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150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) (167)
A Primer for the Mathematics of Financial Engineering (Stefanica) (110)
An Interview Primer for Quantitative Finance (Dirk Bester, 2017) (46)
Green Book (179)
Red Book (Heard on the Street) (187)
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Ch 0 — Mathematical preliminaries (8)
Ch 1 — Calculus review. Options (127)
Ch 2 — Questions (282)
Ch 3 — Probability concepts. Black-Scholes formula. Greeks and Hedging (65)
Ch 4 — Lognormal random variables. Risk-neutral pricing (92)
Ch 5 — Taylor's formula. Taylor series (32)
Ch 6 — Finite Differences. Black-Scholes PDE (41)
Ch 7 — Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options (34)
Ch 8 — Lagrange multipliers. Newton's method. Implied volatility. Bootstrapping (8)
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Difficulty: 800 – 2200
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gamma
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gb_ch02_q012
Calendar cubes
Green Book · Ch 2 · Brain Teasers
brain-teaser
thinking-out-of-box
classic
1400
x0