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| # | Name | Tags | Difficulty | Solved by | |
|---|---|---|---|---|---|
| ✓ | 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_q010 | Find rho range for 3x3 correlation 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 | ||
| ✓ | gb_ch03_q020 | Vectors — correlation bounds via geometry 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_q039 | Joint default probability Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q041 | Correlation of max and min Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch05_q016 | Correlation of Brownian motion and its square Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | qip_q011 | Zero correlation but not independent An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews | x0 | ||
| ✓ | rb_ch04_q005 | Correlation X+5 with Y and 5X with Y Red Book (Heard on the Street) · Ch 4 · Statistics Questions | x0 |