Green Book Contest 23
Duration
1h 0m
Problems
5
Total difficulty
7200
Participants
0
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| # | Name | Tags | Difficulty | |
|---|---|---|---|---|
| ✓ | A | Cars on road Green Book · Ch 4 · Probability Theory | probabilityindependencepoisson | |
| ✓ | B | Generate correlated normals via Cholesky Green Book · Ch 3 · Calculus and Linear Algebra | linear-algebracholesky-decompositionmonte-carlocorrelationnormal-distribution | |
| ✓ | C | Glass balls Green Book · Ch 2 · Brain Teasers | brain-teaseroptimizationbinary-search-variantclassic | |
| ✓ | D | Dice game (3 rolls, dynamic programming) Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | dynamic-programmingbackward-inductiondiceoptimal-stopping | |
| ✓ | E | Inverse floater pricing Green Book · Ch 6 · Finance | financefixed-incomeinverse-floaterdurationreplication |