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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
(119)
probability
(109)
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
(18)
geometry
(18)
statistics
(18)
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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recursion
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duration
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martingale
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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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game-theory
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gamma
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risk-neutral
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series
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uniform-distribution
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gb_ch06_q001
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Green Book · Ch 6 · Finance
finance
options
comparative-statics
intuition
1000
x0