QuantForcesquant interview practice

Green Book Contest 5

Duration
1h 0m
Problems
4
Total difficulty
6200
Participants
0

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#NameTagsDifficulty
AMonte Carlo for European call
Green Book · Ch 7 · Algorithms and Numerical Methods
numerical-methodsmonte-carlooption-pricing
1300
BHave we met before?
Green Book · Ch 2 · Brain Teasers
brain-teaserpigeonholeramsey-theoryclassic
1500
CDelta-hedged call: gamma vs theta
Green Book · Ch 6 · Finance
financeoptionsdelta-hedginggammathetabsm-pde
1500
DRussian roulette series
Green Book · Ch 4 · Probability Theory
probabilityconditionalstrategydecision-theory
1900