QuantForcesquant interview practice

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Difficulty: 800 – 2200

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	#	Name	Tags	Difficulty	Solved by
✓	dn_s21_q015	Derive Black-Scholes PDE 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions	black-scholes pde derivation	1900	x0
✓	dn_s23_q005	Derive Black-Scholes formula 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions	black-scholes derivation concepts	1800	x0
✓	gb_ch06_q005	Black-Scholes-Merton differential equation Green Book · Ch 6 · Finance	finance options black-scholes pde itos-lemma	1700	x0
✓	gb_ch06_q006	Assumptions behind Black-Scholes Green Book · Ch 6 · Finance	finance options black-scholes assumptions	800	x0
✓	gb_ch06_q007	Derive Black-Scholes via risk-neutral expectation Green Book · Ch 6 · Finance	finance options black-scholes risk-neutral-pricing	1900	x0
✓	gb_ch06_q008	Derive Black-Scholes by solving the PDE Green Book · Ch 6 · Finance	finance options black-scholes pde heat-equation	2200	x0
✓	gb_ch06_q011	Delta of European call (non-dividend stock) Green Book · Ch 6 · Finance	finance options greeks delta black-scholes	1500	x0
✓	gb_ch06_q014	Estimate ATM call value (Brenner-Subrahmanyam) Green Book · Ch 6 · Finance	finance options approximation black-scholes implied-volatility	1400	x0
✓	gb_ch06_q018	Implied volatility and volatility smile Green Book · Ch 6 · Finance	finance options implied-volatility volatility-smile black-scholes	1200	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	options black-scholes pricing	1400	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	pde black-scholes derivation	1700	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	pde forward-contract black-scholes	1500	x0
✓	rb_ch02_q001	Black-Scholes ATM call worth and hedge Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options black-scholes hedging	1500	x0
✓	rb_ch02_q009	Explain N(d_1) and N(d_2) Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options black-scholes interpretation	1700	x0
✓	rb_ch02_q018	Black-Scholes formula four-year option from one-year Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options black-scholes volatility-scaling	1900	x0