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150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) (167)
A Primer for the Mathematics of Financial Engineering (Stefanica) (110)
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) (46)
Green Book (179)
Red Book (Heard on the Street) (187)
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Ch 0 — Mathematical preliminaries (8)
Ch 1 — Calculus review. Options (127)
Ch 2 — Questions (282)
Ch 3 — Probability concepts. Black-Scholes formula. Greeks and Hedging (65)
Ch 4 — Lognormal random variables. Risk-neutral pricing (92)
Ch 5 — Taylor's formula. Taylor series (32)
Ch 6 — Finite Differences. Black-Scholes PDE (41)
Ch 7 — Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options (34)
Ch 8 — Lagrange multipliers. Newton's method. Implied volatility. Bootstrapping (8)
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Difficulty: 800 – 2200
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options
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probability
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calculus
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classic
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finance
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brainteaser
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c++
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stochastic-calculus
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combinatorics
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greeks
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expectation
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symmetry
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algorithms
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conditional
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geometry
(18)
statistics
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integration
(17)
linear-algebra
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delta
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fixed-income
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black-scholes
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bonds
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convexity
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number-theory
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recursion
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duration
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martingale
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optimization
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correlation
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expected-value
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induction
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monte-carlo
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numerical-methods
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dice
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finite-difference
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ode
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put-call-parity
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brownian-motion
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coding
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pde
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geometric-probability
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markov-chain
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taylor
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variance
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weighing
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coin-toss
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concepts
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convergence
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delta-hedging
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game-theory
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gamma
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limits
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risk-neutral
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series
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uniform-distribution
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approximation
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arbitrage
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