QuantForcesquant interview practice

Green Book Contest 26

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

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#NameTagsDifficulty
AEigenvalues and eigenvectors of a 2x2 matrix
Green Book · Ch 3 · Calculus and Linear Algebra
linear-algebraeigenvalueseigenvectorsmatrix
1100
BOptimal hedge ratio
Green Book · Ch 4 · Probability Theory
probabilityfinancevarianceoptimizationhedging
1300
CBoys and girls
Green Book · Ch 4 · Probability Theory
probabilityconditionalbayesclassic
1400
DWise men
Green Book · Ch 2 · Brain Teasers
brain-teaserlogiccommunicationclassic
1700
ECoin triplets — expected hitting times
Green Book · Ch 5 · Stochastic Process and Stochastic Calculus
markov-chainexpected-hitting-timecoin-toss
1700