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| # | Name | Tags | Difficulty | Solved by | |
|---|---|---|---|---|---|
| ✓ | gb_ch02_q001 | Screwy pirates Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q002 | Tiger and sheep Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q003 | River crossing Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q004 | Birthday problem (Cheryl-style) Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q005 | Card game (dealer always wins) Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q006 | Burning ropes Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q007 | Defective ball Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q008 | Trailing zeros Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q009 | Horse race Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q010 | Infinite sequence Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q011 | Box packing Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q012 | Calendar cubes Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q013 | Door to offer Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q014 | Message delivery Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q015 | Last ball Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q016 | Light switches Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q017 | Quant salary Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q018 | Coin piles Green Book · Ch 2 · Brain Teasers | x1 | ||
| ✓ | gb_ch02_q019 | Mislabeled bags Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q020 | Wise men Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q021 | Clock pieces Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q022 | Missing integers Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q023 | Counterfeit coins I Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q024 | Glass balls Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q025 | Matching socks Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q026 | Handshakes Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q027 | Have we met before? Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q028 | Ants on a square Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q029 | Counterfeit coins II Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q030 | Prisoner problem Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q031 | Division by 9 Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q032 | Chameleon colors Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q033 | Coin split problem Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q034 | Chocolate bar problem Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q035 | Race track Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q036 | Irrational number Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch02_q037 | Rainbow hats Green Book · Ch 2 · Brain Teasers | x0 | ||
| ✓ | gb_ch03_q001 | Basics of derivatives Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q002 | Maximum and minimum Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q003 | L'Hospital's rule Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q004 | Basics of integration (ln x) Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q005 | Basics of integration (sec x) Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q006 | Applications of integration (two cylinders) Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q007 | Snow plow problem Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q008 | Expected value using integration Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q009 | Gaussian integral Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q010 | Taylor series — i^i Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q011 | Bernoulli inequality via Taylor Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q012 | Newton's method — square root Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q013 | Alternative root-finding algorithms Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q014 | Lagrange multipliers — distance to plane Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q015 | Separable ODE (exponential) Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q016 | Separable ODE (substitution) Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q017 | First-order linear ODE Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q018 | Homogeneous linear ODE Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q019 | Nonhomogeneous linear ODEs Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q020 | Vectors — correlation bounds via geometry Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q021 | Linear least squares algorithm Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q022 | Eigenvalues and eigenvectors of a 2x2 matrix Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q023 | Correlation bounds via positive semidefiniteness Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q024 | Generate correlated normals via Cholesky Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch04_q001 | Coin toss game Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q002 | Card game Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q003 | Drunk passenger Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q004 | N points on a circle Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q005 | Poker hands Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q006 | Hopping rabbit Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q007 | Screwy pirates 2 Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q008 | Chess tournament Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q009 | Application letters Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q010 | Birthday problem Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q011 | 100th digit Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q012 | Cubic of integer Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q013 | Boys and girls Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q014 | All-girl world? Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q015 | Unfair coin Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q016 | Fair probability from an unfair coin Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q017 | Dart game Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q018 | Birthday line Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q019 | Dice order Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q020 | Monty Hall problem Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q021 | Amoeba population Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q022 | Candies in a jar Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q023 | Coin toss game (HT sequence) Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q024 | Russian roulette series Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q025 | Aces Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q026 | Gambler's ruin problem Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q027 | Basketball scores Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q028 | Cars on road Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q029 | Meeting probability Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q030 | Probability of triangle Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q031 | Property of Poisson process Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q032 | Moments of normal distribution Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q033 | Connecting noodles Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q034 | Optimal hedge ratio Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q035 | Dice game Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q036 | Card game (aces position) Green Book · Ch 4 · Probability Theory | x1 | ||
| ✓ | gb_ch04_q037 | Sum of random variables Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q038 | Coupon collection Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q039 | Joint default probability Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q040 | Expected value of max and min Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q041 | Correlation of max and min Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch04_q042 | Random ants Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch05_q001 | Gambler's ruin problem (biased) Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q002 | Dice question (sum 12 vs two 7s) Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q003 | Coin triplets — expected hitting times Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q004 | Coin triplets — HHH before THH Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q005 | Coin triplets — Penney's ante (choose your sequence) Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q006 | Color balls Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q007 | Drunk man Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q008 | Dice game (via Wald's equality) Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q009 | Ticket line (ballot problem) Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q010 | Coin sequence — expected tosses for n heads Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q011 | Dice game (3 rolls, dynamic programming) Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q012 | World series (binomial-tree betting) Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q013 | Dynamic dice game Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q014 | Dynamic card game Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q015 | Brownian motion definition and properties Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q016 | Correlation of Brownian motion and its square Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q017 | P(B_1 > 0 and B_2 < 0) Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q018 | Stopping time — BM hits ±1 Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q019 | First passage time Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q020 | BM hits 3 before -5 (with/without drift) Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q021 | Generalized Wiener process reaches -1 Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q022 | Is sqrt(t) * B_t a martingale? Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q023 | Is W(t)^3 a martingale? Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch06_q001 | Price direction of options Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q002 | Put-call parity (European) Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q003 | American vs European calls Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q004 | Put arbitrage (strikes 80 and 90) Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q005 | Black-Scholes-Merton differential equation Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q006 | Assumptions behind Black-Scholes Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q007 | Derive Black-Scholes via risk-neutral expectation Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q008 | Derive Black-Scholes by solving the PDE Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q009 | Cash-or-nothing call at stock-price barrier Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q010 | Value of 1/S at maturity Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q011 | Delta of European call (non-dividend stock) Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q012 | Delta of at-the-money call Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q013 | Dynamic delta hedging Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q014 | Estimate ATM call value (Brenner-Subrahmanyam) Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q015 | Gamma of an at-the-money option near maturity Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q016 | When does a European option have positive theta? Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q017 | Delta-hedged call: gamma vs theta Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q018 | Implied volatility and volatility smile Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q019 | Constant vs random volatility — which call is more expensive? Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q020 | Risk-neutral density from option prices Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q021 | Bull call spread — price boundaries Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q022 | Straddle Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q023 | Binary (cash-or-nothing) option pricing Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q024 | Exchange option (Margrabe formula) Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q025 | Portfolio optimization (two stocks) Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q026 | Value at risk (VaR) Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q027 | Duration and convexity Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q028 | Inverse floater pricing Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q029 | Forward vs futures contracts Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q030 | Interest rate models Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch07_q001 | Number swap (without temp variable) Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q002 | Unique elements in a sorted array Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q003 | Horner's algorithm Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q004 | Moving average Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q005 | Sorting algorithms (3 with complexity) Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q006 | Random permutation — shuffle 52 cards Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q007 | Random permutation — sequential character pick Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q008 | Find min and max in 3n/2 comparisons Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q009 | First nonzero element in array Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q010 | Search in sorted matrix Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q011 | Fibonacci numbers — efficient computation Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q012 | Maximum contiguous subarray (Kadane's algorithm) Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q013 | Power of 2 Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q014 | Multiplication by 7 Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q015 | Probability simulation with a fair coin Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q016 | Poisonous wine Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q017 | Monte Carlo for European call Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q018 | Generate normal random variables from uniform Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q019 | Variance reduction techniques Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q020 | Monte Carlo for delta and gamma Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q021 | Monte Carlo estimate of pi Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q022 | Finite difference methods Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q023 | Stability of explicit finite difference Green Book · Ch 7 · Algorithms and Numerical Methods | x0 |