Calculus Questions for Hedge Fund Quant Interviews
A hedge fund quant round does not test calculus the way a textbook does. This set is the overlap - the calculus questions that actually turn up in this format.
23 questions, 9 of them free to practise right now. The split is 1 easy, 16 medium, 6 hard.
- Where x squared log x bottoms outEasyCalculusView →
- Density of a uniform squaredMediumRandom VariablesCalculusView →
- E[X | X > 0] for a standard normalMediumStatisticsCalculusView →
- Maximize xyz on a planeMediumCalculusView →
- Maximum of x^(1/x)MediumCalculusView →
- Variance of a time-weighted Itô integralMediumCalculusStochastic ProcessesView →
- A function minus its derivativeHardCalculusView →
- Second moment of a Gaussian-kernel stochastic integralHardCalculusStochastic ProcessesView →
- The snow plowHardCalculusView →
- A limit via the cosine seriesMediumCalculus Premium
- By parts over an infinite tailMediumCalculus Premium
- Cheapest open-top boxMediumCalculus Premium
- Classify critical points of x^3 - 3xMediumCalculus Premium
- How fast is the balloon growing?MediumCalculus Premium
- Max rectangle under a parabolaMediumCalculus Premium
- Maximize x + y on the unit circleMediumLinear AlgebraCalculus Premium
- Maximum rate of increaseMediumLinear AlgebraCalculus Premium
- Second moment via the MGFMediumRandom VariablesCalculus Premium
- Volume of revolution of sqrt(x)MediumCalculus Premium
- x^4 coefficient of a composed seriesMediumCalculus Premium
- An arithmetic-geometric seriesHardCalculus Premium
- Quadratic variation of a scaled Itô integralHardCalculusStochastic Processes Premium
- Triangle from three independent sticksHardProbabilityCalculus Premium
Widen the search
This set is a slice of two larger ones. If it is too narrow, start here instead:
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