QuantForcesquant interview practice

Green Book Contest 20

Duration
1h 0m
Problems
5
Total difficulty
7200
Participants
0

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#NameTagsDifficulty
ABirthday problem
Green Book · Ch 4 · Probability Theory
probabilitybirthday-problemclassic
1100
BBernoulli inequality via Taylor
Green Book · Ch 3 · Calculus and Linear Algebra
calculustaylor-seriesinductionbernoulli-inequality
1300
CScrewy pirates
Green Book · Ch 2 · Brain Teasers
brain-teasergame-theorybackward-inductionclassic
1500
DAmerican vs European calls
Green Book · Ch 6 · Finance
financeoptionsamerican-optionsput-call-parity
1500
EBM hits 3 before -5 (with/without drift)
Green Book · Ch 5 · Stochastic Process and Stochastic Calculus
brownian-motiondriftoptional-stoppingexponential-martingale
1800