Green Book Contest 19
Duration
1h 0m
Problems
5
Total difficulty
7200
Participants
0
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| # | Name | Tags | Difficulty | |
|---|---|---|---|---|
| ✓ | A | Last ball Green Book · Ch 2 · Brain Teasers | brain-teaserinvariantparityclassic | |
| ✓ | B | Basics of integration (sec x) Green Book · Ch 3 · Calculus and Linear Algebra | calculusintegrationtrigonometry | |
| ✓ | C | Gamma of an at-the-money option near maturity Green Book · Ch 6 · Finance | financeoptionsgreeksgammaat-the-money | |
| ✓ | D | Joint default probability Green Book · Ch 4 · Probability Theory | probabilitycorrelationfinanceindicator-variablesbounds | |
| ✓ | E | Dynamic dice game Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | dynamic-programmingbackward-inductiondiceoptimal-stopping |