QuantForcesquant interview practice

Green Book Contest 21

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

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#NameTagsDifficulty
ADice order
Green Book · Ch 4 · Probability Theory
probabilitydicecombinatorics
1100
BLagrange multipliers — distance to plane
Green Book · Ch 3 · Calculus and Linear Algebra
calculuslagrange-multipliersoptimizationgeometry
1300
CHorse race
Green Book · Ch 2 · Brain Teasers
brain-teaserlogictournamentoptimizationclassic
1500
DDelta of European call (non-dividend stock)
Green Book · Ch 6 · Finance
financeoptionsgreeksdeltablack-scholes
1500
EGeneralized Wiener process reaches -1
Green Book · Ch 5 · Stochastic Process and Stochastic Calculus
brownian-motiondriftoptional-stoppingexponential-martingale
1800