Each chapter breaks down into theory, interactive problems, and step-by-step solutions. Daily streak unlocks one new problem per day. £5 lifetime for everything.
Screwy pirates, burning ropes, counterfeit coins, and the pigeon-hole principle. The warm-up lap — no formulas required, just clear thinking.
Limits, derivatives, integration, Taylor series, and ODEs. The mathematical engine room of quantitative finance.
Vectors, matrices, eigenvalues, QR/LU/Cholesky decompositions. You'll use these every day as a quant.
Bayes, distributions, expected value, martingales. The single most-tested topic in quant interviews.
Bellman equations, dice games, world series. When the greedy approach fails, DP saves the day.
Wiener processes, stopping times, Itô's lemma. The mathematical foundation of modern derivatives pricing.
Put-call parity, Black-Scholes-Merton, the Greeks. The reason the green book exists.
Bull spreads, straddles, binary options, exchange options. How to combine options to express any view.
Portfolio optimization, VaR, duration and convexity, forwards and futures, interest rate models.
Sorting, searching, Fibonacci, max subarray. The CS lap of the interview circuit.
Monte Carlo simulation, finite difference methods. When closed-form solutions don't exist.