ✓ | pr_ch03_q017 | Buy 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 | x0 | ||
| ✓ | pr_ch03_q018 | Hedging six-month ATM calls A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging | x0 | ||
| ✓ | pr_ch04_q001 | Sum of normal random variables A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 4 · Lognormal random variables. Risk-neutral pricing | x0 | ||
| ✓ | pr_ch04_q002 | Sample average normal mean and var A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 4 · Lognormal random variables. Risk-neutral pricing | x0 | ||
| ✓ | pr_ch04_q003 | Binomial expected value over interval A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 4 · Lognormal random variables. Risk-neutral pricing | x0 | ||
| ✓ | pr_ch04_q004 | Lognormal expected value formula A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 4 · Lognormal random variables. Risk-neutral pricing | x0 | ||
| ✓ | pr_ch04_q005 | Calibrate binomial to lognormal A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 4 · Lognormal random variables. Risk-neutral pricing | x0 | ||
| ✓ | pr_ch04_q006 | Show two series convergence/divergence A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 4 · Lognormal random variables. Risk-neutral pricing | x0 | ||
| ✓ | pr_ch04_q007 | Radius 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 | x0 | ||
| ✓ | pr_ch04_q008 | OTM put 6-month lognormal A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 4 · Lognormal random variables. Risk-neutral pricing | x0 | ||
| ✓ | pr_ch04_q009 | Delta of ATM call no dividends A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 4 · Lognormal random variables. Risk-neutral pricing | x0 | ||
| ✓ | pr_ch04_q010 | Powerball expected payoff A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 4 · Lognormal random variables. Risk-neutral pricing | x0 | ||
| ✓ | pr_ch04_q011 | Asset following normal process A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 4 · Lognormal random variables. Risk-neutral pricing | x0 | ||
| ✓ | pr_ch05_q001 | Cubic Taylor approximation of sqrt(1+x) A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 5 · Taylor's formula. Taylor series | x0 | ||
| ✓ | pr_ch05_q002 | Taylor series of e^x A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 5 · Taylor's formula. Taylor series | x0 | ||
| ✓ | pr_ch05_q003 | Taylor 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 | x0 | ||
| ✓ | pr_ch05_q004 | Taylor expansion of ln(1+x) and remainder bound A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 5 · Taylor's formula. Taylor series | x0 | ||
| ✓ | pr_ch05_q005 | Cox-Ross-Rubinstein with Taylor expansion A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 5 · Taylor's formula. Taylor series | x0 | ||
| ✓ | pr_ch05_q006 | Approximate ATM put error vs Black-Scholes A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 5 · Taylor's formula. Taylor series | x0 | ||
| ✓ | pr_ch05_q007 | Put-call approximation under r-q A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 5 · Taylor's formula. Taylor series | x0 | ||
| ✓ | pr_ch05_q008 | Vanilla put with 30% vol, ATM A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 5 · Taylor's formula. Taylor series | x0 | ||
| ✓ | pr_ch05_q009 | 5-year bond price change A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 5 · Taylor's formula. Taylor series | x0 | ||
| ✓ | pr_ch06_q001 | Butterfly spread payoff and limit A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE | x0 | ||
| ✓ | pr_ch06_q002 | Long call short call same strike approximate Delta A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE | x0 | ||
| ✓ | pr_ch06_q003 | Forward difference approximation of f'(a) A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE | x0 | ||
| ✓ | pr_ch06_q004 | Central finite difference of f at a third derivative A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE | x0 | ||
| ✓ | pr_ch06_q005 | Non-symmetric central FD with order analysis A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE | x0 | ||
| ✓ | pr_ch06_q006 | Forward Euler ODE convergence A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE | x0 | ||
| ✓ | pr_ch06_q007 | Second order ODE finite difference A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE | x0 | ||
| ✓ | pr_ch06_q008 | ODE with f(x, Y(x)) A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE | x0 | ||
| ✓ | pr_ch06_q009 | Greeks of 6-month call from finite differences A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE | x0 | ||
| ✓ | pr_ch06_q010 | Plain vanilla call satisfies BS PDE A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE | x0 | ||
| ✓ | pr_ch06_q011 | Forward contract value f(S, t) satisfies BS PDE A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE | x0 | ||
| ✓ | pr_ch07_q001 | Gamma 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 | x0 | ||
| ✓ | pr_ch07_q002 | Double 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 | x0 | ||
| ✓ | pr_ch07_q003 | Polar 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 | x0 | ||
| ✓ | pr_ch07_q004 | Heat 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 | x0 | ||
| ✓ | pr_ch07_q005 | Show boundary condition satisfied A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 7 · Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options | x0 | ||
