Calculus Interview Questions for Quant Researchers
Quant Researchers get asked calculus differently from other quant roles - the emphasis shifts with what the job actually does. This is that slice.
72 questions, all free to practise. The split is 10 easy, 49 medium, 13 hard.
- A limit that hides a difference of logsEasyCalculusView →
- A mixed second partial derivativeEasyCalculusView →
- A race between two small-angle ratesEasyCalculusView →
- Normalizing a tilted densityEasyRandom VariablesCalculusView →
- Ripple on a pondEasyCalculusView →
- Slope of a product at a special pointEasyCalculusView →
- Tangent-minus-sine third-order limitEasyCalculusView →
- The peak of a decaying pulseEasyCalculusView →
- When the colony outgrows its life supportEasyBrainteasersCalculusView →
- Where x squared log x bottoms outEasyCalculusView →
- A cube root by tangent lineMediumCalculusView →
- A divergent reciprocal expectationMediumRandom VariablesCalculusView →
- A ladder slipping in oilMediumCalculusView →
- A limit via the cosine seriesMediumCalculusView →
- A point near the cone's baseMediumProbabilityCalculusView →
- An integral by symmetryMediumCalculusView →
- Arc length of a curveMediumCalculusView →
- Balloon related ratesMediumCalculusView →
- By parts over an infinite tailMediumCalculusView →
- Cheapest open-top boxMediumCalculusView →
- Classify critical points of x^3 - 3xMediumCalculusView →
- Convergence of the integral of x^(-p)MediumCalculusView →
- Definite integral of x e^x on [0,1]MediumCalculusView →
- Density of a uniform squaredMediumRandom VariablesCalculusView →
- Derivative of xˣMediumCalculusView →
- Double integral of x + y over the unit squareMediumCalculusView →
- E[X | X > 0] for a standard normalMediumStatisticsCalculusView →
- Expectation of −2 ln UMediumRandom VariablesCalculusView →
- How fast is the balloon growing?MediumCalculusView →
- How fast the bubble's skin growsMediumCalculusView →
- Implicit differentiation on a circleMediumCalculusView →
- Integral by substitution: 2x e^(x^2)MediumCalculusView →
- Integrating arctangent by partsMediumCalculusView →
- Largest pen against a riverMediumCalculusView →
- Leibniz rule derivative at x = 1MediumCalculusView →
- Limit of x ln x as x to 0+MediumCalculusView →
- Limit of x^100 over e^xMediumCalculusView →
- MLE at a boundaryMediumStatisticsCalculusView →
- 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 →
- Mean value theorem for x^2MediumCalculusView →
- Median of a linear densityMediumRandom VariablesCalculusView →
- Newton's division-free reciprocalMediumCalculusView →
- Rate of a growing shadowMediumCalculusView →
- Resonance in undetermined coefficientsMediumCalculusView →
- Second moment via the MGFMediumRandom VariablesCalculusView →
- The Gaussian integralMediumCalculusView →
- Two uniforms summing below a halfMediumProbabilityRandom VariablesView →
- Two uniforms summing past 1.5MediumProbabilityCalculusView →
- Value of iⁱMediumCalculusView →
- Variance of a time-weighted Itô integralMediumCalculusStochastic ProcessesView →
- Volume of revolution of sqrt(x)MediumCalculusView →
- Volume where two cylinders crossMediumCalculusView →
- Where the slope is steepest downhillMediumCalculusView →
- Within distance d on the unit intervalMediumProbabilityCalculusView →
- x^4 coefficient of a composed seriesMediumCalculusView →
- A flea's shortest escape across a boxHardBrainteasersCalculusView →
- A function minus its derivativeHardCalculusView →
- A telescoping partial-fraction sumHardCalculusView →
- Absorption in naive floating-point summationHardCalculusProgramming & DSAView →
- An arithmetic-geometric seriesHardCalculusView →
- Buffon's needleHardProbabilityCalculusView →
- Cubes over the terminating denominatorsHardBrainteasersCalculusView →
- Exponential martingale compensatorHardCalculusStochastic ProcessesView →
- 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 →
- Two Newton iterations for a square rootHardCalculusProgramming & DSAView →
Widen the search
This set is a slice of two larger ones. If it is too narrow, start here instead:
Practise these free
Create a free account to check your answers, track what you have solved, and run the timed simulators.