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pr_ch08_q001Lagrange extrema of f(x1, x2, x3) = 4x1 - 2x2
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 8 · Lagrange multipliers. Newton's method. Implied volatility. Bootstrapping
1600x0
pr_ch08_q002Mean-variance optimal portfolio
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 8 · Lagrange multipliers. Newton's method. Implied volatility. Bootstrapping
1800x0
pr_ch08_q003Newton's method bond YTM with 100 1/12 freq
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 8 · Lagrange multipliers. Newton's method. Implied volatility. Bootstrapping
1600x0
pr_ch08_q004Implied volatility iteration
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 8 · Lagrange multipliers. Newton's method. Implied volatility. Bootstrapping
1900x0
pr_ch08_q005Three-month ATM call dividends 2%
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 8 · Lagrange multipliers. Newton's method. Implied volatility. Bootstrapping
1700x0
pr_ch08_q006Newton's method 2D F(x,y) = 0
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 8 · Lagrange multipliers. Newton's method. Implied volatility. Bootstrapping
2000x0
pr_ch08_q007Bootstrap zero rate curve from T-bills and bonds
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 8 · Lagrange multipliers. Newton's method. Implied volatility. Bootstrapping
1800x0
pr_ch08_q008Bootstrap yield curve from semi-annual coupon
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 8 · Lagrange multipliers. Newton's method. Implied volatility. Bootstrapping
1900x0