New here? Start with one of these
Expected Maximum of DicestandardProbability & Statistics
Easy
Put-Call ParitystandardPricing
Easy
The Best ConstantstandardCalculus & Analysis
Easy
Circular TradingstandardGraphs & NetworksCombinatorics
Easy
Fixed PointstandardNumerical Methods
Easy
Type
All Types Standard Optimization Prediction
Topic
All Topics Calculus & Analysis Probability & Statistics Combinatorics Stochastic Calculus Martingales & Stopping Pricing Portfolio Optimization Games & Strategy Time Series Simulation & Monte Carlo Numerical Methods Linear Algebra Graphs & Networks
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22 problems
1.Piecewise Volatility BarrierstandardPricing
Medium
2.BattleshipstandardGames & StrategyProbability & Statistics
Medium
3.Square-Root DiffusionpredictionStochastic CalculusTime Series
Medium
4.Coupled RecurrencestandardCombinatorics
Medium
5.The Covariance MatrixpredictionLinear AlgebraProbability & Statistics
Medium
6.Currency ArbitragestandardGraphs & NetworksPricing
Medium
7.Dominance SolvablestandardGames & Strategy
Medium
8.Early ExercisepredictionMartingales & StoppingPricing
Medium
9.Extreme QuantilespredictionPortfolio OptimizationProbability & Statistics
Medium
10.Filling the BooksstandardCombinatorics
Medium
11.The Implied DistributionstandardPricing
Medium
12.The Impossible Characteristic FunctionstandardProbability & Statistics
Medium
13.Limiting IntegralstandardCalculus & Analysis
Medium
14.Market FragmentationstandardGraphs & NetworksCombinatoricsProbability & Statistics
Medium
15.Market-Neutral SplitoptimizationGraphs & NetworksPortfolio Optimization
Medium
16.Cycles of a Random ShufflestandardCombinatorics
Medium
17.Pinned to SettlestandardStochastic Calculus
Medium
18.Certify the TailstandardMartingales & Stopping
Medium
19.Settlement ChainstandardLinear Algebra
Medium
20.Stop-OutoptimizationSimulation & Monte CarloProbability & Statistics
Medium
21.Surface FillpredictionPricingStochastic Calculus
Medium
22.Take It or Leave ItoptimizationProbability & StatisticsGames & Strategy
Medium