Formula sheets

Quant math cheat sheets

The formulas you need in an interview, on one page each.

Probability Cheat Sheet

Core probability rules, conditioning, Bayes and independence for quant interviews.

Linearity, indicators, tail sums, conditional expectation and variance identities.

Permutations, combinations, stars and bars, inclusion–exclusion and derangements.

Means, variances and key facts for the distributions that appear in quant interviews.

Black–Scholes prices, put–call parity and the Greeks, with intuition for each.

Brownian motion, Itô's lemma, martingales and random walks.