| ✓ | pr_ch07_q006 | Asian 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 | x0 | ||
| ✓ | pr_ch07_q007 | OTM 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 | x0 | ||
| ✓ | pr_ch07_q008 | Hedge 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 | x0 | ||
| ✓ | pr_ch07_q009 | Down-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 | x0 | ||
| ✓ | pr_ch07_q010 | Down-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 | x0 | ||
| ✓ | pr_ch07_q011 | Delta 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 | x0 | ||
| ✓ | pr_ch08_q001 | Lagrange 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 | x0 | ||
| ✓ | pr_ch08_q002 | Mean-variance optimal portfolio A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 8 · Lagrange multipliers. Newton's method. Implied volatility. Bootstrapping | x0 | ||
| ✓ | pr_ch08_q003 | Newton'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 | x0 | ||
| ✓ | pr_ch08_q004 | Implied volatility iteration A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 8 · Lagrange multipliers. Newton's method. Implied volatility. Bootstrapping | x0 | ||
| ✓ | pr_ch08_q005 | Three-month ATM call dividends 2% A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 8 · Lagrange multipliers. Newton's method. Implied volatility. Bootstrapping | x0 | ||
| ✓ | pr_ch08_q006 | Newton'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 | x0 | ||
| ✓ | pr_ch08_q007 | Bootstrap 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 | x0 | ||
| ✓ | pr_ch08_q008 | Bootstrap 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 | x0 | ||
| ✓ | qip_q001 | Roll two dice — higher number probability An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews | x0 | ||
| ✓ | qip_q002 | Bivariate normal expectation An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews | x0 | ||
| ✓ | qip_q003 | Bunch of vectors in R An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews | x0 | ||
| ✓ | qip_q004 | Python negative indexing mylist[-1] An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews | x0 | ||
| ✓ | qip_q005 | C++ virtual functions An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews | x0 | ||
| ✓ | qip_q006 | E(X^4) for X ~ Normal(0, sigma^2) An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews | x0 | ||
| ✓ | qip_q007 | Find missing number in unsorted array An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews | x0 | ||
| ✓ | qip_q008 | Sample mean and variance distribution An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews | x0 | ||
| ✓ | qip_q009 | Derivative of inverse function An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews | x0 | ||
| ✓ | qip_q010 | 100 coin gamble — 60+ heads An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews | x0 | ||
| ✓ | qip_q011 | Zero correlation but not independent An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews | x0 | ||
| ✓ | qip_q012 | Two urns, 5 red 5 blue — maximize winning probability An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews | x0 | ||
| ✓ | qip_q013 | Three judges majority correct An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews | x0 | ||
| ✓ | qip_q014 | Linear regression assumptions and tests An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews | x0 | ||
| ✓ | qip_q015 | Disease test Bayes An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews | x0 | ||
| ✓ | qip_q016 | Derivative of x^x An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews | x0 | ||
| ✓ | qip_q017 | Compare e^pi vs pi^e An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews | x0 | ||
| ✓ | qip_q018 | AR(1) mean and variance An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews | x0 | ||
| ✓ | qip_q019 | Z = X*Y where Y is +/-1 An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews | x0 | ||
| ✓ | qip_q020 | Cov(X,Y) = 0 implies independence? An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews | x0 | ||
| ✓ | qip_q021 | Triangle from stick breaks An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews | x0 | ||
| ✓ | qip_q022 | Check anagrams with/without sorting An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews | x0 | ||
| ✓ | qip_q023 | nCr without standard library An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews | x0 | ||
| ✓ | qip_q024 | Romeo and Juliet meeting probability An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews | x0 | ||
| ✓ | qip_q025 | Find Beckham via 'knows' function (adjacency matrix) An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews | x0 | ||
| ✓ | qip_q026 | Unique integer except one in array An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews | x0 | ||
| ✓ | qip_q027 | n bandits — favorite sorting algorithm An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews | x0 | ||
| ✓ | qip_q028 | Significance tests in logistic vs linear An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews | x0 | ||
| ✓ | qip_q029 | Two wood pieces — minimize variance with 2 measurements An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews | x0 | ||
| ✓ | qip_q030 | Two red socks probability 1/2 An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews | x0 | ||
| ✓ | qip_q031 | Linear regression assumptions and multicollinearity An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews | x0 | ||
