QuantForcesquant interview practice

Green Book Contest 34

Duration
1h 0m
Problems
5
Total difficulty
7000
Participants
0

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#NameTagsDifficulty
AIrrational number
Green Book · Ch 2 · Brain Teasers
brain-teaserproof-by-contradictionnumber-theoryclassic
900
BDynamic delta hedging
Green Book · Ch 6 · Finance
financeoptionsdelta-hedgingdynamic-replication
1300
CStopping time — BM hits ±1
Green Book · Ch 5 · Stochastic Process and Stochastic Calculus
brownian-motionstopping-timemartingaleitos-lemma
1500
DPrisoner problem
Green Book · Ch 2 · Brain Teasers
brain-teasermodular-arithmeticparityclassic
1600
ECoin toss game (HT sequence)
Green Book · Ch 4 · Probability Theory
probabilityconditionalcoin-tossrecursion
1700