QuantForcesquant interview practice
โ€ฆ

Problemset

4 / 689 problems
Filters
#NameTagsDifficultySolved by
โœ“pr_ch01_q009Multivariable function gradient and Hessian
A Primer for the Mathematics of Financial Engineering (Stefanica) ยท Ch 1 ยท Calculus review. Options
1400x0
โœ“pr_ch07_q002Double integral over triangular region
A Primer for the Mathematics of Financial Engineering (Stefanica) ยท Ch 7 ยท Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options
1500x0
โœ“pr_ch07_q003Polar coordinates for area of circle
A Primer for the Mathematics of Financial Engineering (Stefanica) ยท Ch 7 ยท Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options
1100x0
โœ“pr_ch08_q006Newton's method 2D F(x,y) = 0
A Primer for the Mathematics of Financial Engineering (Stefanica) ยท Ch 8 ยท Lagrange multipliers. Newton's method. Implied volatility. Bootstrapping
2000x0