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announcements collection.Featured contestsView all →
| Name | Problems | Length | Participants |
|---|---|---|---|
| 150Q Contest 1 | 4 | 60 min | 0 |
| 150Q Contest 2 | 5 | 60 min | 0 |
| 150Q Contest 3 | 5 | 60 min | 0 |
| 150Q Contest 4 | 5 | 60 min | 0 |
Browse by book
- Ch 0 · Mathematical preliminaries8
- Ch 1 · Calculus review. Options18
- Ch 2 · Numerical integration. Interest Rates. Bonds16
- Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging18
- Ch 4 · Lognormal random variables. Risk-neutral pricing11
- Ch 5 · Taylor's formula. Taylor series9
- Ch 6 · Finite Differences. Black-Scholes PDE11
- Ch 7 · Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options11
- Ch 8 · Lagrange multipliers. Newton's method. Implied volatility. Bootstrapping8
Green Book179 problems
Red Book (Heard on the Street)187 problems
Total across all books689 problems