A Practical Guide to Quantitative Finance Interviews
Contents

Notations

NotationMeaning
∀\forallfor each/for every/for all
∃\existsthere exists
∴\thereforetherefore
A⇒BA\Rightarrow Bwhenever A is true, B is also true
s.t.such that
a∧ba\wedge bthe minimum of aa and bb
a∨ba\vee bthe maximum of aa and bb
∑i=1nxi\displaystyle\sum_{i=1}^{n}x_ix1+x2+⋯+xnx_1+x_2+\cdots+x_n
∏i=1nxi\displaystyle\prod_{i=1}^{n}x_ix1×x2×⋯×xnx_1\times x_2\times\cdots\times x_n
n!n!factorial of nonnegative integer nn, n!=∏i=1ni\displaystyle n!=\prod_{i=1}^{n}i (0!=10!=1)
x%yx\%ymodulo operation
Φ\Phiempty set
∫f(x) dx\int f(x)\,dxindefinite integral of f(x)f(x)
∫abf(x) dx\displaystyle\int_a^b f(x)\,dxdefinite integral of f(x)f(x) from aa to bb
x+x^+max⁡(x,0)\max(x,0)
N(μ,σ2)N(\mu,\sigma^2)normal distribution with mean μ\mu and variance σ2\sigma^2
cdfcumulative density function
pdfprobability density function