QuantForcesquant interview practice

Green Book Contest 22

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

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#NameTagsDifficulty
ALight switches
Green Book · Ch 2 · Brain Teasers
brain-teaserlogicencodingclassic
1100
BFirst-order linear ODE
Green Book · Ch 3 · Calculus and Linear Algebra
calculusodelinear-equationintegrating-factor
1300
CCoin toss game
Green Book · Ch 4 · Probability Theory
probabilitysymmetrycoin-toss
1400
DIs sqrt(t) * B_t a martingale?
Green Book · Ch 5 · Stochastic Process and Stochastic Calculus
brownian-motionitos-lemmamartingale
1600
ERisk-neutral density from option prices
Green Book · Ch 6 · Finance
financeoptionsrisk-neutral-densitybreeden-litzenberger
1800