QuantForcesquant interview practice

Red Book Contest 28

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

Sign in to start a virtual contest.

#NameTagsDifficulty
A
Red Book (Heard on the Street) · Ch 4 · Statistics Questions
decision-theoryrisk-aversionvariance
1300
BIntegral involving N(x) cumulative normal
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
calculusintegrationnormal-distribution
1400
CLimit sqrt(x^2+x)-x
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
calculuslimits
1600
D30 days historical sigma^2 for Black-Scholes
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
volatility-estimationhistorical-volatility
1800
E
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
derivativesbarrier-optionsfirst-passage
1900