Determinant Derivative - Quant Trader Interview Question
Difficulty: Hard
Category: Data Science
Practice quant interview questions from top firms including Jane Street, Citadel, Two Sigma, DE Shaw, and other leading quantitative finance companies.
Topics: linear-algebra, matrix-calculus, derivatives, determinant
Problem Description
Let $X$ be an invertible $n \times n$ matrix. What is the derivative of the determinant of $X$, $\det(X)$, with respect to $X$?
Express your answer using matrix notation. Remember that the derivative of a scalar with respect to a matrix is a matrix of the same size.
Practice this hard trader interview question on MyntBit - the all-in-one quant learning platform with 200+ quant interview questions for Jane Street, Citadel, Two Sigma, and other top quantitative finance firms.