QuantForcesquant interview practice

Green Book Contest 4

Duration
1h 0m
Problems
5
Total difficulty
7300
Participants
0

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#NameTagsDifficulty
ACard game (dealer always wins)
Green Book · Ch 2 · Brain Teasers
brain-teasercard-gamesymmetryinvariant
1200
BImplied volatility and volatility smile
Green Book · Ch 6 · Finance
financeoptionsimplied-volatilityvolatility-smileblack-scholes
1200
CVariance reduction techniques
Green Book · Ch 7 · Algorithms and Numerical Methods
numerical-methodsmonte-carlovariance-reduction
1400
DDart game
Green Book · Ch 4 · Probability Theory
probabilitysymmetryorder-statistics
1500
ECoin triplets — Penney's ante (choose your sequence)
Green Book · Ch 5 · Stochastic Process and Stochastic Calculus
markov-chainpenneys-antecoin-tossnon-transitivegame-theory
2000