| ✓ | qip_q032 | Non-linear models An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews | x0 | ||
| ✓ | qip_q033 | SQL: average department salary and second-highest salary An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews | x0 | ||
| ✓ | qip_q034 | SQL: customers who changed details An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews | x0 | ||
| ✓ | qip_q035 | Linear vs logistic regression assumptions & significance tests An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews | x0 | ||
| ✓ | qip_q036 | R data structures, merging data frames, lapply vs for loop An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews | x0 | ||
| ✓ | qip_q037 | Specific team problem — model recommendation An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews | x0 | ||
| ✓ | qip_q038 | Random walk hit l before 0 An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews | x0 | ||
| ✓ | qip_q039 | First to say 50 game An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews | x0 | ||
| ✓ | qip_q040 | Two cards from 52-20 deck both aces An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews | x0 | ||
| ✓ | qip_q041 | Bag of coins, one double-headed An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews | x0 | ||
| ✓ | qip_q042 | Air Force One (boarding) An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 2 · Old friends | x0 | ||
| ✓ | qip_q043 | Stick-breaking — triangle probability (deeper) An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 2 · Old friends | x0 | ||
| ✓ | qip_q044 | Linear regression derivation An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 3 · Regression theory | x0 | ||
| ✓ | qip_q045 | Simple linear regression — derive beta_hat An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 3 · Regression theory | x0 | ||
| ✓ | qip_q046 | Logistic regression — log-likelihood and MLE An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 3 · Regression theory | x0 | ||
| ✓ | rb_ch01_q001 | Two glass jugs (water and alcohol) Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q002 | Two bells ringing together Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q003 | Sum of integers 1 to 100 Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q004 | Old style analogue clock falls off wall Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q005 | Twelve marbles, one different Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q006 | Inscribed circle in square in corner Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q007 | Bug in cubic room Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q008 | Married couples no children probability Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q009 | 10x10x10 macro-cube micro-cubes Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q010 | Apples by truck or by railway Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q011 | Hour and minute hand angle Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q012 | First time after 3 PM when hour and minute hands meet Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q013 | 100 light bulbs and 100 stockbrokers Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q014 | 100 light bulbs continued Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q015 | Sock drawer pairs Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q016 | Competitive number-calling game Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q017 | Safe combination 40 brute force Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q018 | 90 coins one unusual minimum weighings Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q019 | Bounded entire complex function Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q020 | 10000 ants on ruler Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q021 | Lily pad doubling 30 days Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q022 | 27 lily pads in 6000 sq ft pond Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q023 | Decimal equivalents of 13/16 and 9/16 Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q024 | Snail climbs 10-foot pole Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q025 | Three identical light fixtures three switches Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q026 | Five hats three blue two red Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q027 | Smallest positive integer with remainder pattern Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q028 | Motorcyclists fly between them Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q029 | Prove Heron's formula Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q030 | Nine integers ABCDEFGHI constraint Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q031 | Hotel rooms key drunk guests Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q032 | Boat rock pool water level Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q033 | Unfaithful husbands village Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q034 | Three poles 64 rings Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q035 | Solve ODE u''+u'+u=1 Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q036 | Minimize variance aX+bY Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q037 | Lighthouse beam speed Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q038 | 20x20 chessboard cube pattern Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q039 | Running away from dog in field Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q040 | Prove integral of e^{-x^2} Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q041 | Integral of sec theta Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q042 | Infinite sum convergence Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q043 | Three children product 36 Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q044 | Eight golf balls Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q045 | Sum k and k^3 from 1 to n Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q046 | 52 cards red one dollar each Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q047 | Quarter table covering game Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q048 | Chessboard dominoes corners removed Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q049 | p prime > 3 then p^2-1 divisible by 24 Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q050 | Maximize firm value uniform Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q051 | String-like fuse 30 seconds with watch Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q052 | Two string-like fuses 45 seconds Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q053 | Walk one mile south east north end up at start Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q054 | Trailing zeros 100! Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q055 | 10 regions tax cheat scale Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q056 | Seven gold bars two cuts Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q057 | 99 distinct integers missing one Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q058 | Mirror flip horizontal not vertical Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q059 | Heterosexual intercourse without condoms Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q060 | Lattice paths coordinate Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q061 | Six friends pizza bill split Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q062 | Pizza two small versus one medium Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q063 | Find all roots x^5 = 64 Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q064 | Rock falls Empire State Building Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q065 | Integral involving N(x) cumulative normal Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q066 | Limit sqrt(x^2+x)-x Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q067 | Differentiate x^x with respect to x Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch01_q068 | Two consecutive prime numbers mean prime Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 | ||
| ✓ | rb_ch02_q001 | Black-Scholes ATM call worth and hedge Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q002 | Two options same features one short one long maturity Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q003 | European call and put at zero interest rate Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q004 | Delta graph for European call Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q005 | ATM call delta greater than 0.5 Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q006 | ATM call delta with dividends Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q007 | MITCO long call delta-hedged CEO arrested Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q008 | How to calculate option's delta Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q009 | Explain N(d_1) and N(d_2) Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q010 | European digital option above strike pays H Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q011 | European digital pays H below strike Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q012 | Delta of standard call vs down-and-out call Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q013 | Daily vs monthly volatility estimators Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q014 | American call non-dividend-paying intrinsic vs time value Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q015 | Delta-hedged short call replicating portfolio falling Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q016 | Jump diffusion processes Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q017 | Three graphs call price stock price three perspectives Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q018 | Black-Scholes formula four-year option from one-year Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q019 | (***) Black-Scholes with arithmetic Brownian motion Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q020 | Black-Scholes 3-month ATM call IV mental calc Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q021 | 100-day call quote 200-day call price Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q022 | Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q023 | 100-day call IV increases by 25 - effect on one-day IV Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q024 | Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q025 | Eurodollar futures vs forward six months Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q026 | MC simulation GBM directly or underlying Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q027 | MBS positive vs negative