QuantForcesquant interview practice

Red Book Contest 34

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

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#NameTagsDifficulty
ABounded entire complex function
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
complex-analysisliouvilles-theoremproof
1300
BEuropean call and put at zero interest rate
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
optionsput-call-paritypayoff-diagrams
1400
CFirst time after 3 PM when hour and minute hands meet
Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions
geometryclock
1700
DGARCH(1,1) model qualitative
Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions
statisticsgarchtime-series
1700
ERiskless rate zero stock one year either 130 or 70 call value
Red Book (Heard on the Street) · Ch 2 · Derivatives Questions
optionsbinomial-treerisk-neutral
1900