Desk Probability Casebook
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About this resource
A free 11-page casebook of 40 original desk probability cases, with no coin or dice puzzles: stops and barriers, hedged options, backtests and track records, drawdowns, VaR and tails, credit and default correlation, execution and market making, and hedging and research. Each case is a desk question (how often a fairly priced option hedged every day loses money, how much risk a 0.9-correlated hedge leaves, when a drawdown limit hits), worked in a line or two, with what a desk does with it. 11 traps are flagged, and it closes with a page of desk rules of thumb and a 10-question desk test. The download is a zip with the PDF and a runnable notebook for Colab or Jupyter that checks all 40 answers, mostly by simulation.
What you get
- Instant digital delivery by email after purchase
- Written by a practising quantitative risk modeller
- Desk-focused material, not textbook theory
Delivery & refunds
Access is delivered by email immediately after payment. See our refund policy, terms and privacy policy.
Frequently asked questions
How is Desk Probability Casebook delivered?
Access is delivered digitally by email after payment is verified. Keep the purchase email so you can find the delivery link later.
Who is Desk Probability Casebook designed for?
It is designed for quantitative-finance candidates and practitioners who want desk-focused explanations, practical diagnostics and interview-ready reasoning.
Where can I review the price and purchase details?
Use the product details link on this page to review the current price, any available offer and the secure checkout information before buying.
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