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dn_s26_q001Exponential distribution
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1000x0
dn_s26_q002Sum of independent exponentials greater than X
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1400x0
dn_s26_q003Mean and variance of Poisson
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
900x0
dn_s26_q004Point uniformly in unit disk
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1300x0
dn_s26_q005Conditional probability X<Y given uniforms
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1700x0
dn_s26_q006Lognormal product
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1100x0
dn_s26_q007Normal CDF related to Phi
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1700x0
dn_s26_q008Law of large numbers
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1100x0
dn_s26_q009Central limit theorem
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1100x0
dn_s26_q010Martingale and option pricing
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1500x0
dn_s26_q030Density of standard normal integrand
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1500x0
dn_s27_q002Box of pancakes probability uphill
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1300x0
dn_s27_q003Heads vs tails - Alice/Bob coin flips
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1700x0
dn_s27_q004Restaurant coin flip biased
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1400x0
dn_s27_q005Coin toss expected tosses to get heads
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1000x0
dn_s27_q006Coin tosses expected sequence head tail
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1500x0
dn_s27_q007Biased coin biased with 25% prob heads
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1100x0
dn_s27_q008Fibonacci-like fair coin tossing
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1900x0
dn_s27_q015Pick two distinct elements from set
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1500x0
dn_s27_q016Alice writes two distinct numbers
150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions
1800x0
gb_ch04_q001Coin toss game
Green Book · Ch 4 · Probability Theory
1400x0
gb_ch04_q002Card game
Green Book · Ch 4 · Probability Theory
1400x0
gb_ch04_q003Drunk passenger
Green Book · Ch 4 · Probability Theory
1500x0
gb_ch04_q004N points on a circle
Green Book · Ch 4 · Probability Theory
1700x0
gb_ch04_q005Poker hands
Green Book · Ch 4 · Probability Theory
1200x0
gb_ch04_q008Chess tournament
Green Book · Ch 4 · Probability Theory
1600x0
gb_ch04_q009Application letters
Green Book · Ch 4 · Probability Theory
1500x0
gb_ch04_q010Birthday problem
Green Book · Ch 4 · Probability Theory
1100x0
gb_ch04_q012Cubic of integer
Green Book · Ch 4 · Probability Theory
1500x0
gb_ch04_q013Boys and girls
Green Book · Ch 4 · Probability Theory
1400x0
gb_ch04_q014All-girl world?
Green Book · Ch 4 · Probability Theory
1300x0
gb_ch04_q015Unfair coin
Green Book · Ch 4 · Probability Theory
1300x0
gb_ch04_q016Fair probability from an unfair coin
Green Book · Ch 4 · Probability Theory
1300x0
gb_ch04_q017Dart game
Green Book · Ch 4 · Probability Theory
1500x0
gb_ch04_q018Birthday line
Green Book · Ch 4 · Probability Theory
1700x0
gb_ch04_q019Dice order
Green Book · Ch 4 · Probability Theory
1100x0
gb_ch04_q020Monty Hall problem
Green Book · Ch 4 · Probability Theory
1300x0
gb_ch04_q021Amoeba population
Green Book · Ch 4 · Probability Theory
1700x0
gb_ch04_q022Candies in a jar
Green Book · Ch 4 · Probability Theory
1700x0
gb_ch04_q023Coin toss game (HT sequence)
Green Book · Ch 4 · Probability Theory
1700x0
gb_ch04_q024Russian roulette series
Green Book · Ch 4 · Probability Theory
1900x0
gb_ch04_q025Aces
Green Book · Ch 4 · Probability Theory
1500x0
gb_ch04_q026Gambler's ruin problem
Green Book · Ch 4 · Probability Theory
1700x0
gb_ch04_q027Basketball scores
Green Book · Ch 4 · Probability Theory
1900x0
gb_ch04_q028Cars on road
Green Book · Ch 4 · Probability Theory
1100x0
gb_ch04_q029Meeting probability
Green Book · Ch 4 · Probability Theory
1300x0
gb_ch04_q030Probability of triangle
Green Book · Ch 4 · Probability Theory
1500x0
gb_ch04_q031Property of Poisson process
Green Book · Ch 4 · Probability Theory
1700x0
gb_ch04_q032Moments of normal distribution
Green Book · Ch 4 · Probability Theory
1300x0
gb_ch04_q033Connecting noodles
Green Book · Ch 4 · Probability Theory
1900x0
gb_ch04_q034Optimal hedge ratio
Green Book · Ch 4 · Probability Theory
1300x0
gb_ch04_q035Dice game
Green Book · Ch 4 · Probability Theory
1300x0
gb_ch04_q036Card game (aces position)
Green Book · Ch 4 · Probability Theory
1500x1
gb_ch04_q037Sum of random variables
Green Book · Ch 4 · Probability Theory
1900x0
gb_ch04_q038Coupon collection
Green Book · Ch 4 · Probability Theory
1600x0
gb_ch04_q039Joint default probability
Green Book · Ch 4 · Probability Theory
1600x0
gb_ch04_q040Expected value of max and min
Green Book · Ch 4 · Probability Theory
1400x0
gb_ch04_q041Correlation of max and min
Green Book · Ch 4 · Probability Theory
1700x0
gb_ch04_q042Random ants
Green Book · Ch 4 · Probability Theory
1800x0
pr_ch03_q001Two dice roll for game advantage
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging
1400x0
pr_ch03_q002Two coins, two heads with probability p and 1-p
