QuantForcesquant interview practice

Green Book Contest 35

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

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#NameTagsDifficulty
AMultiplication by 7
Green Book · Ch 7 · Algorithms and Numerical Methods
algorithmsbit-manipulationarithmetic-tricks
900
BBull call spread — price boundaries
Green Book · Ch 6 · Finance
financeoptionsbull-spreadno-arbitragebounds
1300
CIs W(t)^3 a martingale?
Green Book · Ch 5 · Stochastic Process and Stochastic Calculus
brownian-motionitos-lemmamartingale
1500
DChameleon colors
Green Book · Ch 2 · Brain Teasers
brain-teasermodular-arithmeticinvariantclassic
1600
EGambler's ruin problem
Green Book · Ch 4 · Probability Theory
probabilityrandom-walkgamblers-ruinrecursion
1700