A Practical Guide To Quantitative Finance Interviews 收录了一些量化面试中的经典题目. 本文介绍的是来自第二章的「Message Delivery」.

Message Delivery #

Problem #

You need to communicate with your colleague in Greenwich via a messenger service.Your documents are sent in a padlock box.Unfortunately the messenger service is not secure, so anything inside an unlocked box will be lost (including any locks you placeinside the box) during the delivery. The high-security padlocks you and your colleague each use have only one key which the person placing the lock owns.How can you securely send a document to your colleague?

Solution #

分四步进行:

• 用自己的锁锁上, 寄给同事
• 同事用他的锁锁上, 寄回来
• 解除自己的锁, 寄给同事
• 解除同事的锁

补充 #

送信问题可以看成 RSA 算法的 demo.