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, all free to practise. The split is 1 easy, 16 medium, 6 hard.
- Where x squared log x bottoms outEasyCalculusView →
- A limit via the cosine seriesMediumCalculusView →
- By parts over an infinite tailMediumCalculusView →
- Cheapest open-top boxMediumCalculusView →
- Classify critical points of x^3 - 3xMediumCalculusView →
- Density of a uniform squaredMediumRandom VariablesCalculusView →
- E[X | X > 0] for a standard normalMediumStatisticsCalculusView →
- How fast is the balloon growing?MediumCalculusView →
- Max rectangle under a parabolaMediumCalculusView →
- Maximize x + y on the unit circleMediumLinear AlgebraCalculusView →
- Maximize xyz on a planeMediumCalculusView →
- Maximum of x^(1/x)MediumCalculusView →
- Maximum rate of increaseMediumLinear AlgebraCalculusView →
- Second moment via the MGFMediumRandom VariablesCalculusView →
- Variance of a time-weighted Itô integralMediumCalculusStochastic ProcessesView →
- Volume of revolution of sqrt(x)MediumCalculusView →
- x^4 coefficient of a composed seriesMediumCalculusView →
- A function minus its derivativeHardCalculusView →
- An arithmetic-geometric seriesHardCalculusView →
- Quadratic variation of a scaled Itô integralHardCalculusStochastic ProcessesView →
- Second moment of a Gaussian-kernel stochastic integralHardCalculusStochastic ProcessesView →
- The snow plowHardCalculusView →
- Triangle from three independent sticksHardProbabilityCalculusView →
Widen the search
This set is a slice of two larger ones. If it is too narrow, start here instead:
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