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging
1100x0
pr_ch03_q003Stock model up/down/middle over three periods
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging
1300x0
pr_ch03_q004Exponential density parametrization
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging
1100x0
pr_ch03_q005Cauchy-Schwarz inequality
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging
1500x0
pr_ch04_q001Sum of normal random variables
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 4 · Lognormal random variables. Risk-neutral pricing
1100x0
pr_ch04_q002Sample average normal mean and var
A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 4 · Lognormal random variables. Risk-neutral pricing
1200x0
qip_q001Roll two dice — higher number probability
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1100x0
qip_q002Bivariate normal expectation
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1700x0
qip_q006E(X^4) for X ~ Normal(0, sigma^2)
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1400x0
qip_q010100 coin gamble — 60+ heads
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1500x0
qip_q011Zero correlation but not independent
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1500x0
qip_q012Two urns, 5 red 5 blue — maximize winning probability
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1500x0
qip_q013Three judges majority correct
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1400x0
qip_q015Disease test Bayes
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1300x0
qip_q019Z = X*Y where Y is +/-1
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1400x0
qip_q020Cov(X,Y) = 0 implies independence?
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1300x0
qip_q021Triangle from stick breaks
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1500x0
qip_q024Romeo and Juliet meeting probability
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1500x0
qip_q030Two red socks probability 1/2
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1500x0
qip_q040Two cards from 52-20 deck both aces
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews
1700x0
qip_q042Air Force One (boarding)
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 2 · Old friends
1700x0
qip_q043Stick-breaking — triangle probability (deeper)
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 2 · Old friends
1500x0
rb_ch01_q008Married couples no children probability
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1100x0
rb_ch01_q031Hotel rooms key drunk guests
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1600x0
rb_ch01_q050Maximize firm value uniform
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
1700x0
rb_ch03_q001St. Petersburg game
Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions
1400x0
rb_ch04_q001Two random numbers product greater than 1/2
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1300x0
rb_ch04_q002
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1100x0
rb_ch04_q003Four coins more heads than I
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1400x0
rb_ch04_q006(**) Exchange paradox envelopes
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1500x0
rb_ch04_q007
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1500x0
rb_ch04_q008Three children one apple fair coin
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1600x0
rb_ch04_q009Expected tosses Q4.8
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1300x0
rb_ch04_q010Fair coin probability 1/3
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1500x0
rb_ch04_q011Roll die until number repeats expected payoff
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1200x0
rb_ch04_q012Five cards five Kings
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1400x0
rb_ch04_q013(**) Let's Make a Deal Monty Hall first version
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1000x0
rb_ch04_q014(**) Monty Hall random audience member
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1100x0
rb_ch04_q015Two jars 100 marbles blindfolded
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1200x0
rb_ch04_q016(***) Mr 30 Mr 60 Mr 90 duel survival
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1200x0
rb_ch04_q017Basketball down two points six seconds three-point shot
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1300x0
rb_ch04_q021Russian roulette revolver six chambers two bullets consecutive
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1200x0
rb_ch04_q022Large jar 999 fair pennies one two-headed
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1300x0
rb_ch04_q023Four cards shuffled water earth wind fire
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1100x0
rb_ch04_q028Unfair coin expected tosses two heads in a row
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1400x0
rb_ch04_q032(**) Chocolate chip cookies probability 90% one chip
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1700x0
rb_ch04_q033Roll fair die until game stops six expected payoff
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1500x0
rb_ch04_q037Two children one is girl probability two girls
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1400x0
rb_ch04_q038Two children door girl appears probability two girls
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
1600x0