convexity Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q028 | Short call hedge strategy Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q029 | Integral of w(t) dt Brownian Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q030 | Integral of w(t) dw(t) Brownian Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q031 | Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q032 | Power call max(S^a - X, 0) Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q033 | Why volatility smile effect Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q034 | Double-barrier knock-out vs sum of up-and-out and down-and-out Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q035 | Analytical procedure for digital options Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q036 | American out call with up and down barriers Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q037 | Gold prices Gaussian digital cash-or-nothing Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q038 | (**) Perpetual option value Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q039 | Reverse engineering interest rate swap Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q040 | ATM how many shares of stock Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q041 | Price of option vs mean reversion vs random walk Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q042 | Hedging an options position taking more risk Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q043 | Written put on stock without short stock or options Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q044 | Pizza derivatives lateral Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q045 | When short put option IBM Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q046 | Land in Arizona vs piece of beach in Florida Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q047 | 30 days historical sigma^2 for Black-Scholes Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q048 | Top issuer swap curve Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q049 | Derive Black-Scholes without math Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q050 | Implied SD vs historical SD Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q051 | Out-of-the-money call vs put more valuable Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q052 | Theta and gamma opposite signs Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q053 | Riskless rate zero stock one year either 130 or 70 call value Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q054 | (**) Product call max(S1 S2 - X, 0) Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q055 | Asian options cheaper or more expensive Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q056 | American vanilla call as European put Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q057 | Nodes in recombining vs non-recombining binomial tree Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q058 | Long foreign stock rising no insider Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q059 | (**) Call priced at c today expected price tomorrow Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q060 | (**) Question 2.59 negative theta reconciliation Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch03_q001 | St. Petersburg game Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions | x0 | ||
| ✓ | rb_ch03_q002 | Continuously compounded annual variance Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions | x0 | ||
| ✓ | rb_ch03_q003 | Five-year spot 10%, ten-year spot 15% implied forward Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions | x0 | ||
| ✓ | rb_ch03_q004 | Yield on a bond vs rate of return on a bond Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions | x0 | ||
| ✓ | rb_ch03_q005 | Chaos theory predict stock returns Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions | x0 | ||
| ✓ | rb_ch03_q006 | Bond price vs yield curve convex Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions | x0 | ||
| ✓ | rb_ch03_q007 | Plot of E(r) vs beta CAPM violations Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions | x0 | ||
| ✓ | rb_ch03_q008 | Term-structure 7.60% 7.15% implied forward Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions | x0 | ||
| ✓ | rb_ch03_q009 | Six-month forward on 10-year discount bond Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions | x0 | ||
| ✓ | rb_ch03_q010 | Yield curve steepens strategy bond Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions | x0 | ||
| ✓ | rb_ch03_q011 | Define duration convexity properties uses Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions | x0 | ||
| ✓ | rb_ch03_q012 | GARCH(1,1) model qualitative Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions | x0 | ||
| ✓ | rb_ch03_q013 | Limit exposure 30-year long bond Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions | x0 | ||
| ✓ | rb_ch03_q014 | Mexican Brady bond yield change Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions | x0 | ||
| ✓ | rb_ch03_q015 | Yield curve corporate vs treasuries strategy Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions | x0 | ||
| ✓ | rb_ch03_q016 | Five-year rate 10% ten-year rate 15% forward Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions | x0 | ||
| ✓ | rb_ch03_q017 | Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions | x0 | ||
