Nine books, four jobs. Two teach probability from the start, one is fifty short probability problems, four are collections of interview questions, and two are about derivatives. A collection of interview questions read before a probability textbook is a book of problems that cannot be started yet.
A quant interview is a job interview for work in quantitative finance, where people use maths, statistics and code to price things and manage risk in markets. This page groups nine books for it by the stage they help with. The groups are in the order to read them. Inside a group, the order is alphabetical by author, and it is not a ranking.
How this page was written: every fact about a book comes from the author's or publisher's own page, or from a library catalogue, read on 8 November 2026. We did not copy, quote or retell any problem from any of these books, and you will not find one here. Prices are left out, because they change and differ by country. Nothing here promises a job.
Stage 1: learn probability properly
Probability is the maths of chance: how likely each outcome is, and what happens on average. In our view, interview problems are easier after a probability textbook, so one comes first.
- Introduction to Probability, by Joseph K. Blitzstein and Jessica Hwang. Second edition, 2019, Chapman & Hall (publisher page). The publisher says it was developed from Harvard statistics lectures. The authors' domain, probabilitybook.net, links to a free PDF of the book.
- A First Course in Probability, by Sheldon Ross. Tenth edition, Pearson (publisher page). The publisher calls it an elementary introduction to probability theory.
In our view, one of the two is enough. Work the exercises, not only the text.
Stage 2: short problems, to build speed
- Fifty Challenging Problems in Probability with Solutions, by Frederick Mosteller. First published in 1965 (Open Library work record). The Dover edition is dated 1987 (Open Library record).
The Dover record lists 88 pages, and the title says it comes with solutions. In our view, that makes it a bridge between a textbook and an interview collection.
Stage 3: interview question collections
These four are books of questions with solutions, written for interviews.
- Heard on the Street: Quantitative Questions from Wall Street Job Interviews, by Timothy Falcon Crack. Revised 27th edition, September 2026 (author's page). More below.
- Quant Job Interview Questions and Answers, by Mark Joshi, Nick Denson and Andrew Downes, as named on a 2012 catalogue record (Open Library). A 2013 edition is also in the catalogue (Open Library record).
- 150 Most Frequently Asked Questions on Quant Interviews, by Dan Stefanica, Radoš Radoičić and Tai-Ho Wang. Third edition, November 2024, Financial Engineering Press (publisher page). The publisher says it holds over 200 questions, and that this edition adds statistics and machine learning questions for the first time, plus new questions in C++, data structures, finance, maths and brainteasers (short logic puzzles).
- A Practical Guide to Quantitative Finance Interviews, by Xinfeng Zhou, often called the Green Book. A 2008 edition is in the catalogue (Open Library record). A 2020 printing by the author is in the catalogue (Open Library record). More below.
Stage 4: the finance behind the questions
A derivative is a contract whose value depends on something else, such as a share price. An Option is one kind: the right, but not the duty, to buy or sell at a set price later.
- Options, Futures, and Other Derivatives, by John C. Hull. Eleventh edition, Pearson (publisher page).
- Frequently Asked Questions in Quantitative Finance, by Paul Wilmott. Second edition, 2009, Wiley (publisher page). The publisher says it covers both theory and practice.
Hull is a full textbook. Wilmott's title says it is built around frequently asked questions.
Green Book vs Heard on the Street
Both are collections of interview questions. Here is what can be checked about each, side by side.
| Heard on the Street | The Green Book | |
|---|---|---|
| Author | Timothy Falcon Crack | Xinfeng Zhou |
| Earliest year found | 1995 (copyright line on the author's page) | 2008 (catalogue record) |
| Newest edition found | Revised 27th edition, September 2026 (author's page) | A 2020 printing by the author (catalogue record) |
| What the author says it covers | 247 quantitative questions with detailed solutions, on pure quant and logic, financial economics (how markets set prices), derivatives and statistics | We found no author or publisher page that describes it |
| Non-quant questions | The author says it adds 278 non-quantitative interview questions, and a section on interview technique | Not stated on any page we could read |
What this means for choosing:
- If you also want practice with the non-maths questions an interviewer asks, the author of Heard on the Street says his book carries them.
- For the Green Book, the full title says what it is for: quantitative finance interviews. Before you buy it, look at the table of contents in a bookseller's preview and check that its topics match the role you are applying for.
- Either way, in our view a collection works best after Stage 1. A problem you cannot start teaches less than one you start and get stuck on.
We do not say one is better. They have different authors, different ages and, by the author's own account in one case, different contents.
Practising beyond the books
Thuztra Learn is our product, and it is not a book, so it is not in the groups above. It keeps a bank of interview questions and quant puzzles, with statements and worked answers written by us, though some set-ups are classic problems. Two interview questions have free worked answers: quoting into a lopsided book and twenty vol, and what it says about tomorrow. For which subjects each role needs, see the quant roadmap by role. Membership is a paid subscription: see what Thuztra Learn is and what it costs.
Testing whether a book is working
After a chapter, close the book and try one problem from the end of that chapter on paper. You know the book is working if you can start the problem without looking back.
Two things go wrong most often. Every problem feels impossible: go back one stage. Or every problem feels easy: move on to the next stage.
Fine print: the authors and publishers above are named only as makers of the books. They have no link to Thuztra. Education only, not advice.
In short
Learn probability from a textbook first, practise on short problems second, and only then work through an interview collection. Choose between the Green Book and Heard on the Street by what you need: the author of Heard on the Street says his book also carries non-quant questions.
Terms used here
Related
The quant roadmap by role, in quantitative finance
What to learn, in order, for a quant trader, researcher, developer or analyst. One shared start, four branches, and a plain list of which steps Thuztra Learn teaches and which it does not.
How to become a quant in India, in quantitative finance
The subjects to learn, the Indian degrees and entrance tests that teach the maths, free courses from Indian institutes, and Indian market data to practise on. Every link goes to the official page.
The four quant jobs
Researcher, trader, developer and risk, described by what each actually does all day. One rule followed through all four desks, and the places where the four of them disagree.
Getting into quant from any college
Not from a top college? What Jane Street, Citadel Securities, Optiver and WorldQuant say on their own pages about degrees, GPA, tests and who can apply, plus what is free to practise on today.
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- How to become a quant in the UK and Europe, in quantitative finance
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Topics
- interview preparation
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- careers
- getting started