QuantForcesquant interview practice

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Difficulty: 800 – 2200

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	#	Name	Tags	Difficulty	Solved by
✓	gb_ch06_q027	Duration and convexity Green Book · Ch 6 · Finance	finance fixed-income duration convexity taylor-series	1200	x0
✓	gb_ch06_q028	Inverse floater pricing Green Book · Ch 6 · Finance	finance fixed-income inverse-floater duration replication	1800	x0
✓	rb_ch02_q027	MBS positive vs negative convexity Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	fixed-income convexity mortgage-backed	1900	x0
✓	rb_ch02_q039	Reverse engineering interest rate swap Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	fixed-income swaps reverse-engineering	2000	x0
✓	rb_ch02_q048	Top issuer swap curve Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	fixed-income swap-curve pricing	1900	x0
✓	rb_ch03_q003	Five-year spot 10%, ten-year spot 15% implied forward Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions	fixed-income forward-rates term-structure	1500	x0
✓	rb_ch03_q004	Yield on a bond vs rate of return on a bond Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions	fixed-income yield return	1300	x0
✓	rb_ch03_q006	Bond price vs yield curve convex Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions	fixed-income convexity graphs	1400	x0
✓	rb_ch03_q008	Term-structure 7.60% 7.15% implied forward Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions	fixed-income forward-rates	1600	x0
✓	rb_ch03_q009	Six-month forward on 10-year discount bond Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions	fixed-income forward-premium coupon-bonds	1500	x0
✓	rb_ch03_q010	Yield curve steepens strategy bond Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions	fixed-income yield-curve-strategy	1700	x0
✓	rb_ch03_q011	Define duration convexity properties uses Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions	fixed-income duration convexity	1800	x0
✓	rb_ch03_q013	Limit exposure 30-year long bond Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions	fixed-income duration-matching	1600	x0
✓	rb_ch03_q014	Mexican Brady bond yield change Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions	fixed-income Brady-bonds interest-rate-sensitivity	1700	x0
✓	rb_ch03_q015	Yield curve corporate vs treasuries strategy Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions	fixed-income yield-curve credit-spread	1800	x0
✓	rb_ch03_q016	Five-year rate 10% ten-year rate 15% forward Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions	fixed-income forward-rates intuition	1700	x0