Quant interview questions
1,322 questions in the style trading and research firms ask, from probability and brainteasers to options, statistics and coding. Every question is open to read; the 50 in the free sample show their worked solutions here.
52 questions · page 2 of 2 · Clear filters
- You need x = A⁻¹b. Why does production code not compute the inverse?Numerical methods · Advanced
- Computing a variance as 𝔼[X²]−(𝔼[X])² sometimes returns a small negative number. Why?Numerical methods · Advanced
- What is the order of convergence of the secant method, to three decimal places?Numerical methods · Advanced
- An explicit scheme for the heat equation with unit diffusion requires Δt ≤ Δx²/2.Numerical methods · Advanced
- You sum ten million small positive numbers in float32. What goes wrong and what fixes it?Numerical methods · Advanced
- Linear interpolation of eˣ on an interval of width h = 0.1 starting at 0 has…Numerical methods · Advanced
- You interpolate a discount curve linearly in the logarithm of the discount factors.Numerical methods · Advanced
- Trapezoid estimates of ∫₀¹x² dx are 0.375 with step h and 0.34375 with step h/2.Numerical methods · Advanced
- Newton’s method for a square root, part 3 of 3Numerical methods · Advanced
- Integrating an exponential, part 3 of 3Numerical methods · Advanced
- Where doubles run out of digits, part 3 of 3Numerical methods · Advanced
- Stepping the heat equation, part 3 of 3Numerical methods · Expert