QuantForcesquant interview practice

Green Book Contest 2

Duration
1h 0m
Problems
5
Total difficulty
7000
Participants
0

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#NameTagsDifficulty
AMatching socks
Green Book · Ch 2 · Brain Teasers
brain-teaserpigeonholeclassic
800
BPut-call parity (European)
Green Book · Ch 6 · Finance
financeoptionsput-call-parityno-arbitrage
1200
CMonte Carlo for delta and gamma
Green Book · Ch 7 · Algorithms and Numerical Methods
numerical-methodsmonte-carlogreeksfinite-differences
1400
DAces
Green Book · Ch 4 · Probability Theory
probabilitycombinatoricscard-gameconditional
1500
EColor balls
Green Book · Ch 5 · Stochastic Process and Stochastic Calculus
markov-chainexpected-hitting-timesymmetryconditional
2100