QuantForcesquant interview practice

Green Book Contest 30

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

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#NameTagsDifficulty
AInfinite sequence
Green Book · Ch 2 · Brain Teasers
brain-teaseralgebraself-similar
1000
BCorrelation of Brownian motion and its square
Green Book · Ch 5 · Stochastic Process and Stochastic Calculus
brownian-motioncorrelationmomentsindependence-vs-correlation
1300
CFind min and max in 3n/2 comparisons
Green Book · Ch 7 · Algorithms and Numerical Methods
algorithmscomparisonoptimization
1400
D100th digit
Green Book · Ch 4 · Probability Theory
number-theorybinomial-theoremapproximation
1700
EBlack-Scholes-Merton differential equation
Green Book · Ch 6 · Finance
financeoptionsblack-scholespdeitos-lemma
1700