QuantForcesquant interview practice

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dn_s25_q009Finite difference and trinomial trees
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1500x0
gb_ch07_q022Finite difference methods
Green Book · Ch 7 · Algorithms and Numerical Methods
1500x0
gb_ch07_q023Stability of explicit finite difference
Green Book · Ch 7 · Algorithms and Numerical Methods
1500x0
pr_ch01_q007Limit definition of derivative
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options
1300x0
pr_ch06_q003Forward difference approximation of f'(a)
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE
1500x0
pr_ch06_q004Central finite difference of f at a third derivative
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE
1700x0
pr_ch06_q005Non-symmetric central FD with order analysis
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE
1600x0
pr_ch06_q006Forward Euler ODE convergence
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE
1500x0
pr_ch06_q007Second order ODE finite difference
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE
1500x0
pr_ch06_q009Greeks of 6-month call from finite differences
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE
1600x0
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