Green Book Contest 18
Duration
1h 0m
Problems
5
Total difficulty
7200
Participants
0
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| # | Name | Tags | Difficulty | |
|---|---|---|---|---|
| ✓ | A | River crossing Green Book · Ch 2 · Brain Teasers | brain-teaserlogicoptimizationclassic | |
| ✓ | B | Basics of derivatives Green Book · Ch 3 · Calculus and Linear Algebra | calculusderivativechain-rulelogarithm | |
| ✓ | C | Estimate ATM call value (Brenner-Subrahmanyam) Green Book · Ch 6 · Finance | financeoptionsapproximationblack-scholesimplied-volatility | |
| ✓ | D | Coupon collection Green Book · Ch 4 · Probability Theory | probabilityexpectationcoupon-collectorgeometric-distributionindicator-variables | |
| ✓ | E | World series (binomial-tree betting) Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | dynamic-programmingbackward-inductionbinomial-treebetting |