| ✓ | rb_ch03_q018 | 20 traders 100 stocks SEC announcement Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions | x0 | ||
| ✓ | rb_ch03_q019 | Two stocks same expected return 20%/30%, corr 50% Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions | x0 | ||
| ✓ | rb_ch03_q020 | Same stocks 10%/40% corr 50% Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions | x0 | ||
| ✓ | rb_ch04_q001 | Two random numbers product greater than 1/2 Red Book (Heard on the Street) · Ch 4 · Statistics Questions | x0 | ||
| ✓ | rb_ch04_q002 | Red Book (Heard on the Street) · Ch 4 · Statistics Questions | x0 | ||
| ✓ | rb_ch04_q003 | Four coins more heads than I Red Book (Heard on the Street) · Ch 4 · Statistics Questions | x0 | ||
| ✓ | rb_ch04_q004 | Single die three times stopping rule Red Book (Heard on the Street) · Ch 4 · Statistics Questions | x0 | ||
| ✓ | rb_ch04_q005 | Correlation X+5 with Y and 5X with Y Red Book (Heard on the Street) · Ch 4 · Statistics Questions | x0 | ||
| ✓ | rb_ch04_q006 | (**) Exchange paradox envelopes Red Book (Heard on the Street) · Ch 4 · Statistics Questions | x0 | ||
| ✓ | rb_ch04_q007 | Red Book (Heard on the Street) · Ch 4 · Statistics Questions | x0 | ||
| ✓ | rb_ch04_q008 | Three children one apple fair coin Red Book (Heard on the Street) · Ch 4 · Statistics Questions | x0 | ||
| ✓ | rb_ch04_q009 | Expected tosses Q4.8 Red Book (Heard on the Street) · Ch 4 · Statistics Questions | x0 | ||
| ✓ | rb_ch04_q010 | Fair coin probability 1/3 Red Book (Heard on the Street) · Ch 4 · Statistics Questions | x0 | ||
| ✓ | rb_ch04_q011 | Roll die until number repeats expected payoff Red Book (Heard on the Street) · Ch 4 · Statistics Questions | x0 | ||
| ✓ | rb_ch04_q012 | Five cards five Kings Red Book (Heard on the Street) · Ch 4 · Statistics Questions | x0 | ||
| ✓ | rb_ch04_q013 | (**) Let's Make a Deal Monty Hall first version Red Book (Heard on the Street) · Ch 4 · Statistics Questions | x0 | ||
| ✓ | rb_ch04_q014 | (**) Monty Hall random audience member Red Book (Heard on the Street) · Ch 4 · Statistics Questions | x0 | ||
| ✓ | rb_ch04_q015 | Two jars 100 marbles blindfolded Red Book (Heard on the Street) · Ch 4 · Statistics Questions | x0 | ||
| ✓ | rb_ch04_q016 | (***) Mr 30 Mr 60 Mr 90 duel survival Red Book (Heard on the Street) · Ch 4 · Statistics Questions | x0 | ||
| ✓ | rb_ch04_q017 | Basketball down two points six seconds three-point shot Red Book (Heard on the Street) · Ch 4 · Statistics Questions | x0 | ||
| ✓ | rb_ch04_q018 | Red Book (Heard on the Street) · Ch 4 · Statistics Questions | x0 | ||
| ✓ | rb_ch04_q019 | Parlay card 10-to-1 odds five matches Red Book (Heard on the Street) · Ch 4 · Statistics Questions | x0 | ||
| ✓ | rb_ch04_q020 | Standard deviation of (1,2,3,4,5) Red Book (Heard on the Street) · Ch 4 · Statistics Questions | x0 | ||
| ✓ | rb_ch04_q021 | Russian roulette revolver six chambers two bullets consecutive Red Book (Heard on the Street) · Ch 4 · Statistics Questions | x0 | ||
| ✓ | rb_ch04_q022 | Large jar 999 fair pennies one two-headed Red Book (Heard on the Street) · Ch 4 · Statistics Questions | x0 | ||
| ✓ | rb_ch04_q023 | Four cards shuffled water earth wind fire Red Book (Heard on the Street) · Ch 4 · Statistics Questions | x0 | ||
| ✓ | rb_ch04_q024 | Marble game red blue draws Red Book (Heard on the Street) · Ch 4 · Statistics Questions | x0 | ||
| ✓ | rb_ch04_q025 | Coin machine probability P uniform 1000 flips 750 Red Book (Heard on the Street) · Ch 4 · Statistics Questions | x0 | ||
| ✓ | rb_ch04_q026 | Expected value e^X X normal Red Book (Heard on the Street) · Ch 4 · Statistics Questions | x0 | ||
| ✓ | rb_ch04_q027 | Red Book (Heard on the Street) · Ch 4 · Statistics Questions | x0 | ||
| ✓ | rb_ch04_q028 | Unfair coin expected tosses two heads in a row Red Book (Heard on the Street) · Ch 4 · Statistics Questions | x0 | ||
| ✓ | rb_ch04_q029 | 1000 people 60% A 40% B margin of error Red Book (Heard on the Street) · Ch 4 · Statistics Questions | x0 | ||
| ✓ | rb_ch04_q030 | Disease 0.5% population test 7% false positive Red Book (Heard on the Street) · Ch 4 · Statistics Questions | x0 | ||
| ✓ | rb_ch04_q031 | Red Book (Heard on the Street) · Ch 4 · Statistics Questions | x0 | ||
| ✓ | rb_ch04_q032 | (**) Chocolate chip cookies probability 90% one chip Red Book (Heard on the Street) · Ch 4 · Statistics Questions | x0 | ||
| ✓ | rb_ch04_q033 | Roll fair die until game stops six expected payoff Red Book (Heard on the Street) · Ch 4 · Statistics Questions | x0 | ||
| ✓ | rb_ch04_q034 | Four boxes pebble Box 1 transitions Red Book (Heard on the Street) · Ch 4 · Statistics Questions | x0 | ||
| ✓ | rb_ch04_q035 | Stick three pieces triangle probability Red Book (Heard on the Street) · Ch 4 · Statistics Questions | x0 | ||
| ✓ | rb_ch04_q036 | (**) Expected length of longest piece Red Book (Heard on the Street) · Ch 4 · Statistics Questions | x0 | ||
| ✓ | rb_ch04_q037 | Two children one is girl probability two girls Red Book (Heard on the Street) · Ch 4 · Statistics Questions | x0 | ||
| ✓ | rb_ch04_q038 | Two children door girl appears probability two girls Red Book (Heard on the Street) · Ch 4 · Statistics Questions | x0 | ||
| ✓ | rb_ch04_q039 | Train station 1pm-2pm 15 minutes meeting Red Book (Heard on the Street) · Ch 4 · Statistics Questions | x0 |