Quant Interview Notes
Overview
Quant Interview Notes is a structured collection of study notes for quantitative finance interviews, covering probability, statistics, derivatives, stochastic calculus, numerical methods, coding, and mock interview preparation.
The project is designed as a long-term learning and review system for quant research, quant trading, risk, and derivatives-related roles.
Main Topics
- Probability and statistics
- Stochastic processes
- Brain teasers and interview questions
- Derivatives pricing and Greeks
- Black-Scholes-Merton model
- Binomial trees and Monte Carlo methods
- PDE and finite-difference methods
- Stochastic calculus
- Python and numerical coding
- Mock interviews and behavioural preparation
Project Structure
The notes are organised into multiple volumes:
- Volume 1: Probability, Statistics, and Brain Teasers
- Volume 2: Derivatives, Greeks, Models, and Stochastic Calculus
- Volume 3: Coding, Numerical Methods, Python, and Algorithms
- Volume 4: Full Mock Interviews and Behavioural Questions
- Volume 5: Study Plan and Review Schedule
Purpose
This project helps me systematically prepare for quantitative finance interviews while also building a public knowledge base that demonstrates my technical preparation, writing ability, and interest in financial modelling.