Problemset
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| # | Name | Tags | Difficulty | Solved by | |
|---|---|---|---|---|---|
| ✓ | dn_s26_q010 | Martingale and option pricing 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s26_q020 | X_t = integral W^2 ds martingale? 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s26_q023 | X_t = W_t^3 - 3tW_t martingale check 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s26_q024 | N_t = W_t^2 - 2tW_t martingale? 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | 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_q010 | Coin sequence — expected tosses for n heads 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_q018 | Stopping time — BM hits ±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_q009 | Cash-or-nothing call at stock-price barrier Green Book · Ch 6 · Finance | x0 | ||
| ✓ | qip_q038 | Random walk hit l before 0 An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews | x0 | ||
| ✓ | rb_ch02_q059 | (**) Call priced at c today expected price tomorrow Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 |