Learn · calculate · explain · implement

A map of quant knowledge

Use this as a connected foundation for quant-development interviews: mathematics, reasoning, numerical pricing, risk and execution. Each topic has an entry point and assumptions to check.

Choose a route

Pricing and computational finance

Build from calculus and probability into replication, risk-neutral valuation, trees and Monte Carlo. Compare numerical errors before trusting a price, then inspect hedging limitations.

Replication → Trees → Monte Carlo error → PDE stability

Interview reasoning practice

Explore forty original brain-teaser families: logic and invariants, counting and probability, expectation and stopping, games and decisions. Attempt first, then compare assumptions and reasoning. Changed numbers help practise a technique; an answer alone does not prove you can explain it.

Search the topic map and reference cards

Quick reference: formula, meaning, assumptions

Reconstruct the argument before using the formula. These cards are memory prompts; the linked lessons supply the worked calculations and practice. The module filter above applies to lessons; the search applies to both lessons and cards.

Coverage limits and sensible next specialisms

This compendium is a broad introduction, not a complete professional syllabus. Dedicated treatment of credit/default modelling, yield-curve construction and stochastic rates, volatility-surface calibration, advanced econometrics, market-data engineering and C++ systems performance remains future work. Start a specialism once you can independently explain and implement the relevant foundations.

One-hour labels are active-study budgets, not timed learner validation. The generated practice bank and diagnostic cover selected techniques; they do not yet adapt to every new lesson. Use each new lesson’s own questions and experiments for its checks.