QuantForcesquant interview practice

Green Book Contest 29

Duration
1h 0m
Problems
5
Total difficulty
7100
Participants
0

Sign in to start a virtual contest.

#NameTagsDifficulty
ABurning ropes
Green Book · Ch 2 · Brain Teasers
brain-teaserlogicclassic
1000
BDice game (via Wald's equality)
Green Book · Ch 5 · Stochastic Process and Stochastic Calculus
martingalewalds-equalityexpectationdicegeometric-distribution
1300
CRandom permutation — sequential character pick
Green Book · Ch 7 · Algorithms and Numerical Methods
algorithmsrandomizedreservoir-samplingonline
1400
DScrewy pirates 2
Green Book · Ch 4 · Probability Theory
combinatoricssecret-sharingcryptography
1700
EPut arbitrage (strikes 80 and 90)
Green Book · Ch 6 · Finance
financeoptionsarbitrageconvexity
1700