User:Lalboresi/Books/Quant Interviews

who dares win

 * Mathematics, calculus, differential equations
 * Correlation and dependence
 * Covariance matrix
 * Hessian matrix


 * Linear Algebra
 * Probability and Statistic
 * Probability measure
 * Marginal distribution
 * Interval estimation
 * Pearson correlation coefficient
 * Joint probability distribution
 * Chi-squared test
 * Bayes' theorem
 * Statistical significance
 * Regression analysis
 * Spearman's rank correlation coefficient
 * Student's t-test
 * Confidence interval
 * Statistical hypothesis testing
 * Type I and type II errors


 * Stochatic Processes and calculus
 * Random variable
 * Wiener process


 * Financial Instruments
 * Forward price
 * Futures contract
 * Call option
 * Put option
 * Put–call parity
 * Binary option
 * Basket option
 * Cliquet option
 * Interest rate cap and floor
 * Bond option
 * Swaption
 * Foreign exchange option
 * Currency future
 * Credit default option
 * Exotic option
 * Contango


 * Financial Models
 * Convexity (finance)
 * Forward measure
 * Numéraire
 * Radon–Nikodym theorem
 * Black–Scholes equation
 * Volatility (finance)
 * Stochastic volatility
 * Volatility smile
 * Heston model
 * Vasicek model
 * SABR volatility model
 * LIBOR market model


 * Numerical Methods
 * Binomial options pricing model
 * Lattice model (finance)
 * Finite difference method
 * Partial differential equation


 * Programming Languages
 * Brainteasers
 * Itô's lemma
 * Delta neutral
 * Autoregressive conditional heteroskedasticity
 * Volatility arbitrage
 * Girsanov theorem
 * Risk-neutral measure
 * Unit of account
 * Eigenvalues and eigenvectors
 * Sylvester–Gallai theorem
 * Determinant
 * Day count convention
 * Derivative
 * Jacobian matrix and determinant
 * Smoothness
 * Integral
 * Numerical differentiation
 * Riemann–Stieltjes integral
 * Lebesgue integration
 * Stratonovich integral
 * Series (mathematics)
 * Greeks (finance)
 * Eurodollar
 * Callable bond
 * Option-adjusted spread
 * C++
 * Monte Carlo method
 * Newton's method
 * Log-normal distribution
 * Normal distribution
 * Integration by parts
 * Cholesky decomposition
 * Positive-definite matrix