KomFi. Academy

Quantitative Finance Prep (quant finance)

Quantitative finance practice questions — stochastic calculus, options pricing, Greeks, probability brainteasers, linear algebra, time series, and risk math. Built for quant trading, research, and risk interviews.

Start free Quantitative Finance prep: 2,182 questions with full explanations →

Quantitative Finance practice by topic

How do I prepare for a quant interview?

Three muscle groups: probability/brainteasers at speed, stochastic calculus and derivatives pricing on paper, and statistics/ML fundamentals. KomFi gives you 2,182 quant practice questions with full derivations — the daily rep structure interviews reward.

How do I learn quantitative finance?

Mathematics first (probability, linear algebra, calculus), then the finance layer (pricing, hedging, risk), then computation. Worked problems beat passive reading at every stage — every question here carries its full derivation.

What math do I need for quantitative finance?

Probability theory and stochastic processes, linear algebra, multivariable calculus, and statistics through regression and time series. The bank drills each at interview depth, including Itô calculus and martingale arguments.

Free Quantitative Finance practice questions

  1. Given a continuously compounded risk-free rate of 5%, what is the price of the corresponding European put…
  2. When pricing a 'Digital' (or Binary) call option near expiry with the spot price very close to the strike…
  3. In the context of the Black-Scholes PDE, the Greek 'Theta' (Theta) measures the sensitivity of the option…
  4. Based on put-call parity, what is the arbitrage-free relationship?
  5. When calibrating a Heston stochastic volatility model, a… Does this calibration satisfy the Feller condition…
  6. If the risk-neutral probability of an up move is p = 0.6 and the risk-free rate is zero, what is the price of…
  7. If the underlying stock price S moves by +$2.00 over a very short interval, what is the estimated…
  8. Consider a European call and put on a non-dividend-paying stock with S_0 = $60, K = $58, T = 0.5, and r = 4%…
  9. A trader buys a bull call spread by purchasing a call at… What is the maximum possible profit for this…
  10. If the risk-free growth factor over the period is 1.02, what is the risk-neutral probability p^* of an up…
  11. If the underlying asset moves by $3 in one day, what is the approximate net profit or loss for the day?
  12. What is the minimum stock price move (either direction) required in one day for the trader to break even?
  13. If the risk-free growth factor is e^rT = 1.02, what is the risk-neutral probability p^* of an upward move?
  14. What is the value of the d_1 parameter in the Black-Scholes formula?
  15. If the terminal nodes for the stock are 132.69, 100.00, and 75.36, what is the estimated value of the put…
  16. A trader is long 50,000 shares worth of options with a per-share gamma of Gamma = 0.04 and a daily theta of…
  17. If the underlying asset moves by Δ S = $1.50 over one day, and the risk-free rate is negligible, what is the…
  18. If the stock price is $50, the strike is $52, expiry is 6 months, the rate is 4%, and the volatility is 35%…
  19. If their correlation is ρ = 0.40, what is the 'spread volatility' hatσ required to price an exchange option…
  20. Given S_0 = 50, K = 52, r = 4%, T = 0.5, and a risk-neutral probability of finishing in-the-money of 42%…
  21. What is the risk-neutral value of a European put with a strike of $100?
  22. If the risk-free growth factor over the period is 1.02, what is the risk-neutral probability p^* of an up…
  23. According to Put-Call Parity (C - P = S_0 - Ke^-rT), is there an arbitrage opportunity?
  24. A lookback call option with a floating strike allows the… Why is this exotic option significantly more…
  25. In the Black-Scholes-Merton PDE, which parameter's absence confirms the principle of risk-neutral valuation?

More ways to study Quantitative Finance

Related topics