Greenwicher's WikiA Practical Guide to Quantitative Finance Interviews 2017-07-23

[Last Update: Jul 23, 2017]

Chapter 1 General Principles

  1. Build a broad knowledge base
  2. Practice your interview skills
  3. Listen carefully
  4. Speak your mind
  5. Make reasonable assumptions

Chapter 2 Brain Teasers

2.1 Problem Simplification

  1. Screwy pirates
  2. Tiger and sheep

2.2 Logic Reasoning

  1. River crossing
  2. Birthday problem
  3. Card game
  4. Burning ropes
  5. Defective ball
  6. Trailing zeros
  7. Horse race
  8. Infinite sequence

2.3 Thinking Out of the Box

  1. Box packing
  2. Calendar cubes
  3. Door to offer
  4. Message delivery
  5. Last ball
  6. Light switches
  7. Quant salary

2.4 Application of Symmetry

  1. Coin piles
  2. Mislabeled bags

2.5 Series Summation

  1. Clock pieces
  2. Missing integers
  3. Countefeit coins I
  4. Glass balls

2.6 The Pigeon Hole Principle

  1. Matching socks
  2. Handshakes
  3. Have we met before?
  4. Ants on a square
  5. Counterfeit coins II

2.7 Modular Arithmetic

  1. Prisoner problem
  2. Division by 9
  3. Chameleon colors

2.8 Math Induction

  1. Coin split problem
  2. Chocolate bar problem
  3. Race track

2.9 Proof by Contradiction

  1. Irrational number
  2. Rainbow hats

Chapter 3 Calculus and Linear Algebra

Chapter 4 Probability Theory

Chapter 5 Stochastic Process and Stochastic Calculus

Chapter 6 Finance

Chapter 7 Algorithms and Numerical Methods

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