Financial Engineering Study Guide
A practical, no-fluff study guide for people preparing for quant and financial-engineering interviews — and for self-study of the core toolkit: discounting, fixed income, derivatives, risk, and portfolio theory.
How to use this guide
- Each topic in the left nav is a standalone page you can read in ~10 minutes.
- Every page follows the same shape: why it matters, core concepts, a mental model, interview questions with brief answer keys, and a short watch list of verified YouTube videos.
- Topics are ordered roughly from foundational to applied. You can read them in order, or jump straight to the topic you need.
- Interview badges tell you where to spend prep time: 🎯 Frequent, Occasional, or Background.
- Nothing here requires a backend, market data, an API key, or a login — it’s just reading.
Roadmap
| # | Topic | Interview |
|---|---|---|
| 01 | TVM / discounting | 🎯 Frequent |
| 02 | Bonds & duration/convexity | 🎯 Frequent |
| 03 | Forwards / futures | 🎯 Frequent |
| 04 | Options payoff & Greeks | 🎯 Frequent |
| 05 | Black–Scholes intuition | 🎯 Frequent |
| 06 | Binomial trees | Occasional |
| 07 | Monte Carlo pricing | 🎯 Frequent |
| 08 | Interest-rate curves / swaps intro | 🎯 Frequent |
| 09 | Credit risk / CDS intro | Occasional |
| 10 | Portfolio theory & Markowitz | 🎯 Frequent |
| 11 | VaR / risk measures | 🎯 Frequent |
| 12 | Volatility & smiles | Occasional |
| 13 | Hedging & Greeks in practice | 🎯 Frequent |
| 14 | Interview case patterns | 🎯 Frequent |
Contributing
See CONTRIBUTING.md. Short version: keep topics tight, verify every link yourself, don’t invent scope.