QuantForcesquant interview practice

Red Book Contest 3

Duration
1h 0m
Problems
5
Total difficulty
8000
Participants
0

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#NameTagsDifficulty
ATwo jars 100 marbles blindfolded
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
probabilityoptimizationpuzzle
1200
BLily pad doubling 30 days
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
exponential-growthpuzzle
1500
CContinuously compounded annual variance
Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions
financevolatility-scaling
1500
DJump diffusion processes
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
stochastic-processesjump-diffusion
1700
EBlack-Scholes 3-month ATM call IV mental calc
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
optionsmental-mathapproximation
2100